public virtual void test_resolveValues_indexBased_indexTooBig() { ValueStep step = ValueStep.of(3, ValueAdjustment.ofReplace(300d)); ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step)); assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE)); }
//------------------------------------------------------------------------- public virtual void of() { CalculationResults test = CalculationResults.of(TARGET, ImmutableList.of(CALC_RESULT)); assertEquals(test.Target, TARGET); assertEquals(test.Cells, ImmutableList.of(CALC_RESULT)); }
public virtual void test_build() { FxOptionSensitivity @base = FxOptionSensitivity.of(NAME, PAIR, EXPIRY, STRIKE, FORWARD, GBP, SENSI_VALUE); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
public virtual void test_of_list() { FailureItems test = FailureItems.of(ImmutableList.of(FAILURE1, FAILURE2)); assertEquals(test.Empty, false); assertEquals(test.Failures, ImmutableList.of(FAILURE1, FAILURE2)); }
//------------------------------------------------------------------------- public virtual void test_build() { IborRateSensitivity @base = IborRateSensitivity.of(GBP_LIBOR_3M_OBSERVATION, 32d); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
//------------------------------------------------------------------------- public virtual void test_build() { IborFutureOptionSensitivity @base = IborFutureOptionSensitivity.of(NAME, 12d, date(2015, 8, 28), 0.98, 0.99, GBP, 32d); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
public virtual void test_of_list_size1() { PointSensitivities test = PointSensitivityBuilder.of(ImmutableList.of(SENS)).build(); assertEquals(test.size(), 1); assertEquals(test.Sensitivities.get(0), SENS); }
public virtual void test_of() { ValuationZoneTimeDefinition test = ValuationZoneTimeDefinition.of(LocalTime.MIDNIGHT, ZONE_ID, LOCAL_TIME_1, LOCAL_TIME_2, LOCAL_TIME_3); assertEquals(test.LocalTimes, ImmutableList.of(LOCAL_TIME_1, LOCAL_TIME_2, LOCAL_TIME_3)); assertEquals(test.ZoneId, ZONE_ID); }
public virtual void test_of_List() { PointSensitivities test = PointSensitivities.of(Lists.newArrayList(CS1, CS2)); assertEquals(test.Sensitivities, ImmutableList.of(CS1, CS2)); assertEquals(test.size(), 2); }
public virtual void test_of_intStepsArray() { ValueSchedule test = ValueSchedule.of(10000d, STEP1, STEP2); assertEquals(test.InitialValue, 10000d, TOLERANCE); assertEquals(test.Steps, ImmutableList.of(STEP1, STEP2)); }
public virtual void test_of_intStepsList_empty() { ValueSchedule test = ValueSchedule.of(10000d, Lists.newArrayList()); assertEquals(test.InitialValue, 10000d, TOLERANCE); assertEquals(test.Steps, ImmutableList.of()); }
public virtual void test_constant_ALWAYS_1() { ValueSchedule test = ValueSchedule.ALWAYS_1; assertEquals(test.InitialValue, 1d, TOLERANCE); assertEquals(test.Steps, ImmutableList.of()); }
public virtual void test_resolveValues_dateBased_invalidDateAfter() { ValueStep step = ValueStep.of(date(2014, 4, 3), ValueAdjustment.ofReplace(300d)); ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step)); assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE), "ValueStep date is after the end of the schedule.*"); }
public virtual void test_resolveValues_dateBased_invalidChangeValue() { ValueStep step = ValueStep.of(date(2014, 4, 1), ValueAdjustment.ofReplace(300d)); ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step)); assertThrowsIllegalArg(() => test.resolveValues(SCHEDULE), "ValueStep date does not match a period boundary.*"); }
//------------------------------------------------------------------------- public virtual void test_mergeToTerm() { Schedule testNormal = Schedule.builder().periods(ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL)).frequency(P1M).rollConvention(DAY_17).build(); assertEquals(testNormal.mergeToTerm(), Schedule.ofTerm(P1_3)); assertEquals(testNormal.mergeToTerm().mergeToTerm(), Schedule.ofTerm(P1_3)); }
//------------------------------------------------------------------------- public virtual void test_combinedWith() { PointSensitivities test = PointSensitivities.of(Lists.newArrayList(CS2, CS1)); PointSensitivities test2 = PointSensitivities.of(Lists.newArrayList(CS3)); assertEquals(test.combinedWith(test2).Sensitivities, ImmutableList.of(CS2, CS1, CS3)); }
public virtual void test_merge_badDate() { Schedule test = Schedule.builder().periods(ImmutableList.of(P2_NORMAL, P3_NORMAL, P4_NORMAL, P5_NORMAL, P6_NORMAL)).frequency(P1M).rollConvention(DAY_17).build(); assertThrows(() => test.merge(2, JUL_03, AUG_17), typeof(ScheduleException)); assertThrows(() => test.merge(2, JUL_17, SEP_30), typeof(ScheduleException)); }
