/**
* Obtains an instance from a valuation date, map of values and time-series.
*
* @param valuationDate the valuation date of the market data
* @param values the market data values
* @param timeSeries the time-series
* @return the market data instance containing the values in the map and the time-series
* @throws ClassCastException if a value does not match the parameterized type associated with the
* identifier
*/
public static MarketData of(
LocalDate valuationDate,
Map<? extends MarketDataId<?>, ?> values,
Map<? extends ObservableId, LocalDateDoubleTimeSeries> timeSeries) {
return ImmutableMarketData.builder(valuationDate).values(values).timeSeries(timeSeries).build();
}
/**
* Obtains an instance containing no market data.
*
* @param valuationDate the valuation date of the market data
* @return empty market data
*/
public static MarketData empty(LocalDate valuationDate) {
return ImmutableMarketData.builder(valuationDate).build();
}
/**
* Obtains an instance from a valuation date and map of values.
*
* <p>Each entry in the map is a single piece of market data, keyed by the matching identifier.
* For example, an {@link FxRate} can be looked up using an {@link FxRateId}. The caller must
* ensure that the each entry in the map corresponds with the parameterized type on the
* identifier.
*
* @param valuationDate the valuation date of the market data
* @param values the market data values
* @return the market data instance containing the values in the map
* @throws ClassCastException if a value does not match the parameterized type associated with the
* identifier
*/
public static MarketData of(LocalDate valuationDate, Map<? extends MarketDataId<?>, ?> values) {
return ImmutableMarketData.of(valuationDate, values);
}
private static ImmutableMarketData data() {
Map<? extends MarketDataKey<?>, Object> dataMap = ImmutableMap.of(KEY1, 123d);
Map<ObservableKey, LocalDateDoubleTimeSeries> timeSeriesMap =
ImmutableMap.of(KEY2, TIME_SERIES);
return ImmutableMarketData.builder().values(dataMap).timeSeries(timeSeriesMap).build();
}
public void getTimeSeries() {
assertThat(DATA.getTimeSeries(KEY1)).isEqualTo(LocalDateDoubleTimeSeries.empty());
assertThat(DATA.getTimeSeries(KEY2)).isEqualTo(TIME_SERIES);
}
public void getValue() {
assertThat(DATA.getValue(KEY1)).isEqualTo(123d);
assertThrowsIllegalArg(() -> DATA.getValue(KEY2));
}
public void containsTimeSeries() {
assertThat(DATA.containsTimeSeries(KEY1)).isFalse();
assertThat(DATA.containsTimeSeries(KEY2)).isTrue();
}
public void containsValue() {
assertThat(DATA.containsValue(KEY1)).isTrue();
assertThat(DATA.containsValue(KEY2)).isFalse();
}