Beispiel #1
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            DefaultCurveMetadata test = DefaultCurveMetadata.of(CURVE_NAME);

            coverImmutableBean(test);
            DefaultCurveMetadata test2 = DefaultCurveMetadata.builder().curveName(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.DISCOUNT_FACTOR).dayCount(ACT_360).jacobian(JACOBIAN_DATA).parameterMetadata(ParameterMetadata.empty()).build();

            coverBeanEquals(test, test2);
        }
Beispiel #2
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        public virtual void test_of_CurveName_noMetadata()
        {
            DefaultCurveMetadata test = DefaultCurveMetadata.of(CURVE_NAME);

            assertThat(test.CurveName).isEqualTo(CURVE_NAME);
            assertThat(test.XValueType).isEqualTo(ValueType.UNKNOWN);
            assertThat(test.YValueType).isEqualTo(ValueType.UNKNOWN);
            assertThat(test.Info).isEqualTo(ImmutableMap.of());
            assertThat(test.ParameterMetadata.Present).False;
        }
Beispiel #3
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        //-------------------------------------------------------------------------
        public virtual void test_withInfo()
        {
            DefaultCurveMetadata @base = DefaultCurveMetadata.of(CURVE_NAME);

            assertThat(@base.findInfo(CurveInfoType.DAY_COUNT).Present).False;
            DefaultCurveMetadata test = @base.withInfo(CurveInfoType.DAY_COUNT, ACT_360);

            assertThat(@base.findInfo(CurveInfoType.DAY_COUNT).Present).False;
            assertThat(test.findInfo(CurveInfoType.DAY_COUNT).Present).True;
        }
Beispiel #4
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        //-------------------------------------------------------------------------
        public virtual void test_withParameterMetadata()
        {
            DefaultCurveMetadata @base = DefaultCurveMetadata.of(CURVE_NAME);
            DefaultCurveMetadata test  = @base.withParameterMetadata(ParameterMetadata.listOfEmpty(2));

            assertThat(test.ParameterMetadata.Present).True;
            assertThat(test.ParameterMetadata.get()).containsAll(ParameterMetadata.listOfEmpty(2));
            // redo for test coverage
            DefaultCurveMetadata test2 = test.withParameterMetadata(ParameterMetadata.listOfEmpty(3));

            assertThat(test2.ParameterMetadata.Present).True;
            assertThat(test2.ParameterMetadata.get()).containsAll(ParameterMetadata.listOfEmpty(3));
        }
 /// <summary>
 /// Creates a constant curve with a specific value.
 /// </summary>
 /// <param name="name">  the curve name </param>
 /// <param name="yValue">  the constant y-value </param>
 /// <returns> the curve </returns>
 public static ConstantCurve of(CurveName name, double yValue)
 {
     return(new ConstantCurve(DefaultCurveMetadata.of(name), yValue));
 }
Beispiel #6
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        public virtual void test_serialization()
        {
            CurveMetadata test = DefaultCurveMetadata.of(CURVE_NAME);

            assertSerialization(test);
        }