//-------------------------------------------------------------------------
public virtual void test_metadata_tenor()
{
CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01);
LocalDate nodeDate = LocalDate.of(2015, 1, 22);
ParameterMetadata metadata = node.metadata(nodeDate);
assertEquals(((TenorDateParameterMetadata)metadata).Date, nodeDate);
assertEquals(((TenorDateParameterMetadata)metadata).Tenor, Tenor.TENOR_10Y);
}
public virtual void test_of_quotedSpread()
{
CdsIsdaCreditCurveNode test = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01);
assertEquals(test.Label, LABEL_AUTO);
assertEquals(test.LegalEntityId, LEGAL_ENTITY);
assertEquals(test.ObservableId, QUOTE_ID);
assertEquals(test.Template, TEMPLATE);
assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
CdsIsdaCreditCurveNode test1 = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01);
coverImmutableBean(test1);
CdsIsdaCreditCurveNode test2 = CdsIsdaCreditCurveNode.ofPointsUpfront(TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cds2")), StandardId.of("OG", "DEF"), 0.01);
QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"));
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_trade()
{
CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01);
double rate = 0.0125;
double quantity = -1234.56;
MarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, rate).build();
CdsCalibrationTrade trade = node.trade(quantity, marketData, REF_DATA);
CdsTrade expected = TEMPLATE.createTrade(LEGAL_ENTITY, VAL_DATE, SELL, -quantity, 0.01, REF_DATA);
assertEquals(trade.UnderlyingTrade, expected);
assertEquals(trade.Quote, CdsQuote.of(CdsQuoteConvention.QUOTED_SPREAD, rate));
CdsIsdaCreditCurveNode node1 = CdsIsdaCreditCurveNode.ofParSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY);
CdsTrade expected1 = TEMPLATE.createTrade(LEGAL_ENTITY, VAL_DATE, SELL, -quantity, rate, REF_DATA);
CdsCalibrationTrade trade1 = node1.trade(quantity, marketData, REF_DATA);
assertEquals(trade1.UnderlyingTrade, expected1);
assertEquals(trade1.Quote, CdsQuote.of(CdsQuoteConvention.PAR_SPREAD, rate));
}
public virtual void test_serialization()
{
CdsIsdaCreditCurveNode test = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01);
assertSerialization(test);
}