Пример #1
0
        public virtual void test_of()
        {
            SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE);

            assertEquals(test.SeasonalityMonthOnMonth, SEASONALITY_ADDITIVE);
            assertEquals(test.AdjustmentType, ADDITIVE);
        }
	  //-------------------------------------------------------------------------
	  public virtual void coverage()
	  {
		InflationNodalCurveDefinition test = new InflationNodalCurveDefinition(UNDERLYING_DEF, LAST_FIX_MONTH, LAST_FIX_VALUE, SEASONALITY_DEF);
		coverImmutableBean(test);
		InterpolatedNodalCurveDefinition underlyingDef2 = InterpolatedNodalCurveDefinition.builder().name(CurveName.of("foo")).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).nodes(NODES).interpolator(CurveInterpolators.LINEAR).extrapolatorLeft(CurveExtrapolators.FLAT).extrapolatorRight(CurveExtrapolators.FLAT).build();
		SeasonalityDefinition seasonalityDef2 = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ShiftType.SCALED);
		InflationNodalCurveDefinition test2 = new InflationNodalCurveDefinition(underlyingDef2, LAST_FIX_MONTH.plus(Period.ofMonths(1)), LAST_FIX_VALUE + 1.0d, seasonalityDef2);
		coverBeanEquals(test, test2);
	  }
Пример #3
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE);

            coverImmutableBean(test);
            DoubleArray           seasonalityMultiplicative = DoubleArray.of(1.0, 1.0, 1.1d, 1.0, 1.0, 1.0, 1.0d / 1.1d, 1.0, 1.0, 1.0, 1.0, 1.0);
            SeasonalityDefinition test2 = SeasonalityDefinition.of(seasonalityMultiplicative, ShiftType.SCALED);

            coverBeanEquals(test, test2);
        }
Пример #4
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        public virtual void test_serialization()
        {
            SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE);

            assertSerialization(test);
        }