Beispiel #1
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            TenorParameterMetadata test = TenorParameterMetadata.of(TENOR_10Y);

            coverImmutableBean(test);
            TenorParameterMetadata test2 = TenorParameterMetadata.of(TENOR_12M);

            coverBeanEquals(test, test2);
        }
        //-------------------------------------------------------------------------
        public virtual void test_of_map()
        {
            ImmutableMap <ParameterMetadata, double> map  = ImmutableMap.of(TenorParameterMetadata.of(Tenor.TENOR_1Y), 12d, TenorParameterMetadata.of(Tenor.TENOR_2Y), -32d, TenorParameterMetadata.of(Tenor.TENOR_5Y), 5d);
            CurrencyParameterSensitivity             test = CurrencyParameterSensitivity.of(NAME1, USD, map);

            assertEquals(test.MarketDataName, NAME1);
            assertEquals(test.ParameterCount, 3);
            assertEquals(test.ParameterMetadata, map.Keys.asList());
            assertEquals(test.Currency, USD);
            assertEquals(test.Sensitivity, DoubleArray.copyOf(map.values()));
            assertEquals(test.sensitivities().toMap(), map);
            assertEquals(test.toSensitivityMap(typeof(Tenor)), MapStream.of(map).mapKeys(pm => pm.Identifier).toMap());
        }
 public TenorParameterMetadata withTenor(Tenor tenor)
 {
     if (this.tenor.Equals(tenor))
     {
         return(this);
     }
     if (label.Equals(this.tenor.ToString()))
     {
         return(TenorParameterMetadata.of(tenor));
     }
     else
     {
         return(TenorParameterMetadata.of(tenor, label));
     }
 }
Beispiel #4
0
        public virtual void test_serialization()
        {
            TenorParameterMetadata test = TenorParameterMetadata.of(TENOR_10Y);

            assertSerialization(test);
        }