//------------------------------------------------------------------------- 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); }
//------------------------------------------------------------------------- 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); }