public virtual void test_of_quotedSpread() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); assertEquals(test.Label, LABEL_AUTO); assertEquals(test.CdsIndexId, INDEX_ID); assertEquals(test.LegalEntityIds, LEGAL_ENTITIES); assertEquals(test.ObservableId, QUOTE_ID); assertEquals(test.Template, TEMPLATE); assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20)); }
public virtual void test_of_pardSpread() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofParSpread(TEMPLATE_NS, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES); assertEquals(test.Label, END_DATE.ToString()); assertEquals(test.CdsIndexId, INDEX_ID); assertEquals(test.LegalEntityIds, LEGAL_ENTITIES); assertEquals(test.ObservableId, QUOTE_ID); assertEquals(test.Template, TEMPLATE_NS); assertEquals(test.date(VAL_DATE, REF_DATA), END_DATE); }
public virtual void test_builder() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.builder().label(LABEL).template(TEMPLATE).observableId(QUOTE_ID).quoteConvention(CdsQuoteConvention.PAR_SPREAD).cdsIndexId(INDEX_ID).legalEntityIds(LEGAL_ENTITIES).build(); assertEquals(test.Label, LABEL); assertEquals(test.CdsIndexId, INDEX_ID); assertEquals(test.LegalEntityIds, LEGAL_ENTITIES); assertEquals(test.ObservableId, QUOTE_ID); assertEquals(test.Template, TEMPLATE); assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20)); }