//------------------------------------------------------------------------- public virtual void coverage() { CurveParallelShifts test = CurveParallelShifts.absolute(1d, 2d, 4d); coverImmutableBean(test); CurveParallelShifts test2 = CurveParallelShifts.relative(2d, 3d, 4d); coverBeanEquals(test, test2); }
public virtual void test_absolute() { CurveParallelShifts test = CurveParallelShifts.absolute(1d, 2d, 4d); Curve baseCurve = InterpolatedNodalCurve.of(Curves.zeroRates("curve", DayCounts.ACT_365F), DoubleArray.of(1, 2, 3), DoubleArray.of(5, 6, 7), CurveInterpolators.LOG_LINEAR); MarketDataBox <Curve> shiftedCurveBox = test.applyTo(MarketDataBox.ofSingleValue(baseCurve), REF_DATA); assertEquals(shiftedCurveBox.getValue(0), ParallelShiftedCurve.absolute(baseCurve, 1d)); assertEquals(shiftedCurveBox.getValue(1), ParallelShiftedCurve.absolute(baseCurve, 2d)); assertEquals(shiftedCurveBox.getValue(2), ParallelShiftedCurve.absolute(baseCurve, 4d)); }