Exemplo n.º 1
0
        public virtual void test_withNode_atEnd_withoutMetadata()
        {
            InterpolatedNodalCurve     @base = InterpolatedNodalCurve.of(METADATA, XVALUES, YVALUES, INTERPOLATOR);
            LabelDateParameterMetadata item  = LabelDateParameterMetadata.of(date(2015, 6, 30), TNR_1Y);
            InterpolatedNodalCurve     test  = @base.withNode(0.5d, 4d, item);

            assertThat(test.Name).isEqualTo(CURVE_NAME);
            assertThat(test.ParameterCount).isEqualTo(SIZE + 1);
            assertThat(test.Metadata).isEqualTo(METADATA);
            assertThat(test.XValues).isEqualTo(DoubleArray.of(0.5d, 1d, 2d, 3d));
            assertThat(test.YValues).isEqualTo(DoubleArray.of(4d, 5d, 7d, 8d));
        }
Exemplo n.º 2
0
        public virtual void test_withNode_replace_withMetadata()
        {
            InterpolatedNodalCurve     @base = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR);
            LabelDateParameterMetadata item  = LabelDateParameterMetadata.of(date(2015, 6, 30), TNR_1Y);
            InterpolatedNodalCurve     test  = @base.withNode(2d, 4d, item);
            IList <ParameterMetadata>  list  = new List <ParameterMetadata>(METADATA_ENTRIES.ParameterMetadata.get());

            list[1] = item;
            assertThat(test.Name).isEqualTo(CURVE_NAME);
            assertThat(test.ParameterCount).isEqualTo(SIZE);
            assertThat(test.Metadata).isEqualTo(METADATA.withParameterMetadata(list));
            assertThat(test.XValues).isEqualTo(DoubleArray.of(1d, 2d, 3d));
            assertThat(test.YValues).isEqualTo(DoubleArray.of(5d, 4d, 8d));
        }
Exemplo n.º 3
0
        //-------------------------------------------------------------------------
        public virtual void test_withNode_atStart_withMetadata()
        {
            InterpolatedNodalCurve     @base = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR);
            LabelDateParameterMetadata item  = LabelDateParameterMetadata.of(date(2015, 6, 30), TNR_1Y);
            InterpolatedNodalCurve     test  = @base.withNode(0.5d, 4d, item);
            IList <ParameterMetadata>  list  = new List <ParameterMetadata>();

            list.Add(item);
            ((IList <ParameterMetadata>)list).AddRange(ParameterMetadata.listOfEmpty(SIZE));
            assertThat(test.Name).isEqualTo(CURVE_NAME);
            assertThat(test.ParameterCount).isEqualTo(SIZE + 1);
            assertThat(test.Metadata).isEqualTo(METADATA_ENTRIES.withParameterMetadata(list));
            assertThat(test.XValues).isEqualTo(DoubleArray.of(0.5d, 1d, 2d, 3d));
            assertThat(test.YValues).isEqualTo(DoubleArray.of(4d, 5d, 7d, 8d));
        }