public virtual void test_resolveValues_dateBased_invalidDateAfter()
{
ValueStep step = ValueStep.of(date(2014, 4, 3), ValueAdjustment.ofReplace(300d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step));
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE), "ValueStep date is after the end of the schedule.*");
}
public virtual void test_resolveValues_indexBased_indexTooBig()
{
ValueStep step = ValueStep.of(3, ValueAdjustment.ofReplace(300d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step));
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE));
}
public virtual void test_resolveValues_dateBased_invalidChangeValue()
{
ValueStep step = ValueStep.of(date(2014, 4, 1), ValueAdjustment.ofReplace(300d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step));
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE), "ValueStep date does not match a period boundary.*");
}
public virtual void test_resolve_invalid()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P12M, ADJ);
ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d));
assertThrowsIllegalArg(() => test.resolve(ImmutableList.of(baseStep), RollConventions.NONE));
}
public virtual void test_resolveValues_dateBased_indexZeroValid()
{
ValueStep step = ValueStep.of(date(2014, 1, 1), ValueAdjustment.ofReplace(300d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step));
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(300d, 300d, 300d));
}
public virtual void test_resolveValues_sequenceAndStepClash()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueStep step1 = ValueStep.of(date(2014, 2, 1), ValueAdjustment.ofReplace(350d));
ValueSchedule test = ValueSchedule.builder().initialValue(200d).steps(step1).stepSequence(seq).build();
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE));
}
public virtual void test_resolveValues_sequenceAndSteps()
{
ValueStepSequence seq = ValueStepSequence.of(date(2014, 2, 1), date(2014, 3, 1), Frequency.P1M, ValueAdjustment.ofDeltaAmount(100));
ValueStep step1 = ValueStep.of(date(2014, 1, 1), ValueAdjustment.ofReplace(350d));
ValueSchedule test = ValueSchedule.builder().initialValue(200d).steps(step1).stepSequence(seq).build();
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(350d, 450d, 550d));
}
public virtual void test_resolveValues_indexBased_duplicateDefinitionInvalid()
{
ValueStep step1 = ValueStep.of(1, ValueAdjustment.ofReplace(300d));
ValueStep step2 = ValueStep.of(1, ValueAdjustment.ofReplace(400d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step1, step2));
assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE));
}
public virtual void test_resolveValues_indexBased_duplicateDefinitionValid()
{
ValueStep step1 = ValueStep.of(1, ValueAdjustment.ofReplace(300d));
ValueStep step2 = ValueStep.of(1, ValueAdjustment.ofReplace(300d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step1, step2));
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(200d, 300d, 300d));
}
public virtual void test_ofReplace()
{
ValueAdjustment test = ValueAdjustment.ofReplace(200);
assertEquals(test.ModifyingValue, 200, TOLERANCE);
assertEquals(test.Type, ValueAdjustmentType.REPLACE);
assertEquals(test.adjust(100), 200, TOLERANCE);
assertEquals(test.ToString(), "ValueAdjustment[result = 200.0]");
}
//-------------------------------------------------------------------------
public virtual void Equals()
{
ValueAdjustment a1 = ValueAdjustment.ofReplace(200);
ValueAdjustment a2 = ValueAdjustment.ofReplace(200);
ValueAdjustment b = ValueAdjustment.ofDeltaMultiplier(200);
ValueAdjustment c = ValueAdjustment.ofDeltaMultiplier(0.1);
assertEquals(a1.Equals(a2), true);
assertEquals(a1.Equals(b), false);
assertEquals(a1.Equals(c), false);
}
public virtual void test_resolveValues_dateBased_ignoreExcess()
{
ValueStep step1 = ValueStep.of(date(2014, 2, 1), ValueAdjustment.ofReplace(300d));
ValueStep step2 = ValueStep.of(date(2014, 2, 15), ValueAdjustment.ofReplace(300d)); // no change to value
ValueStep step3 = ValueStep.of(date(2014, 3, 1), ValueAdjustment.ofReplace(400d));
ValueStep step4 = ValueStep.of(date(2014, 3, 15), ValueAdjustment.ofDeltaAmount(0d)); // no change to value
ValueStep step5 = ValueStep.of(date(2014, 4, 1), ValueAdjustment.ofMultiplier(1d));
ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step1, step2, step3, step4, step5));
assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(200d, 300d, 400d));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ);
ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d));
IList <ValueStep> steps = test.resolve(ImmutableList.of(baseStep), RollConventions.NONE);
assertEquals(steps.Count, 4);
assertEquals(steps[0], baseStep);
assertEquals(steps[1], ValueStep.of(date(2016, 4, 20), ADJ));
assertEquals(steps[2], ValueStep.of(date(2016, 7, 20), ADJ));
assertEquals(steps[3], ValueStep.of(date(2016, 10, 20), ADJ));
}
public virtual void test_resolveValues_indexBased()
{
ValueStep step1 = ValueStep.of(1, ValueAdjustment.ofReplace(300d));
ValueStep step2 = ValueStep.of(2, ValueAdjustment.ofReplace(400d));
// no steps
ValueSchedule test0 = ValueSchedule.of(200d, ImmutableList.of());
assertEquals(test0.resolveValues(SCHEDULE), DoubleArray.of(200d, 200d, 200d));
// step1
ValueSchedule test1a = ValueSchedule.of(200d, ImmutableList.of(step1));
assertEquals(test1a.resolveValues(SCHEDULE), DoubleArray.of(200d, 300d, 300d));
// step2
ValueSchedule test1b = ValueSchedule.of(200d, ImmutableList.of(step2));
assertEquals(test1b.resolveValues(SCHEDULE), DoubleArray.of(200d, 200d, 400d));
// step1 and step2
ValueSchedule test2 = ValueSchedule.of(200d, ImmutableList.of(step1, step2));
assertEquals(test2.resolveValues(SCHEDULE), DoubleArray.of(200d, 300d, 400d));
}
public virtual void test_serialization()
{
assertSerialization(ValueAdjustment.ofReplace(200));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
coverImmutableBean(ValueAdjustment.ofReplace(200));
}