//-------------------------------------------------------------------------
        public virtual void coverage()
        {
            DirectIborCapletFloorletVolatilityDefinition test1 = DirectIborCapletFloorletVolatilityDefinition.of(NAME, USD_LIBOR_3M, ACT_ACT_ISDA, LAMBDA_EXPIRY, LAMBDA_STRIKE, INTERPOLATOR, SHIFT_CURVE);

            coverImmutableBean(test1);
            DirectIborCapletFloorletVolatilityDefinition test2 = DirectIborCapletFloorletVolatilityDefinition.of(IborCapletFloorletVolatilitiesName.of("other"), GBP_LIBOR_3M, ACT_365F, 0.01, 0.02, GridSurfaceInterpolator.of(CurveInterpolators.LINEAR, CurveInterpolators.LINEAR));

            coverBeanEquals(test1, test2);
        }
コード例 #2
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            InterpolatedNodalSurface test = InterpolatedNodalSurface.of(METADATA, XVALUES, YVALUES, ZVALUES, INTERPOLATOR);

            coverImmutableBean(test);
            InterpolatedNodalSurface test2 = InterpolatedNodalSurface.builder().metadata(METADATA_ENTRIES).xValues(XVALUES2).yValues(YVALUES2).zValues(ZVALUES_BUMPED).interpolator(GridSurfaceInterpolator.of(DOUBLE_QUADRATIC, FLAT, FLAT, LINEAR, FLAT, FLAT)).build();

            coverBeanEquals(test, test2);
        }