public virtual void test_invalid()
{
// null fixed
assertThrowsIllegalArg(() => AddFixedCurve.of(null, SPREAD_CURVE));
// null spread
assertThrowsIllegalArg(() => AddFixedCurve.of(FIXED_CURVE, null));
}
public virtual void getter()
{
assertEquals(ADD_FIXED_CURVE.Metadata, METADATA_SPREAD);
assertEquals(ADD_FIXED_CURVE.ParameterCount, XVALUES_SPREAD.size());
assertEquals(ADD_FIXED_CURVE.getParameter(0), ADD_FIXED_CURVE.SpreadCurve.getParameter(0));
assertEquals(ADD_FIXED_CURVE.getParameterMetadata(0), ADD_FIXED_CURVE.SpreadCurve.getParameterMetadata(0));
assertEquals(ADD_FIXED_CURVE.withParameter(0, 9d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withParameter(0, 9d)));
assertEquals(ADD_FIXED_CURVE.withPerturbation((i, v, m) => v + 1d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withPerturbation((i, v, m) => v + 1d)));
assertEquals(ADD_FIXED_CURVE.withMetadata(METADATA_FIXED), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withMetadata(METADATA_FIXED)));
}
public virtual void underlyingCurve()
{
assertEquals(ADD_FIXED_CURVE.split(), ImmutableList.of(FIXED_CURVE, SPREAD_CURVE));
CurveMetadata metadata = DefaultCurveMetadata.builder().curveName(CurveName.of("newCurve")).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).parameterMetadata(PARAM_METADATA_SPREAD).build();
InterpolatedNodalCurve newCurve = InterpolatedNodalCurve.of(metadata, XVALUES_SPREAD, YVALUES_SPREAD, INTERPOLATOR);
assertEquals(ADD_FIXED_CURVE.withUnderlyingCurve(0, newCurve), AddFixedCurve.of(newCurve, SPREAD_CURVE));
assertEquals(ADD_FIXED_CURVE.withUnderlyingCurve(1, newCurve), AddFixedCurve.of(FIXED_CURVE, newCurve));
assertThrowsIllegalArg(() => ADD_FIXED_CURVE.withUnderlyingCurve(2, newCurve));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverImmutableBean(ADD_FIXED_CURVE);
coverBeanEquals(ADD_FIXED_CURVE, AddFixedCurve.of(SPREAD_CURVE, FIXED_CURVE));
}