//-------------------------------------------------------------------------
public virtual void test_curve()
{
ParameterizedFunctionalCurveDefinition test = ParameterizedFunctionalCurveDefinition.builder().dayCount(ACT_365F).valueFunction(VALUE_FUNCTION).derivativeFunction(DERIVATIVE_FUNCTION).sensitivityFunction(SENSITIVITY_FUNCTION).initialGuess(INITIAL_PARAMS).name(CURVE_NAME).nodes(NODES).parameterMetadata(PARAM_METADATA).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).build();
DefaultCurveMetadata metadata = DefaultCurveMetadata.builder().curveName(CURVE_NAME).xValueType(ValueType.YEAR_FRACTION).yValueType(ValueType.ZERO_RATE).dayCount(ACT_365F).parameterMetadata(PARAM_METADATA).build();
DoubleArray parameters = DoubleArray.of(1d, 1.5d, -0.5d);
ParameterizedFunctionalCurve expected = ParameterizedFunctionalCurve.builder().metadata(metadata).valueFunction(VALUE_FUNCTION).derivativeFunction(DERIVATIVE_FUNCTION).sensitivityFunction(SENSITIVITY_FUNCTION).parameters(parameters).build();
assertEquals(test.curve(VAL_DATE, metadata, parameters), expected);
}
private readonly IList <ParameterMetadata> parameterMetadata; // derived, not a property
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance.
/// </summary>
/// <param name="metadata"> the metadata </param>
/// <param name="parameters"> the parameters </param>
/// <param name="valueFunction"> the value function </param>
/// <param name="derivativeFunction"> the derivative function </param>
/// <param name="sensitivityFunction"> the parameter sensitivity function </param>
/// <returns> the instance </returns>
public static ParameterizedFunctionalCurve of(CurveMetadata metadata, DoubleArray parameters, System.Func <DoubleArray, double, double> valueFunction, System.Func <DoubleArray, double, double> derivativeFunction, System.Func <DoubleArray, double, DoubleArray> sensitivityFunction)
{
return(ParameterizedFunctionalCurve.builder().metadata(metadata).parameters(parameters).valueFunction(valueFunction).derivativeFunction(derivativeFunction).sensitivityFunction(sensitivityFunction).build());
}