//------------------------------------------------------------------------- public virtual void coverage() { TenorParameterMetadata test = TenorParameterMetadata.of(TENOR_10Y); coverImmutableBean(test); TenorParameterMetadata test2 = TenorParameterMetadata.of(TENOR_12M); coverBeanEquals(test, test2); }
//------------------------------------------------------------------------- public virtual void test_of_map() { ImmutableMap <ParameterMetadata, double> map = ImmutableMap.of(TenorParameterMetadata.of(Tenor.TENOR_1Y), 12d, TenorParameterMetadata.of(Tenor.TENOR_2Y), -32d, TenorParameterMetadata.of(Tenor.TENOR_5Y), 5d); CurrencyParameterSensitivity test = CurrencyParameterSensitivity.of(NAME1, USD, map); assertEquals(test.MarketDataName, NAME1); assertEquals(test.ParameterCount, 3); assertEquals(test.ParameterMetadata, map.Keys.asList()); assertEquals(test.Currency, USD); assertEquals(test.Sensitivity, DoubleArray.copyOf(map.values())); assertEquals(test.sensitivities().toMap(), map); assertEquals(test.toSensitivityMap(typeof(Tenor)), MapStream.of(map).mapKeys(pm => pm.Identifier).toMap()); }
public TenorParameterMetadata withTenor(Tenor tenor) { if (this.tenor.Equals(tenor)) { return(this); } if (label.Equals(this.tenor.ToString())) { return(TenorParameterMetadata.of(tenor)); } else { return(TenorParameterMetadata.of(tenor, label)); } }
public virtual void test_serialization() { TenorParameterMetadata test = TenorParameterMetadata.of(TENOR_10Y); assertSerialization(test); }