コード例 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_of()
        {
            SimpleDiscountFactors test = SimpleDiscountFactors.of(GBP, DATE_VAL, CURVE);

            assertEquals(test.Currency, GBP);
            assertEquals(test.ValuationDate, DATE_VAL);
            assertEquals(test.Curve, CURVE);
            assertEquals(test.ParameterCount, CURVE.ParameterCount);
            assertEquals(test.getParameter(0), CURVE.getParameter(0));
            assertEquals(test.getParameterMetadata(0), CURVE.getParameterMetadata(0));
            assertEquals(test.withParameter(0, 1d).Curve, CURVE.withParameter(0, 1d));
            assertEquals(test.withPerturbation((i, v, m) => v + 1d).Curve, CURVE.withPerturbation((i, v, m) => v + 1d));
            assertEquals(test.findData(CURVE.Name), CURVE);
            assertEquals(test.findData(CurveName.of("Rubbish")), null);
        }