//------------------------------------------------------------------------- public virtual void test_of_noSeasonality() { SimplePriceIndexValues test = SimplePriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS); assertEquals(test.Index, US_CPI_U); assertEquals(test.ValuationDate, VAL_DATE); assertEquals(test.Curve, CURVE_NOFIX); assertEquals(test.ParameterCount, CURVE_NOFIX.ParameterCount); assertEquals(test.getParameter(0), CURVE_NOFIX.getParameter(0)); assertEquals(test.getParameterMetadata(0), CURVE_NOFIX.getParameterMetadata(0)); assertEquals(test.withParameter(0, 1d).Curve, CURVE_NOFIX.withParameter(0, 1d)); assertEquals(test.withPerturbation((i, v, m) => v + 1d).Curve, CURVE_NOFIX.withPerturbation((i, v, m) => v + 1d)); assertEquals(test.findData(CURVE_NOFIX.Name), CURVE_NOFIX); assertEquals(test.findData(CurveName.of("Rubbish")), null); // check PriceIndexValues PriceIndexValues test2 = PriceIndexValues.of(US_CPI_U, VAL_DATE, CURVE_NOFIX, USCPI_TS); assertEquals(test, test2); }
public virtual void test_parameter_metadata() { assertEquals(INSTANCE.getParameterMetadata(2), CURVE_NOFIX.getParameterMetadata(2)); }