//-------------------------------------------------------------------------
        public virtual void test_metadata()
        {
            InterpolatedNodalCurveDefinition test     = InterpolatedNodalCurveDefinition.builder().name(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).nodes(NODES).interpolator(CurveInterpolators.LINEAR).extrapolatorLeft(CurveExtrapolators.FLAT).extrapolatorRight(CurveExtrapolators.FLAT).build();
            DefaultCurveMetadata             expected = DefaultCurveMetadata.builder().curveName(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).parameterMetadata(NODES.get(0).metadata(VAL_DATE, REF_DATA), NODES.get(1).metadata(VAL_DATE, REF_DATA)).build();

            assertEquals(test.metadata(VAL_DATE, REF_DATA), expected);
        }
Esempio n. 2
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        //-------------------------------------------------------------------------
        public virtual void test_metadata()
        {
            RatesCurveGroupDefinition test = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).build();

            LocalDate     valuationDate = date(2015, 6, 30);
            CurveMetadata meta          = CURVE_DEFN1.metadata(valuationDate, REF_DATA);

            assertEquals(test.metadata(valuationDate, REF_DATA), ImmutableList.of(meta));
        }