Beispiel #1
0
 //-------------------------------------------------------------------------
 public virtual void test_toString()
 {
     assertEquals(TENOR_3D.ToString(), "3D");
     assertEquals(TENOR_2W.ToString(), "2W");
     assertEquals(TENOR_4M.ToString(), "4M");
     assertEquals(TENOR_12M.ToString(), "12M");
     assertEquals(TENOR_1Y.ToString(), "1Y");
     assertEquals(TENOR_18M.ToString(), "18M");
     assertEquals(TENOR_4Y.ToString(), "4Y");
 }
Beispiel #2
0
 static CombinedCurveTest()
 {
     PARAM_METADATA_BASE.Add(TenorParameterMetadata.of(TENOR_1Y, BASE_NAME + TENOR_1Y.ToString()));
     PARAM_METADATA_BASE.Add(TenorParameterMetadata.of(TENOR_3Y, BASE_NAME + TENOR_3Y.ToString()));
     PARAM_METADATA_BASE.Add(TenorParameterMetadata.of(TENOR_5Y, BASE_NAME + TENOR_5Y.ToString()));
     PARAM_METADATA_SPREAD.Add(TenorParameterMetadata.of(TENOR_6M, SPREAD_NAME + TENOR_6M.ToString()));
     PARAM_METADATA_SPREAD.Add(TenorParameterMetadata.of(TENOR_18M, SPREAD_NAME + TENOR_18M.ToString()));
     PARAM_METADATA_SPREAD.Add(TenorParameterMetadata.of(TENOR_5Y, SPREAD_NAME + TENOR_5Y.ToString()));
     PARAM_METADATA_SPREAD.Add(TenorParameterMetadata.of(TENOR_7Y, SPREAD_NAME + TENOR_7Y.ToString()));
 }