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); }
//------------------------------------------------------------------------- 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); }
public virtual void test_serialization() { SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE); assertSerialization(test); }