//-------------------------------------------------------------------------
public virtual void test_value()
{
for (int i = 0; i < TEST_MONTHS.Length; i++)
{
double valueComputed = INSTANCE.value(TEST_OBS[i]);
YearMonth fixingMonth = TEST_OBS[i].FixingMonth;
double valueExpected;
if (USCPI_TS.containsDate(fixingMonth.atEndOfMonth()))
{
valueExpected = USCPI_TS.get(fixingMonth.atEndOfMonth()).Value;
}
else
{
double x = YearMonth.from(VAL_DATE).until(fixingMonth, MONTHS);
valueExpected = CURVE_INFL.yValue(x);
}
assertEquals(valueComputed, valueExpected, TOLERANCE_VALUE, "test " + i);
}
}
public virtual double rate(IborIndexObservation observation)
{
LocalDate fixingDate = observation.FixingDate;
if (fixingDate.Equals(valuationDate) && fixings.containsDate(fixingDate))
{
return(fixings.get(fixingDate).Value);
}
return(rates.get(fixingDate).Value);
}