//------------------------------------------------------------------------- public virtual void test_build() { SwaptionSensitivity @base = SwaptionSensitivity.of(NAME, EXPIRY, TENOR, STRIKE, FORWARD, GBP, 32d); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
//------------------------------------------------------------------------- public virtual void test_build() { BondFutureOptionSensitivity @base = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
//------------------------------------------------------------------------- public virtual void test_build() { InflationRateSensitivity @base = InflationRateSensitivity.of(GB_HICP_OBS, 3.5); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
//------------------------------------------------------------------------- public virtual void test_EMPTY() { FailureItems test = FailureItems.EMPTY; assertEquals(test.Empty, true); assertEquals(test.Failures, ImmutableList.of()); }
public virtual void test_matching() { assertEquals(FpmlPartySelector.matching("a1").selectParties(MAP), ImmutableList.of("A")); assertEquals(FpmlPartySelector.matching("a2").selectParties(MAP), ImmutableList.of("A")); assertEquals(FpmlPartySelector.matching("b").selectParties(MAP), ImmutableList.of("B")); assertEquals(FpmlPartySelector.matching("c").selectParties(MAP), ImmutableList.of()); }
public virtual void test_builder_addAll() { FailureItems test = FailureItems.builder().addAllFailures(ImmutableList.of(FAILURE1, FAILURE2)).build(); assertEquals(test.Empty, false); assertEquals(test.Failures, ImmutableList.of(FAILURE1, FAILURE2)); }
//------------------------------------------------------------------------- public virtual void test_build() { CreditCurveZeroRateSensitivity @base = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
public virtual void of_list() { CalculationFunctions test = CalculationFunctions.of(ImmutableList.of(TARGET)); assertEquals(test.getFunction(new TestTarget()), TARGET); assertEquals(test.findFunction(new TestTarget()), TARGET); }
public virtual void test_of_size4_bothStubs() { Schedule test = Schedule.builder().periods(ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL, P4_STUB)).frequency(P1M).rollConvention(DAY_17).build(); assertEquals(test.size(), 4); assertEquals(test.Term, false); assertEquals(test.SinglePeriod, false); assertEquals(test.Frequency, P1M); assertEquals(test.RollConvention, DAY_17); assertEquals(test.EndOfMonthConvention, false); assertEquals(test.Periods, ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL, P4_STUB)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getPeriod(1), P2_NORMAL); assertEquals(test.getPeriod(2), P3_NORMAL); assertEquals(test.getPeriod(3), P4_STUB); assertEquals(test.StartDate, P1_STUB.StartDate); assertEquals(test.EndDate, P4_STUB.EndDate); assertEquals(test.UnadjustedStartDate, P1_STUB.UnadjustedStartDate); assertEquals(test.UnadjustedEndDate, P4_STUB.UnadjustedEndDate); assertEquals(test.FirstPeriod, P1_STUB); assertEquals(test.LastPeriod, P4_STUB); assertEquals(test.InitialStub, P1_STUB); assertEquals(test.FinalStub, P4_STUB); assertEquals(test.RegularPeriods, ImmutableList.of(P2_NORMAL, P3_NORMAL)); assertThrows(() => test.getPeriod(4), typeof(System.IndexOutOfRangeException)); assertEquals(test.UnadjustedDates, ImmutableList.of(JUL_04, JUL_17, AUG_17, SEP_17, SEP_30)); }
//------------------------------------------------------------------------- public virtual void test_build() { ZeroRateSensitivity @base = ZeroRateSensitivity.of(GBP, YEARFRAC, 32d); PointSensitivities test = @base.build(); assertEquals(test.Sensitivities, ImmutableList.of(@base)); }
//------------------------------------------------------------------------- public virtual void test_isEndOfMonthConvention_eom() { // schedule doesn't make sense, but test only requires roll convention of EOM Schedule test = Schedule.builder().periods(ImmutableList.of(P2_NORMAL, P3_NORMAL)).frequency(P1M).rollConvention(RollConventions.EOM).build(); assertEquals(test.EndOfMonthConvention, true); }
public virtual void of_list() { CalculationParameters test = CalculationParameters.of(ImmutableList.of(PARAM)); assertEquals(test.Parameters.size(), 1); assertEquals(test.findParameter(typeof(TestParameter)), PARAM); }
public virtual void test_resolveValues_dateBased_indexZeroValid() { ValueStep step = ValueStep.of(date(2014, 1, 1), ValueAdjustment.ofReplace(300d)); ValueSchedule test = ValueSchedule.of(200d, ImmutableList.of(step)); assertEquals(test.resolveValues(SCHEDULE), DoubleArray.of(300d, 300d, 300d)); }