public virtual void test_of()
{
CurveNodeDateOrder test = CurveNodeDateOrder.of(2, CurveNodeClashAction.DROP_THIS);
assertEquals(test.MinGapInDays, 2);
assertEquals(test.Action, CurveNodeClashAction.DROP_THIS);
}
public virtual void test_DEFAULT()
{
CurveNodeDateOrder test = CurveNodeDateOrder.DEFAULT;
assertEquals(test.MinGapInDays, 1);
assertEquals(test.Action, CurveNodeClashAction.EXCEPTION);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
CurveNodeDateOrder test = CurveNodeDateOrder.of(2, CurveNodeClashAction.DROP_THIS);
coverImmutableBean(test);
CurveNodeDateOrder test2 = CurveNodeDateOrder.of(3, CurveNodeClashAction.DROP_OTHER);
coverBeanEquals(test, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
CurveNodeDateOrder other = (CurveNodeDateOrder)obj;
return((minGapInDays == other.minGapInDays) && JodaBeanUtils.equal(action, other.action));
}
return(false);
}
private DummyFraCurveNode(Period periodToStart, Period periodToEnd, ObservableId rateId, double spread, string label, CurveNodeDateOrder order)
{
JodaBeanUtils.notNull(periodToStart, "periodToStart");
JodaBeanUtils.notNull(periodToEnd, "periodToEnd");
JodaBeanUtils.notNull(rateId, "rateId");
JodaBeanUtils.notEmpty(label, "label");
JodaBeanUtils.notNull(order, "order");
this.periodToStart = periodToStart;
this.periodToEnd = periodToEnd;
this.rateId = rateId;
this.spread = spread;
this.label = label;
this.order = order;
}
//-------------------------------------------------------------------------
public InterpolatedNodalCurveDefinition filtered(LocalDate valuationDate, ReferenceData refData)
{
// mutable list of date-node pairs
//JAVA TO C# CONVERTER TODO TASK: Method reference constructor syntax is not converted by Java to C# Converter:
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
List <Pair <LocalDate, CurveNode> > nodeDates = nodes.Select(node => Pair.of(node.date(valuationDate, refData), node)).collect(toCollection(List <object>::new));
// delete nodes if clash, but don't throw exceptions yet
for (int i = 0; i < nodeDates.Count; i++)
{
Pair <LocalDate, CurveNode> pair = nodeDates[i];
CurveNodeDateOrder restriction = pair.Second.DateOrder;
// compare node to previous node
if (i > 0)
{
Pair <LocalDate, CurveNode> pairBefore = nodeDates[i - 1];
if (DAYS.between(pairBefore.First, pair.First) < restriction.MinGapInDays)
{
switch (restriction.Action)
{
case DROP_THIS:
nodeDates.RemoveAt(i);
i = -1; // restart loop
goto loopContinue;
case DROP_OTHER:
nodeDates.RemoveAt(i - 1);
i = -1; // restart loop
goto loopContinue;
case EXCEPTION:
break; // do nothing yet
break;
}
}
}
// compare node to next node
if (i < nodeDates.Count - 1)
{
Pair <LocalDate, CurveNode> pairAfter = nodeDates[i + 1];
if (DAYS.between(pair.First, pairAfter.First) < restriction.MinGapInDays)
{
switch (restriction.Action)
{
case DROP_THIS:
nodeDates.Remove(i);
i = -1; // restart loop
goto loopContinue;
case DROP_OTHER:
nodeDates.Remove(i + 1);
i = -1; // restart loop
goto loopContinue;
case EXCEPTION:
break; // do nothing yet
break;
}
}
}
loopContinue :;
}
loopBreak :
// throw exceptions if rules breached
for (int i = 0; i < nodeDates.Count; i++)
{
Pair <LocalDate, CurveNode> pair = nodeDates[i];
CurveNodeDateOrder restriction = pair.Second.DateOrder;
// compare node to previous node
if (i > 0)
{
Pair <LocalDate, CurveNode> pairBefore = nodeDates[i - 1];
if (DAYS.between(pairBefore.First, pair.First) < restriction.MinGapInDays)
{
throw new System.ArgumentException(Messages.format("Curve node dates clash, node '{}' and '{}' resolved to dates '{}' and '{}' respectively", pairBefore.Second.Label, pair.Second.Label, pairBefore.First, pair.First));
}
}
// compare node to next node
if (i < nodeDates.Count - 1)
{
Pair <LocalDate, CurveNode> pairAfter = nodeDates[i + 1];
if (DAYS.between(pair.First, pairAfter.First) < restriction.MinGapInDays)
{
throw new System.ArgumentException(Messages.format("Curve node dates clash, node '{}' and '{}' resolved to dates '{}' and '{}' respectively", pair.Second.Label, pairAfter.Second.Label, pair.First, pairAfter.First));
}
}
}
// return the resolved definition
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
IList <CurveNode> filteredNodes = nodeDates.Select(p => p.Second).collect(toImmutableList());
return(new InterpolatedNodalCurveDefinition(name, xValueType, yValueType, dayCount, filteredNodes, interpolator, extrapolatorLeft, extrapolatorRight));
}
public static DummyFraCurveNode of(Period periodToStart, IborIndex index, ObservableId rateId, CurveNodeDateOrder order)
{
return(new DummyFraCurveNode(periodToStart, periodToStart.plus(index.Tenor.Period), rateId, 0, "Dummy:" + periodToStart, order));
}
public virtual void test_serialization()
{
CurveNodeDateOrder test = CurveNodeDateOrder.of(2, CurveNodeClashAction.DROP_THIS);
assertSerialization(test);
}
public virtual void test_of_invalid()
{
assertThrowsIllegalArg(() => CurveNodeDateOrder.of(0, CurveNodeClashAction.DROP_THIS));
}
