private HullWhiteOneFactorPiecewiseConstantParametersProvider(HullWhiteOneFactorPiecewiseConstantParameters parameters, DayCount dayCount, ZonedDateTime valuationDateTime)
{
JodaBeanUtils.notNull(parameters, "parameters");
JodaBeanUtils.notNull(dayCount, "dayCount");
JodaBeanUtils.notNull(valuationDateTime, "valuationDateTime");
this.parameters = parameters;
this.dayCount = dayCount;
this.valuationDateTime = valuationDateTime;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
HullWhiteOneFactorPiecewiseConstantParametersProvider test1 = HullWhiteOneFactorPiecewiseConstantParametersProvider.of(PARAMETERS, ACT_360, DATE_TIME);
coverImmutableBean(test1);
HullWhiteOneFactorPiecewiseConstantParameters @params = HullWhiteOneFactorPiecewiseConstantParameters.of(0.02, DoubleArray.of(0.01, 0.011, 0.014), DoubleArray.of(0.5, 5.0));
HullWhiteOneFactorPiecewiseConstantParametersProvider test2 = HullWhiteOneFactorPiecewiseConstantParametersProvider.of(@params, ACT_ACT_ISDA, DATE_TIME.plusDays(1));
coverBeanEquals(test1, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
HullWhiteOneFactorPiecewiseConstantParameters other = (HullWhiteOneFactorPiecewiseConstantParameters)obj;
return(JodaBeanUtils.equal(meanReversion, other.meanReversion) && JodaBeanUtils.equal(volatility, other.volatility) && JodaBeanUtils.equal(volatilityTime, other.volatilityTime));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 458736106: // parameters
this.parameters = (HullWhiteOneFactorPiecewiseConstantParameters) newValue;
break;
case 1905311443: // dayCount
this.dayCount = (DayCount) newValue;
break;
case -949589828: // valuationDateTime
this.valuationDateTime = (ZonedDateTime) newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return this;
}
/// <summary>
/// Obtains an instance from Hull-White model parameters and the date, time and zone for which it is valid.
/// </summary>
/// <param name="parameters"> the Hull-White model parameters </param>
/// <param name="dayCount"> the day count applicable to the model </param>
/// <param name="valuationDate"> the valuation date </param>
/// <param name="valuationTime"> the valuation time </param>
/// <param name="valuationZone"> the valuation time zone </param>
/// <returns> the provider </returns>
public static HullWhiteOneFactorPiecewiseConstantParametersProvider of(HullWhiteOneFactorPiecewiseConstantParameters parameters, DayCount dayCount, LocalDate valuationDate, LocalTime valuationTime, ZoneId valuationZone)
{
return of(parameters, dayCount, valuationDate.atTime(valuationTime).atZone(valuationZone));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from Hull-White model parameters and the date-time for which it is valid.
/// </summary>
/// <param name="parameters"> the Hull-White model parameters </param>
/// <param name="dayCount"> the day count applicable to the model </param>
/// <param name="valuationDateTime"> the valuation date-time </param>
/// <returns> the provider </returns>
public static HullWhiteOneFactorPiecewiseConstantParametersProvider of(HullWhiteOneFactorPiecewiseConstantParameters parameters, DayCount dayCount, ZonedDateTime valuationDateTime)
{
return new HullWhiteOneFactorPiecewiseConstantParametersProvider(parameters, dayCount, valuationDateTime);
}
