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Add another curve sample data for filter test direct segment
1 parent ad24ee9 commit aea67aa

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Lines changed: 6 additions & 1 deletion

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OREData/test/yieldcurve.cpp

Lines changed: 6 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -267,6 +267,8 @@ BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegment) {
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curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
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vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE/2023-10-13 0.77",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-13 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-14 0.95",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-12 0.88",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-14 0.99",
@@ -298,7 +300,10 @@ BOOST_AUTO_TEST_CASE(testBuildDiscountCurveDirectSegmentWildcard) {
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"EUR-CURVE", "ORE YieldCurve built from EUR-CURVE_2023-10-13", "EUR", "", segments);
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curveConfigs.add(CurveSpec::CurveType::Yield, "EUR-CURVE", yCConfig);
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vector<string> data{"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",
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vector<string> data{"2023-10-12 DISCOUNT/RATE/EUR/STINA-CURVE/2023-10-13 0.77",
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"2023-10-12 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-13 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-ANOTHER-CURVE/2023-10-14 0.95",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-13 1.0",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-14 0.99",
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"2023-10-13 DISCOUNT/RATE/EUR/EUR-CURVE/2023-10-15 0.98",
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"2023-10-13 EQUITY_FWD/PRICE/SP5/USD/1Y 1500.00",

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