public virtual void test_resolve_invalid()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P12M, ADJ);
ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d));
assertThrowsIllegalArg(() => test.resolve(ImmutableList.of(baseStep), RollConventions.NONE));
}
//-------------------------------------------------------------------------
public virtual void test_resolveValues_sequence()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueSchedule test = ValueSchedule.of(200d, seq);
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(200d, 300d, 400d));
}
public virtual void test_resolveValues_sequenceAndStepClash()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueStep step1 = ValueStep.of(date(2014, 2, 1), ValueAdjustment.ofReplace(350d));
ValueSchedule test = ValueSchedule.builder().initialValue(200d).steps(step1).stepSequence(seq).build();
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE));
}
public virtual void test_resolveValues_sequenceAndSteps()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueStep step1 = ValueStep.of(date(2014, 1, 1), ValueAdjustment.ofReplace(350d));
ValueSchedule test = ValueSchedule.builder().initialValue(200d).steps(step1).stepSequence(seq).build();
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(350d, 450d, 550d));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueSchedule test = ValueSchedule.of(10000d, Lists.newArrayList(STEP1, STEP2));
coverImmutableBean(test);
coverBeanEquals(test, ValueSchedule.of(20000d, seq));
}
public virtual void test_builder_validFull()
{
ValueStepSequence seq = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ValueAdjustment.ofDeltaAmount(-100));
ValueSchedule test = ValueSchedule.builder().initialValue(2000d).steps(STEP1, STEP2).stepSequence(seq).build();
assertEquals(test.InitialValue, 2000d, TOLERANCE);
assertEquals(test.Steps, ImmutableList.of(STEP1, STEP2));
assertEquals(test.StepSequence, seq);
}
public virtual void test_of_sequence()
{
ValueStepSequence seq = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ValueAdjustment.ofDeltaAmount(-100));
ValueSchedule test = ValueSchedule.of(10000d, seq);
assertEquals(test.InitialValue, 10000d, TOLERANCE);
assertEquals(test.Steps, ImmutableList.of());
assertEquals(test.StepSequence, seq);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ);
coverImmutableBean(test);
ValueStepSequence test2 = ValueStepSequence.of(date(2016, 4, 1), date(2016, 10, 1), Frequency.P1M, ADJ2);
coverImmutableBean(test2);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ);
assertEquals(test.FirstStepDate, date(2016, 4, 20));
assertEquals(test.LastStepDate, date(2016, 10, 20));
assertEquals(test.Frequency, Frequency.P3M);
assertEquals(test.Adjustment, ADJ);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ);
ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d));
IList <ValueStep> steps = test.resolve(ImmutableList.of(baseStep), RollConventions.NONE);
assertEquals(steps.Count, 4);
assertEquals(steps[0], baseStep);
assertEquals(steps[1], ValueStep.of(date(2016, 4, 20), ADJ));
assertEquals(steps[2], ValueStep.of(date(2016, 7, 20), ADJ));
assertEquals(steps[3], ValueStep.of(date(2016, 10, 20), ADJ));
}
public virtual void test_serialization()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ);
assertSerialization(test);
}
public virtual void test_of_invalid()
{
assertThrowsIllegalArg(() => ValueStepSequence.of(date(2016, 4, 20), date(2016, 4, 19), Frequency.P3M, ADJ));
assertThrowsIllegalArg(() => ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ_BAD));
}