//-------------------------------------------------------------------------
public virtual void coverage()
{
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test1 = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS);
coverImmutableBean(test1);
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test2 = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(2.5d, 60d, "(2.5, 60)");
coverBeanEquals(test1, test2);
}
public virtual void test_of_noLabel()
{
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS);
assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS));
assertEquals(test.Label, Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS).ToString());
assertEquals(test.SimpleMoneyness, SIMPLE_MONEYNESS);
assertEquals(test.YearFraction, TIME_TO_EXPIRY);
}
public virtual void test_of_withLabel()
{
string label = "(1.5Y, 0.25)";
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS, label);
assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS));
assertEquals(test.Label, label);
assertEquals(test.SimpleMoneyness, SIMPLE_MONEYNESS);
assertEquals(test.YearFraction, TIME_TO_EXPIRY);
}
static NormalSwaptionExpirySimpleMoneynessVolatilitiesTest()
{
IList <SwaptionSurfaceExpirySimpleMoneynessParameterMetadata> list = new List <SwaptionSurfaceExpirySimpleMoneynessParameterMetadata>();
int nData = TIME.size();
for (int i = 0; i < nData; ++i)
{
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata parameterMetadata = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME.get(i), SIMPLE_MONEYNESS.get(i));
list.Add(parameterMetadata);
}
METADATA = Surfaces.normalVolatilityByExpirySimpleMoneyness("GOVT1-SWAPTION-VOL", ACT_365F, MoneynessType.RATES).withParameterMetadata(list);
}
public virtual void test_serialization()
{
SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS);
assertSerialization(test);
}