public virtual void test_invalid() { // null fixed assertThrowsIllegalArg(() => AddFixedCurve.of(null, SPREAD_CURVE)); // null spread assertThrowsIllegalArg(() => AddFixedCurve.of(FIXED_CURVE, null)); }
public virtual void getter() { assertEquals(ADD_FIXED_CURVE.Metadata, METADATA_SPREAD); assertEquals(ADD_FIXED_CURVE.ParameterCount, XVALUES_SPREAD.size()); assertEquals(ADD_FIXED_CURVE.getParameter(0), ADD_FIXED_CURVE.SpreadCurve.getParameter(0)); assertEquals(ADD_FIXED_CURVE.getParameterMetadata(0), ADD_FIXED_CURVE.SpreadCurve.getParameterMetadata(0)); assertEquals(ADD_FIXED_CURVE.withParameter(0, 9d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withParameter(0, 9d))); assertEquals(ADD_FIXED_CURVE.withPerturbation((i, v, m) => v + 1d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withPerturbation((i, v, m) => v + 1d))); assertEquals(ADD_FIXED_CURVE.withMetadata(METADATA_FIXED), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withMetadata(METADATA_FIXED))); }
public virtual void underlyingCurve() { assertEquals(ADD_FIXED_CURVE.split(), ImmutableList.of(FIXED_CURVE, SPREAD_CURVE)); CurveMetadata metadata = DefaultCurveMetadata.builder().curveName(CurveName.of("newCurve")).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).parameterMetadata(PARAM_METADATA_SPREAD).build(); InterpolatedNodalCurve newCurve = InterpolatedNodalCurve.of(metadata, XVALUES_SPREAD, YVALUES_SPREAD, INTERPOLATOR); assertEquals(ADD_FIXED_CURVE.withUnderlyingCurve(0, newCurve), AddFixedCurve.of(newCurve, SPREAD_CURVE)); assertEquals(ADD_FIXED_CURVE.withUnderlyingCurve(1, newCurve), AddFixedCurve.of(FIXED_CURVE, newCurve)); assertThrowsIllegalArg(() => ADD_FIXED_CURVE.withUnderlyingCurve(2, newCurve)); }
//------------------------------------------------------------------------- public virtual void coverage() { coverImmutableBean(ADD_FIXED_CURVE); coverBeanEquals(ADD_FIXED_CURVE, AddFixedCurve.of(SPREAD_CURVE, FIXED_CURVE)); }