Package com.opengamma.engine.marketdata.manipulator

Examples of com.opengamma.engine.marketdata.manipulator.MarketDataSelector.findMatchingSelector()


    String curve6M = "curve6M";

    YieldCurveSelector.Builder curve1 = new YieldCurveSelector.Builder(SCENARIO);
    curve1.nameLike("*3M");
    MarketDataSelector selector1 = curve1.getSelector();
    assertEquals(selector1, selector1.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertNull(selector1.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));

    YieldCurveSelector.Builder curve2 = new YieldCurveSelector.Builder(SCENARIO);
    curve2.nameLike("curve?M");
    MarketDataSelector selector2 = curve2.getSelector();
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    YieldCurveSelector.Builder curve1 = new YieldCurveSelector.Builder(SCENARIO);
    curve1.nameLike("*3M");
    MarketDataSelector selector1 = curve1.getSelector();
    assertEquals(selector1, selector1.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertNull(selector1.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));

    YieldCurveSelector.Builder curve2 = new YieldCurveSelector.Builder(SCENARIO);
    curve2.nameLike("curve?M");
    MarketDataSelector selector2 = curve2.getSelector();
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
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    assertNull(selector1.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));

    YieldCurveSelector.Builder curve2 = new YieldCurveSelector.Builder(SCENARIO);
    curve2.nameLike("curve?M");
    MarketDataSelector selector2 = curve2.getSelector();
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve currency is specified */
  @Test
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    YieldCurveSelector.Builder curve2 = new YieldCurveSelector.Builder(SCENARIO);
    curve2.nameLike("curve?M");
    MarketDataSelector selector2 = curve2.getSelector();
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve3M), CALC_CONFIG_NAME, _resolver));
    assertEquals(selector2, selector2.findMatchingSelector(structureId(curve6M), CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve currency is specified */
  @Test
  public void singleCurrency() {
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    curve.currencies("GBP");
    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve currency matches any of the specified currency codes */
  @Test
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    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve currency matches any of the specified currency codes */
  @Test
  public void multipleCurrencies() {
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    MarketDataSelector selector = curve.getSelector();
    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve satisfies all criteria, fail if it fails any of them */
 
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    String curveName = "curveName";
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve satisfies all criteria, fail if it fails any of them */
  @Test
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    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
  }

  /** match if the curve satisfies all criteria, fail if it fails any of them */
  @Test
  public void multipleCriteria() {
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    MarketDataSelector selector = curve.getSelector();
    StructureIdentifier structure1 = StructureIdentifier.of(new YieldCurveKey(Currency.GBP, curveName1));
    StructureIdentifier structure2 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName2));
    StructureIdentifier structure3 = StructureIdentifier.of(new YieldCurveKey(Currency.AUD, curveName1));
    StructureIdentifier structure4 = StructureIdentifier.of(new YieldCurveKey(Currency.USD, curveName3));
    assertEquals(selector, selector.findMatchingSelector(structure1, CALC_CONFIG_NAME, _resolver));
    assertEquals(selector, selector.findMatchingSelector(structure2, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure3, CALC_CONFIG_NAME, _resolver));
    assertNull(selector.findMatchingSelector(structure4, CALC_CONFIG_NAME, _resolver));
  }
}
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