public virtual void test_of_withStrikeType()
{
GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1);
assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, STRIKE1));
assertEquals(test.Label, Pair.of(TIME_TO_EXPIRY, STRIKE1.Label).ToString());
assertEquals(test.Strike, STRIKE1);
assertEquals(test.Period, TIME_TO_EXPIRY);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
GenericVolatilitySurfacePeriodParameterMetadata test1 = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1);
coverImmutableBean(test1);
GenericVolatilitySurfacePeriodParameterMetadata test2 = GenericVolatilitySurfacePeriodParameterMetadata.of(Period.ofMonths(3), MoneynessStrike.of(1.1d));
coverBeanEquals(test1, test2);
}
public virtual void test_of_withLabel()
{
Pair <Period, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE2);
string label = "(2, 1.35)";
GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE2, label);
assertEquals(test.Identifier, pair);
assertEquals(test.Label, label);
assertEquals(test.Strike, STRIKE2);
assertEquals(test.Period, TIME_TO_EXPIRY);
}
public virtual void test_serialization()
{
GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1);
assertSerialization(test);
}