@BeforeClass
public void setUpClass() {
ImmutableMap<Class<?>, Object> components = generateComponents();
VersionCorrectionProvider vcProvider = new FixedInstantVersionCorrectionProvider(Instant.now());
ServiceContext serviceContext =
ServiceContext.of(components).with(VersionCorrectionProvider.class, vcProvider);
ThreadLocalServiceContext.init(serviceContext);
ComponentMap componentMap = ComponentMap.of(components);
MarketDataSource marketDataSource =
InterestRateMockSources.createMarketDataSource(MARKET_DATA_DATE, true);
TestMarketDataFactory marketDataFactory = new TestMarketDataFactory(marketDataSource);
ConfigLink<CurrencyMatrix> currencyMatrixLink =
ConfigLink.resolved(componentMap.getComponent(CurrencyMatrix.class));
List<MarketDataBuilder> builders =
MarketDataBuilders.standard(componentMap, "dataSource", currencyMatrixLink);
MarketDataEnvironmentFactory environmentFactory =
new MarketDataEnvironmentFactory(marketDataFactory, builders);
_functionRunner = new FunctionRunner(environmentFactory);
_normalIRFutureOptionFn =
FunctionModel.build(IRFutureOptionFn.class, normalConfig(), componentMap);
_blackIRFutureOptionFn =
FunctionModel.build(IRFutureOptionFn.class, blackConfig(), componentMap);
}
