Legal entity rates loader #1516
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jodastephen
requested changes
May 19, 2017
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| import static org.testng.Assert.assertEquals; | ||
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| import org.testng.annotations.Test; | ||
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| import com.opengamma.strata.market.curve.RepoGroup; |
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Test needs to move package too
| @@ -3,12 +3,14 @@ | |||
| * | |||
| * Please see distribution for license. | |||
| */ | |||
| package com.opengamma.strata.pricer.bond; | |||
| package com.opengamma.strata.market.curve; | |||
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Test needs to move package too
| @@ -75,10 +77,12 @@ | |||
| * The standard calculation functions. | |||
| */ | |||
| private static final CalculationFunctions STANDARD = CalculationFunctions.of( | |||
| new BondFutureTradeCalculationFunction(), | |||
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Javadoc also needs to be updated within the class.
| @@ -3,7 +3,7 @@ | |||
| * | |||
| * Please see distribution for license. | |||
| */ | |||
| package com.opengamma.strata.pricer.bond; | |||
| package com.opengamma.strata.market.curve; | |||
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It is rather unfortunate that this class is moved a second time!
| CurveGroupName groupName = repoEntry.getKey(); | ||
| Map<Pair<RepoGroup, Currency>, Curve> repoCurves = MapStream.of(repoEntry.getValue()) | ||
| .mapValues(name -> curves.get(name)) | ||
| .peek(e -> { |
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peek() not generally a good thing to use, is there an alternative?
jodastephen
requested changes
May 22, 2017
| }) | ||
| .mapValues( | ||
| name -> { | ||
| Curve curve = curves.get(name); |
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We try to avoid blocks by creating extra methods. So, this would be `name -> queryCurve(name, curves, "Repo")
(this extra method can be used for both of these cases)
jodastephen
approved these changes
May 22, 2017
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legal-entity-groups.csv.