Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withInfo()
        {
            DefaultCurveMetadata @base = DefaultCurveMetadata.of(CURVE_NAME);

            assertThat(@base.findInfo(CurveInfoType.DAY_COUNT).Present).False;
            DefaultCurveMetadata test = @base.withInfo(CurveInfoType.DAY_COUNT, ACT_360);

            assertThat(@base.findInfo(CurveInfoType.DAY_COUNT).Present).False;
            assertThat(test.findInfo(CurveInfoType.DAY_COUNT).Present).True;
        }
Exemple #2
0
        public virtual void test_builder1()
        {
            DefaultCurveMetadata test = DefaultCurveMetadata.builder().curveName(CURVE_NAME.ToString()).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.DISCOUNT_FACTOR).dayCount(ACT_360).jacobian(JACOBIAN_DATA).addInfo(CurveInfoType.DAY_COUNT, null).parameterMetadata(ImmutableList.of(ParameterMetadata.empty())).build();

            assertThat(test.CurveName).isEqualTo(CURVE_NAME);
            assertThat(test.XValueType).isEqualTo(ValueType.YEAR_FRACTION);
            assertThat(test.YValueType).isEqualTo(ValueType.DISCOUNT_FACTOR);
            assertThat(test.findInfo(CurveInfoType.DAY_COUNT)).Empty;
            assertThat(test.getInfo(CurveInfoType.JACOBIAN)).isEqualTo(JACOBIAN_DATA);
            assertThat(test.findInfo(CurveInfoType.JACOBIAN)).isEqualTo(JACOBIAN_DATA);
            assertThat(test.findInfo(CurveInfoType.of("Rubbish"))).isEqualTo(null);
            assertThat(test.ParameterMetadata.Present).True;
            assertThat(test.ParameterMetadata.get()).containsExactly(ParameterMetadata.empty());
        }
Exemple #3
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        public virtual void test_builder4()
        {
            DefaultCurveMetadata test = DefaultCurveMetadata.builder().curveName(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.DISCOUNT_FACTOR).parameterMetadata(ParameterMetadata.empty()).parameterMetadata(ParameterMetadata.empty()).build();

            assertThat(test.CurveName).isEqualTo(CURVE_NAME);
            assertThat(test.XValueType).isEqualTo(ValueType.YEAR_FRACTION);
            assertThat(test.YValueType).isEqualTo(ValueType.DISCOUNT_FACTOR);
            assertThrowsIllegalArg(() => test.getInfo(CurveInfoType.DAY_COUNT));
            assertThat(test.findInfo(CurveInfoType.DAY_COUNT)).isEqualTo(null);
            assertThat(test.findInfo(CurveInfoType.JACOBIAN)).isEqualTo(null);
            assertThat(test.findInfo(CurveInfoType.of("Rubbish"))).isEqualTo(null);
            assertThat(test.ParameterMetadata.Present).True;
            assertThat(test.ParameterMetadata.get()).containsExactly(ParameterMetadata.empty());
        }