public virtual void test_valuePointSensitivity_forward()
{
YearMonth month = VAL_MONTH.plusMonths(3);
SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS);
PriceIndexObservation obs = PriceIndexObservation.of(US_CPI_U, month);
InflationRateSensitivity expected = InflationRateSensitivity.of(obs, 1d);
assertEquals(test.valuePointSensitivity(obs), expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
AbsoluteIborFutureTemplate test = AbsoluteIborFutureTemplate.of(YEAR_MONTH, CONVENTION);
coverImmutableBean(test);
AbsoluteIborFutureTemplate test2 = AbsoluteIborFutureTemplate.of(YEAR_MONTH.plusMonths(1), CONVENTION2);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
PriceIndexObservation test = PriceIndexObservation.of(GB_HICP, FIXING_MONTH);
coverImmutableBean(test);
PriceIndexObservation test2 = PriceIndexObservation.of(CH_CPI, FIXING_MONTH.plusMonths(1));
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates an instance from an index, reference start month and reference end month.
/// <para>
/// The second start/end observations will be one month later than the start/end month.
///
/// </para>
/// </summary>
/// <param name="index"> the index </param>
/// <param name="referenceStartMonth"> the reference start month </param>
/// <param name="referenceEndMonth"> the reference end month </param>
/// <param name="weight"> the weight </param>
/// <returns> the inflation rate computation </returns>
public static InflationInterpolatedRateComputation of(PriceIndex index, YearMonth referenceStartMonth, YearMonth referenceEndMonth, double weight)
{
return(new InflationInterpolatedRateComputation(PriceIndexObservation.of(index, referenceStartMonth), PriceIndexObservation.of(index, referenceStartMonth.plusMonths(1)), PriceIndexObservation.of(index, referenceEndMonth), PriceIndexObservation.of(index, referenceEndMonth.plusMonths(1)), weight));
}
