//------------------------------------------------------------------------- public virtual void test_of() { CurveParameterSize test = CurveParameterSize.of(CURVE_NAME, 3); assertEquals(test.Name, CURVE_NAME); assertEquals(test.ParameterCount, 3); }
//------------------------------------------------------------------------- public virtual void coverage() { CurveParameterSize test = CurveParameterSize.of(CURVE_NAME, 3); coverImmutableBean(test); CurveParameterSize test2 = CurveParameterSize.of(CurveName.of("Foo"), 4); coverBeanEquals(test, test2); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { CurveParameterSize other = (CurveParameterSize)obj; return(JodaBeanUtils.equal(name, other.name) && (parameterCount == other.parameterCount)); } return(false); }
//------------------------------------------------------------------------- public virtual void test_toCurveParameterSize() { ParameterizedFunctionalCurveDefinition test = ParameterizedFunctionalCurveDefinition.builder().dayCount(ACT_365F).valueFunction(VALUE_FUNCTION).derivativeFunction(DERIVATIVE_FUNCTION).sensitivityFunction(SENSITIVITY_FUNCTION).initialGuess(INITIAL_PARAMS).name(CURVE_NAME).nodes(NODES).parameterMetadata(PARAM_METADATA).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).build(); assertEquals(test.toCurveParameterSize(), CurveParameterSize.of(CURVE_NAME, INITIAL_PARAMS.Count)); }
//------------------------------------------------------------------------- public virtual void test_toCurveParameterSize() { InflationNodalCurveDefinition test = new InflationNodalCurveDefinition(UNDERLYING_DEF, LAST_FIX_MONTH, LAST_FIX_VALUE, SEASONALITY_DEF); assertEquals(test.toCurveParameterSize(), CurveParameterSize.of(CURVE_NAME, NODES.size())); }
//------------------------------------------------------------------------- public virtual void test_toCurveParameterSize() { InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder().name(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).nodes(NODES).interpolator(CurveInterpolators.LINEAR).extrapolatorLeft(CurveExtrapolators.FLAT).extrapolatorRight(CurveExtrapolators.FLAT).build(); assertEquals(test.toCurveParameterSize(), CurveParameterSize.of(CURVE_NAME, NODES.size())); }
public virtual void test_serialization() { CurveParameterSize test = CurveParameterSize.of(CURVE_NAME, 3); assertSerialization(test); }