Simplify curve name and use better naming for direct segment tests

Author: kohnech

OREData/test/yieldcurve.cpp

@@ -246,7 +246,7 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixings) {
     BOOST_CHECK_NO_THROW(YieldCurve jpyYieldCurve(asof, spec, curveConfigs, loader));
 }
 
-BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYc) {
+BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegment) {
 
     Date asof(13, October, 2023);
     Settings::instance().evaluationDate() = asof;
@@ -256,8 +256,8 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYc) {
     CurveConfigurations curveConfigs;
 
     vector<string> quotes;
-    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-14");
-    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-15");
+    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-14");
+    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-15");
 
     vector<boost::shared_ptr<YieldCurveSegment>> segments{boost::make_shared<DirectYieldCurveSegment>(
         "Discount", "", quotes)};
@@ -266,11 +266,11 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYc) {
         boost::make_shared<YieldCurveConfig>("EUR-CURVE", "ORE YieldCurve built from EUR-CURVE_2023-10-13", "EUR", "", segments);
     curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
 
-    vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE_2023-10-12/2023-10-13 0.77",
-                        "2023-10-12 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-12/2023-10-12 0.88",
-                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-13 1.0",
-                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-14 0.99",
-                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-15 0.98",
+    vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE/2023-10-13 0.77",
+                        "2023-10-12 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-12 0.88",
+                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",
+                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-14 0.99",
+                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-15 0.98",
                         "2023-10-13 COMMODITY_FWD/PRICE/GOLD/USD/2023-10-31 1158.8",
                         "2023-10-13 COMMODITY_FWD/PRICE/GOLD/USD/2023-11-01 1160.9",
                         "2023-10-13 COMMODITY_FWD/PRICE/GOLD/USD/2023-11-02 1163.4"};
@@ -279,7 +279,7 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYc) {
     BOOST_CHECK_NO_THROW(YieldCurve yieldCurve(asof, spec, curveConfigs, loader));
 }
 
-BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYcWildChar) {
+BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegmentWildcard) {
 
     Date asof(13, October, 2023);
     Settings::instance().evaluationDate() = asof;
@@ -289,7 +289,7 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYcWildChar) {
     CurveConfigurations curveConfigs;
 
     vector<string> quotes;
-    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/*");
+    quotes.emplace_back("DISCOUNT/RATE/EUR/EUR-CURVE/*");
 
     vector<boost::shared_ptr<YieldCurveSegment>> segments{
         boost::make_shared<DirectYieldCurveSegment>("Discount", "", quotes)};
@@ -298,9 +298,9 @@ BOOST_AUTO_TEST_CASE(testBootstrapAndFixingsDirectYcWildChar) {
         "EUR-CURVE", "ORE YieldCurve built from EUR-CURVE_2023-10-13", "EUR", "", segments);
     curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
 
-    vector<string> data{"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-13 1.0",
-                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-14 0.99",
-                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE_2023-10-13/2023-10-15 0.98",
+    vector<string> data{"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",
+                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-14 0.99",
+                        "2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-15 0.98",
                         "2023-10-13 EQUITY_FWD/PRICE/SP5/USD/1Y 1500.00",
                         "2023-10-13 EQUITY_FWD/PRICE/SP5/USD/20231014 1500.00",
                         "2023-10-13 EQUITY_DIVIDEND/RATE/SP5/USD/20231015 0.00",