public virtual void test_ofCurves_duplicateCurveName() { RatesCurveGroupDefinition definition = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("group")).addForwardCurve(IBOR_NAME, USD_LIBOR_1M, USD_LIBOR_2M).build(); RatesCurveGroup group = RatesCurveGroup.ofCurves(definition, IBOR_CURVE, IBOR_CURVE); assertThat(group.findForwardCurve(USD_LIBOR_1M)).hasValue(IBOR_CURVE); assertThat(group.findForwardCurve(USD_LIBOR_2M)).hasValue(IBOR_CURVE); }
public virtual void test_ofCurves() { RatesCurveGroupDefinition definition = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("group")).addCurve(DISCOUNT_NAME, GBP, GBP_LIBOR_1M).addForwardCurve(IBOR_NAME, USD_LIBOR_1M, USD_LIBOR_2M).addForwardCurve(OVERNIGHT_NAME, EUR_EONIA).build(); RatesCurveGroup group = RatesCurveGroup.ofCurves(definition, DISCOUNT_CURVE, OVERNIGHT_CURVE, IBOR_CURVE); assertThat(group.findDiscountCurve(GBP)).hasValue(DISCOUNT_CURVE); assertThat(group.findForwardCurve(USD_LIBOR_1M)).hasValue(IBOR_CURVE); assertThat(group.findForwardCurve(USD_LIBOR_2M)).hasValue(IBOR_CURVE); assertThat(group.findForwardCurve(EUR_EONIA)).hasValue(OVERNIGHT_CURVE); }
public virtual void test_builder() { RatesCurveGroup test = RatesCurveGroup.builder().name(NAME).discountCurves(DISCOUNT_CURVES).forwardCurves(IBOR_CURVES).build(); assertThat(test.Name).isEqualTo(NAME); assertThat(test.DiscountCurves).isEqualTo(DISCOUNT_CURVES); assertThat(test.ForwardCurves).isEqualTo(IBOR_CURVES); assertThat(test.findDiscountCurve(GBP)).hasValue(DISCOUNT_CURVE); assertThat(test.findDiscountCurve(USD)).Empty; assertThat(test.findForwardCurve(GBP_LIBOR_3M)).hasValue(IBOR_CURVE); assertThat(test.findForwardCurve(CHF_LIBOR_3M)).Empty; }
//------------------------------------------------------------------------- public virtual void test_of() { RatesCurveGroup test = RatesCurveGroup.of(NAME, DISCOUNT_CURVES, IBOR_CURVES); assertThat(test.Name).isEqualTo(NAME); assertThat(test.DiscountCurves).isEqualTo(DISCOUNT_CURVES); assertThat(test.ForwardCurves).isEqualTo(IBOR_CURVES); assertThat(test.findCurve(DISCOUNT_NAME)).hasValue(DISCOUNT_CURVE); assertThat(test.findCurve(IBOR_NAME)).hasValue(IBOR_CURVE); assertThat(test.findCurve(OVERNIGHT_NAME)).Empty; assertThat(test.findDiscountCurve(GBP)).hasValue(DISCOUNT_CURVE); assertThat(test.findDiscountCurve(USD)).Empty; assertThat(test.findForwardCurve(GBP_LIBOR_3M)).hasValue(IBOR_CURVE); assertThat(test.findForwardCurve(CHF_LIBOR_3M)).Empty; }