/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.volatility.cube;
import java.util.Set;
import org.testng.Assert;
import org.testng.AssertJUnit;
import org.testng.annotations.Test;
import com.opengamma.core.marketdatasnapshot.VolatilityPoint;
import com.opengamma.id.ExternalId;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class BloombergVolatilityCubeInstrumentProviderTest {
@Test
public void canGetBloomberg() {
AssertJUnit.assertNotNull(BloombergSwaptionVolatilityCubeInstrumentProvider.BLOOMBERG);
}
@Test
public void canGetUSDInfo() {
final Currency usd = Currency.USD;
final BloombergSwaptionVolatilityCubeInstrumentProvider instrumentProvider = BloombergSwaptionVolatilityCubeInstrumentProvider.BLOOMBERG;
final Set<VolatilityPoint> allPoints = instrumentProvider.getAllPoints(usd);
Assert.assertNotSame(0, allPoints.size());
for (final VolatilityPoint volatilityPoint : allPoints) {
final Set<ExternalId> instruments = instrumentProvider.getInstruments(usd, volatilityPoint);
Assert.assertNotNull(instruments);
Assert.assertNotSame(0, instruments.size());
final ExternalId strikeInstrument = instrumentProvider.getStrikeInstrument(usd, volatilityPoint.getSwapTenor(), volatilityPoint.getOptionExpiry());
Assert.assertNotNull(strikeInstrument);
}
}
}