예제 #1
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        //-------------------------------------------------------------------------
        public virtual void test_of_String()
        {
            ConstantCurve test = ConstantCurve.of(NAME, VALUE);

            assertThat(test.Name).isEqualTo(CURVE_NAME);
            assertThat(test.YValue).isEqualTo(VALUE);
            assertThat(test.ParameterCount).isEqualTo(1);
            assertThat(test.getParameter(0)).isEqualTo(VALUE);
            assertThat(test.getParameterMetadata(0)).isEqualTo(ParameterMetadata.empty());
            assertThat(test.withParameter(0, 2d)).isEqualTo(ConstantCurve.of(NAME, 2d));
            assertThat(test.withPerturbation((i, v, m) => v + 1d)).isEqualTo(ConstantCurve.of(NAME, VALUE + 1d));
            assertThat(test.Metadata).isEqualTo(METADATA);
            assertThat(test.withMetadata(METADATA2)).isEqualTo(ConstantCurve.of(METADATA2, VALUE));
        }
예제 #2
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        //-------------------------------------------------------------------------
        public virtual void test_lookup()
        {
            ConstantCurve test = ConstantCurve.of(CURVE_NAME, VALUE);

            assertThat(test.yValue(0d)).isEqualTo(VALUE);
            assertThat(test.yValue(-10d)).isEqualTo(VALUE);
            assertThat(test.yValue(100d)).isEqualTo(VALUE);

            assertThat(test.yValueParameterSensitivity(0d).Sensitivity.toArray()).containsExactly(1d);
            assertThat(test.yValueParameterSensitivity(-10d).Sensitivity.toArray()).containsExactly(1d);
            assertThat(test.yValueParameterSensitivity(100d).Sensitivity.toArray()).containsExactly(1d);

            assertThat(test.firstDerivative(0d)).isEqualTo(0d);
            assertThat(test.firstDerivative(-10d)).isEqualTo(0d);
            assertThat(test.firstDerivative(100d)).isEqualTo(0d);
        }
예제 #3
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            coverImmutableBean(COMBINED_CURVE);
            CombinedCurve test = CombinedCurve.of(ConstantCurve.of(DefaultCurveMetadata.builder().curveName("name1").xValueType(YEAR_FRACTION).yValueType(ZERO_RATE).build(), 1d), ConstantCurve.of(DefaultCurveMetadata.builder().curveName("name2").xValueType(YEAR_FRACTION).yValueType(ZERO_RATE).build(), 2d));

            coverBeanEquals(COMBINED_CURVE, test);
        }
예제 #4
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        public virtual void test_serialization()
        {
            ConstantCurve test = ConstantCurve.of(CURVE_NAME, VALUE);

            assertSerialization(test);
        }