// add each node to the csv file
private static void nodeLines(string valuationDateStr, Curve curve, CsvOutput csv)
{
ArgChecker.isTrue(curve is InterpolatedNodalCurve, "interpolated");
InterpolatedNodalCurve interpolatedCurve = (InterpolatedNodalCurve)curve;
int nbPoints = interpolatedCurve.XValues.size();
for (int i = 0; i < nbPoints; i++)
{
ArgChecker.isTrue(interpolatedCurve.getParameterMetadata(i) is DatedParameterMetadata, "Curve metadata must contain a date, but was " + interpolatedCurve.getParameterMetadata(i).GetType().Name);
DatedParameterMetadata metadata = (DatedParameterMetadata)interpolatedCurve.getParameterMetadata(i);
IList <string> line = new List <string>();
line.Add(valuationDateStr);
line.Add(curve.Name.Name.ToString());
line.Add(metadata.Date.ToString());
line.Add(decimal.valueOf(interpolatedCurve.YValues.get(i)).toPlainString());
line.Add(metadata.Label);
csv.writeLine(line);
}
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
SimpleDiscountFactors test = SimpleDiscountFactors.of(GBP, DATE_VAL, CURVE);
assertEquals(test.Currency, GBP);
assertEquals(test.ValuationDate, DATE_VAL);
assertEquals(test.Curve, CURVE);
assertEquals(test.ParameterCount, CURVE.ParameterCount);
assertEquals(test.getParameter(0), CURVE.getParameter(0));
assertEquals(test.getParameterMetadata(0), CURVE.getParameterMetadata(0));
assertEquals(test.withParameter(0, 1d).Curve, CURVE.withParameter(0, 1d));
assertEquals(test.withPerturbation((i, v, m) => v + 1d).Curve, CURVE.withPerturbation((i, v, m) => v + 1d));
assertEquals(test.findData(CURVE.Name), CURVE);
assertEquals(test.findData(CurveName.of("Rubbish")), null);
}
