// -------------------------------------------------------------------------
public void test_of() {
DiscountFxForwardRates test =
DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
assertEquals(test.getCurrencyPair(), CURRENCY_PAIR);
assertEquals(test.getValuationDate(), DATE_VAL);
assertEquals(test.getBaseCurrencyDiscountFactors(), DFCURVE_GBP);
assertEquals(test.getCounterCurrencyDiscountFactors(), DFCURVE_USD);
assertEquals(test.getFxRateProvider(), FX_RATE);
assertEquals(test.findData(CURVE1.getName()), Optional.of(CURVE1));
assertEquals(test.findData(CURVE2.getName()), Optional.of(CURVE2));
assertEquals(test.findData(CurveName.of("Rubbish")), Optional.empty());
int baseSize = DFCURVE_USD.getParameterCount();
assertEquals(test.getParameterCount(), DFCURVE_GBP.getParameterCount() + baseSize);
assertEquals(test.getParameter(0), DFCURVE_GBP.getParameter(0));
assertEquals(test.getParameter(baseSize), DFCURVE_USD.getParameter(0));
assertEquals(test.getParameterMetadata(0), DFCURVE_GBP.getParameterMetadata(0));
assertEquals(test.getParameterMetadata(baseSize), DFCURVE_USD.getParameterMetadata(0));
assertEquals(
test.withParameter(0, 1d).getBaseCurrencyDiscountFactors(),
DFCURVE_GBP.withParameter(0, 1d));
assertEquals(test.withParameter(0, 1d).getCounterCurrencyDiscountFactors(), DFCURVE_USD);
assertEquals(test.withParameter(baseSize, 1d).getBaseCurrencyDiscountFactors(), DFCURVE_GBP);
assertEquals(
test.withParameter(baseSize, 1d).getCounterCurrencyDiscountFactors(),
DFCURVE_USD.withParameter(0, 1d));
assertEquals(
test.withPerturbation((i, v, m) -> v + 1d).getBaseCurrencyDiscountFactors(),
DFCURVE_GBP.withPerturbation((i, v, m) -> v + 1d));
assertEquals(
test.withPerturbation((i, v, m) -> v + 1d).getCounterCurrencyDiscountFactors(),
DFCURVE_USD.withPerturbation((i, v, m) -> v + 1d));
}
// -------------------------------------------------------------------------
public void test_withDiscountFactors() {
DiscountFxForwardRates test =
DiscountFxForwardRates.of(CURRENCY_PAIR, FX_RATE, DFCURVE_GBP, DFCURVE_USD);
test = test.withDiscountFactors(DFCURVE_GBP2, DFCURVE_USD2);
assertEquals(test.getCurrencyPair(), CURRENCY_PAIR);
assertEquals(test.getValuationDate(), DATE_VAL);
assertEquals(test.getBaseCurrencyDiscountFactors(), DFCURVE_GBP2);
assertEquals(test.getCounterCurrencyDiscountFactors(), DFCURVE_USD2);
assertEquals(test.getFxRateProvider(), FX_RATE);
}