/** Tests failure for an agency rating description that is not present in the legal entity. */
@Test(expectedExceptions = IllegalStateException.class)
public void testUseUnavailableRatingDescription() {
final Set<CreditRating> creditRatings = new HashSet<>();
creditRatings.add(CreditRating.of("A", "S&P", "Prime", true));
creditRatings.add(CreditRating.of("A", "Moody's", "Prime", true));
final LegalEntityCreditRatings filter = new LegalEntityCreditRatings();
filter.setPerAgencyRatingDescriptions(Collections.singleton("Fitch"));
filter.getFilteredData(
new LegalEntity(null, LegalEntityTest.SHORT_NAME, creditRatings, null, null));
}
/** Tests ratings requests. */
@Test
public void testCreditRatings() {
LegalEntityCreditRatings filter = new LegalEntityCreditRatings();
assertEquals(
LegalEntityTest.CREDIT_RATINGS, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(
LegalEntityTest.CREDIT_RATINGS,
filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
final Set<CreditRating> creditRatings = new HashSet<>(LegalEntityTest.CREDIT_RATINGS);
creditRatings.add(CreditRating.of("C", "Poor", "Test", false));
assertEquals(
ParameterizedTypeImpl.of(Set.class, CreditRating.class), filter.getFilteredDataType());
filter = new LegalEntityCreditRatings();
filter.setUseRating(true);
Set<Pair<String, String>> expected = new HashSet<>();
expected.add(Pair.of("Moody's", "B"));
expected.add(Pair.of("S&P", "A"));
expected.add(Pair.of("Test", "C"));
assertEquals(
expected,
filter.getFilteredData(
new LegalEntity(null, LegalEntityTest.SHORT_NAME, creditRatings, null, null)));
assertEquals(
expected,
filter.getFilteredData(
new LegalEntityWithREDCode(
null, LegalEntityTest.SHORT_NAME, creditRatings, null, null, "")));
expected = new HashSet<>();
expected.add(Pair.of("Moody's", "B"));
expected.add(Pair.of("S&P", "A"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
assertEquals(
ParameterizedTypeImpl.of(
Set.class, ParameterizedTypeImpl.of(Pair.class, String.class, String.class)),
filter.getFilteredDataType());
filter = new LegalEntityCreditRatings();
filter.setPerAgencyRatings(Collections.singleton("Moody's"));
expected = new HashSet<>();
expected.add(Pair.of("Moody's", "B"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
assertEquals(
ParameterizedTypeImpl.of(
Set.class, ParameterizedTypeImpl.of(Pair.class, String.class, String.class)),
filter.getFilteredDataType());
filter = new LegalEntityCreditRatings();
filter.setPerAgencyRatings(Collections.singleton("S&P"));
expected = new HashSet<>();
expected.add(Pair.of("S&P", "A"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
assertEquals(
ParameterizedTypeImpl.of(
Set.class, ParameterizedTypeImpl.of(Pair.class, String.class, String.class)),
filter.getFilteredDataType());
filter = new LegalEntityCreditRatings();
filter.setUseRatingDescription(true);
expected = new HashSet<>();
expected.add(Pair.of("Moody's", "Investment Grade"));
expected.add(Pair.of("S&P", "Prime"));
expected.add(Pair.of("Test", "Poor"));
assertEquals(
expected,
filter.getFilteredData(
new LegalEntity(null, LegalEntityTest.SHORT_NAME, creditRatings, null, null)));
assertEquals(
expected,
filter.getFilteredData(
new LegalEntityWithREDCode(
null, LegalEntityTest.SHORT_NAME, creditRatings, null, null, "")));
expected = new HashSet<>();
expected.add(Pair.of("Moody's", "Investment Grade"));
expected.add(Pair.of("S&P", "Prime"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
assertEquals(
ParameterizedTypeImpl.of(
Set.class, ParameterizedTypeImpl.of(Pair.class, String.class, String.class)),
filter.getFilteredDataType());
filter = new LegalEntityCreditRatings();
filter.setPerAgencyRatingDescriptions(Collections.singleton("Moody's"));
expected = new HashSet<>();
expected.add(Pair.of("Moody's", "Investment Grade"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
filter = new LegalEntityCreditRatings();
filter.setPerAgencyRatingDescriptions(Collections.singleton("S&P"));
expected = new HashSet<>();
expected.add(Pair.of("S&P", "Prime"));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY));
assertEquals(expected, filter.getFilteredData(LegalEntityTest.LEGAL_ENTITY_RED_CODE));
assertEquals(
ParameterizedTypeImpl.of(
Set.class, ParameterizedTypeImpl.of(Pair.class, String.class, String.class)),
filter.getFilteredDataType());
}
