Пример #1
0
        public virtual void test_withParameter()
        {
            CombinedCurve computed1 = COMBINED_CURVE.withParameter(1, 12.5);
            CombinedCurve expected1 = CombinedCurve.of(BASE_CURVE.withParameter(1, 12.5), SPREAD_CURVE);

            assertEquals(computed1, expected1);
            CombinedCurve computed2 = COMBINED_CURVE.withParameter(5, 7.5);
            CombinedCurve expected2 = CombinedCurve.of(BASE_CURVE, SPREAD_CURVE.withParameter(5 - BASE_CURVE.ParameterCount, 7.5));

            assertEquals(computed2, expected2);
        }
Пример #2
0
        //-------------------------------------------------------------------------
        public virtual void test_of_CurveMetadata()
        {
            InterpolatedNodalCurve test = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR);

            assertThat(test.Name).isEqualTo(CURVE_NAME);
            assertThat(test.ParameterCount).isEqualTo(SIZE);
            assertThat(test.getParameter(0)).isEqualTo(YVALUES.get(0));
            assertThat(test.getParameter(1)).isEqualTo(YVALUES.get(1));
            assertThat(test.getParameterMetadata(0)).isSameAs(METADATA_ENTRIES.ParameterMetadata.get().get(0));
            assertThat(test.getParameterMetadata(1)).isSameAs(METADATA_ENTRIES.ParameterMetadata.get().get(1));
            assertThat(test.withParameter(0, 2d)).isEqualTo(InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES.with(0, 2d), INTERPOLATOR));
            assertThat(test.withPerturbation((i, v, m) => v - 2d)).isEqualTo(InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES_BUMPED, INTERPOLATOR));
            assertThat(test.ExtrapolatorLeft.Name).isEqualTo(FLAT_EXTRAPOLATOR.Name);
            assertThat(test.Interpolator.Name).isEqualTo(INTERPOLATOR.Name);
            assertThat(test.ExtrapolatorRight.Name).isEqualTo(FLAT_EXTRAPOLATOR.Name);
            assertThat(test.Metadata).isEqualTo(METADATA_ENTRIES);
            assertThat(test.XValues).isEqualTo(XVALUES);
            assertThat(test.YValues).isEqualTo(YVALUES);
        }
 public virtual void getter()
 {
     assertEquals(ADD_FIXED_CURVE.Metadata, METADATA_SPREAD);
     assertEquals(ADD_FIXED_CURVE.ParameterCount, XVALUES_SPREAD.size());
     assertEquals(ADD_FIXED_CURVE.getParameter(0), ADD_FIXED_CURVE.SpreadCurve.getParameter(0));
     assertEquals(ADD_FIXED_CURVE.getParameterMetadata(0), ADD_FIXED_CURVE.SpreadCurve.getParameterMetadata(0));
     assertEquals(ADD_FIXED_CURVE.withParameter(0, 9d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withParameter(0, 9d)));
     assertEquals(ADD_FIXED_CURVE.withPerturbation((i, v, m) => v + 1d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withPerturbation((i, v, m) => v + 1d)));
     assertEquals(ADD_FIXED_CURVE.withMetadata(METADATA_FIXED), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withMetadata(METADATA_FIXED)));
 }