Example #1
0
        public virtual void test_of_rateOutOfRange()
        {
            assertThrowsIllegalArg(() => ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, -0.5));
            assertThrowsIllegalArg(() => ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, 1.5));
            ConstantRecoveryRates test = ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, RECOVERY_RATE);

            assertThrowsIllegalArg(() => test.getParameter(1));
            assertThrowsIllegalArg(() => test.withParameter(1, 0.5));
        }
Example #2
0
        public virtual void test_of()
        {
            ConstantRecoveryRates test = ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, RECOVERY_RATE);

            assertEquals(test.LegalEntityId, LEGAL_ENTITY);
            assertEquals(test.RecoveryRate, RECOVERY_RATE);
            assertEquals(test.ValuationDate, VALUATION);
            assertEquals(test.recoveryRate(DATE_AFTER), RECOVERY_RATE);
            assertEquals(test.findData(CurveName.of("Rubbish")), null);
            assertEquals(test.getParameter(0), RECOVERY_RATE);
            assertEquals(test.ParameterCount, 1);
            assertEquals(test.getParameterMetadata(0), ParameterMetadata.empty());
            assertEquals(test.withParameter(0, 0.5), ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, 0.5));
        }
Example #3
0
        public virtual void test_of_interface()
        {
            ConstantCurve         curve = ConstantCurve.of(DefaultCurveMetadata.builder().yValueType(ValueType.RECOVERY_RATE).curveName("recoveryRate").build(), RECOVERY_RATE);
            ConstantRecoveryRates test  = (ConstantRecoveryRates)RecoveryRates.of(LEGAL_ENTITY, VALUATION, curve);

            assertEquals(test.LegalEntityId, LEGAL_ENTITY);
            assertEquals(test.RecoveryRate, RECOVERY_RATE);
            assertEquals(test.ValuationDate, VALUATION);
            assertEquals(test.recoveryRate(DATE_AFTER), RECOVERY_RATE);
            assertEquals(test.findData(CurveName.of("Rubbish")), null);
            assertEquals(test.getParameter(0), RECOVERY_RATE);
            assertEquals(test.ParameterCount, 1);
            assertEquals(test.getParameterMetadata(0), ParameterMetadata.empty());
            assertEquals(test.withParameter(0, 0.5), ConstantRecoveryRates.of(LEGAL_ENTITY, VALUATION, 0.5));
        }