//-------------------------------------------------------------------------
public virtual void coverage()
{
SwaptionSurfaceExpiryStrikeParameterMetadata test1 = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE);
coverImmutableBean(test1);
SwaptionSurfaceExpiryStrikeParameterMetadata test2 = SwaptionSurfaceExpiryStrikeParameterMetadata.of(2.5d, 60d, "(2.5, 60)");
coverBeanEquals(test1, test2);
}
public virtual void test_of_noLabel()
{
SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE);
assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, STRIKE));
assertEquals(test.Label, Pair.of(TIME_TO_EXPIRY, STRIKE).ToString());
assertEquals(test.Strike, STRIKE);
assertEquals(test.YearFraction, TIME_TO_EXPIRY);
}
public virtual void test_of_withLabel()
{
string label = "(1.5Y, 0.25)";
SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE, label);
assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, STRIKE));
assertEquals(test.Label, label);
assertEquals(test.Strike, STRIKE);
assertEquals(test.YearFraction, TIME_TO_EXPIRY);
}
static NormalSwaptionExpiryStrikeVolatilitiesTest()
{
IList <SwaptionSurfaceExpiryStrikeParameterMetadata> list = new List <SwaptionSurfaceExpiryStrikeParameterMetadata>();
int nData = TIME.size();
for (int i = 0; i < nData; ++i)
{
SwaptionSurfaceExpiryStrikeParameterMetadata parameterMetadata = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME.get(i), STRIKE.get(i));
list.Add(parameterMetadata);
}
METADATA = Surfaces.normalVolatilityByExpiryStrike("GOVT1-SWAPTION-VOL", ACT_365F).withParameterMetadata(list);
}
public virtual void test_serialization()
{
SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE);
assertSerialization(test);
}
