public virtual void test_of_withStrikeType() { GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.Identifier, Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.Label, Pair.of(TIME_TO_EXPIRY, STRIKE1.Label).ToString()); assertEquals(test.Strike, STRIKE1); assertEquals(test.YearFraction, TIME_TO_EXPIRY); }
//------------------------------------------------------------------------- public virtual void coverage() { GenericVolatilitySurfaceYearFractionParameterMetadata test1 = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); coverImmutableBean(test1); GenericVolatilitySurfaceYearFractionParameterMetadata test2 = GenericVolatilitySurfaceYearFractionParameterMetadata.of(3d, MoneynessStrike.of(1.1d)); coverBeanEquals(test1, test2); }
public virtual void test_of_withLabel() { Pair <double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE2); string label = "(1.5, 1.35)"; GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE2, label); assertEquals(test.Identifier, pair); assertEquals(test.Label, label); assertEquals(test.Strike, STRIKE2); assertEquals(test.YearFraction, TIME_TO_EXPIRY); }
public virtual void test_serialization() { GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertSerialization(test); }