//------------------------------------------------------------------------- public virtual void coverage() { CdsIndexIsdaCreditCurveNode test1 = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); coverImmutableBean(test1); CdsIndexIsdaCreditCurveNode test2 = CdsIndexIsdaCreditCurveNode.ofPointsUpfront(TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cdx2")), StandardId.of("OG", "DEF"), ImmutableList.of(StandardId.of("OG", "DEF1"), StandardId.of("OG", "DEF2")), 0.01); QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")); coverBeanEquals(test1, test2); }
public virtual void test_of_pointsUpfront() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofPointsUpfront(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)); }