@Test(dataProvider = "name") public void test_of_lookup(CurveExtrapolator convention, String name) { assertEquals(CurveExtrapolator.of(name), convention); }
@Test(dataProvider = "name") public void test_name(CurveExtrapolator convention, String name) { assertEquals(convention.getName(), name); }
/** * Obtains an instance from the specified unique name. * * @param uniqueName the unique name * @return the index * @throws IllegalArgumentException if the name is not known */ @FromString public static CurveExtrapolator of(String uniqueName) { ArgChecker.notNull(uniqueName, "uniqueName"); return extendedEnum().lookup(uniqueName); }
@Test(dataProvider = "name") public void test_extendedEnum(CurveExtrapolator convention, String name) { ImmutableMap<String, CurveExtrapolator> map = CurveExtrapolator.extendedEnum().lookupAll(); assertEquals(map.get(name), convention); }
public void test_of_lookup_null() { assertThrowsIllegalArg(() -> CurveExtrapolator.of(null)); }
public void test_basics() { assertEquals(FLAT_EXTRAPOLATOR.getName(), FlatCurveExtrapolator.NAME); assertEquals(FLAT_EXTRAPOLATOR.toString(), FlatCurveExtrapolator.NAME); }
public void test_of_lookup_notFound() { assertThrowsIllegalArg(() -> CurveExtrapolator.of("Rubbish")); }
public void test_basics() { assertEquals(LL_EXTRAPOLATOR.getName(), LogLinearCurveExtrapolator.NAME); assertEquals(LL_EXTRAPOLATOR.toString(), LogLinearCurveExtrapolator.NAME); }
private static Map<CurveName, LoadedCurveSettings> parseCurveSettings(CharSource settingsResource) { ImmutableMap.Builder<CurveName, LoadedCurveSettings> builder = ImmutableMap.builder(); CsvFile csv = CsvFile.of(settingsResource, true); for (CsvRow row : csv.rows()) { String curveNameStr = row.getField(SETTINGS_CURVE_NAME); String valueTypeStr = row.getField(SETTINGS_VALUE_TYPE); String dayCountStr = row.getField(SETTINGS_DAY_COUNT); String interpolatorStr = row.getField(SETTINGS_INTERPOLATOR); String leftExtrapolatorStr = row.getField(SETTINGS_LEFT_EXTRAPOLATOR); String rightExtrapolatorStr = row.getField(SETTINGS_RIGHT_EXTRAPOLATOR); if (!VALUE_TYPE_MAP.containsKey(valueTypeStr.toLowerCase(Locale.ENGLISH))) { throw new IllegalArgumentException( Messages.format("Unsupported {} in curve settings: {}", SETTINGS_VALUE_TYPE, valueTypeStr)); } CurveName curveName = CurveName.of(curveNameStr); ValueType valueType = VALUE_TYPE_MAP.get(valueTypeStr.toLowerCase(Locale.ENGLISH)); CurveInterpolator interpolator = CurveInterpolator.of(interpolatorStr); CurveExtrapolator leftExtrap = CurveExtrapolator.of(leftExtrapolatorStr); CurveExtrapolator rightExtrap = CurveExtrapolator.of(rightExtrapolatorStr); // ONE_ONE day count is not used DayCount dayCount = LoaderUtils.parseDayCount(dayCountStr); LoadedCurveSettings settings = LoadedCurveSettings.of( curveName, ValueType.YEAR_FRACTION, valueType, dayCount, interpolator, leftExtrap, rightExtrap); builder.put(curveName, settings); } return builder.build(); }
public void test_basics() { assertEquals(QL_EXTRAPOLATOR.getName(), QuadraticLeftCurveExtrapolator.NAME); assertEquals(QL_EXTRAPOLATOR.toString(), QuadraticLeftCurveExtrapolator.NAME); }
static Map<CurveName, LoadedCurveSettings> parseCurveSettings(CharSource settingsResource) { ImmutableMap.Builder<CurveName, LoadedCurveSettings> builder = ImmutableMap.builder(); CsvFile csv = CsvFile.of(settingsResource, true); for (CsvRow row : csv.rows()) { String curveNameStr = row.getField(SETTINGS_CURVE_NAME); String valueTypeStr = row.getField(SETTINGS_VALUE_TYPE); String dayCountStr = row.getField(SETTINGS_DAY_COUNT); String interpolatorStr = row.getField(SETTINGS_INTERPOLATOR); String leftExtrapolatorStr = row.getField(SETTINGS_LEFT_EXTRAPOLATOR); String rightExtrapolatorStr = row.getField(SETTINGS_RIGHT_EXTRAPOLATOR); if (!VALUE_TYPE_MAP.containsKey(valueTypeStr.toLowerCase(Locale.ENGLISH))) { throw new IllegalArgumentException( Messages.format("Unsupported {} in curve settings: {}", SETTINGS_VALUE_TYPE, valueTypeStr)); } CurveName curveName = CurveName.of(curveNameStr); ValueType yValueType = VALUE_TYPE_MAP.get(valueTypeStr.toLowerCase(Locale.ENGLISH)); CurveInterpolator interpolator = CurveInterpolator.of(interpolatorStr); CurveExtrapolator leftExtrap = CurveExtrapolator.of(leftExtrapolatorStr); CurveExtrapolator rightExtrap = CurveExtrapolator.of(rightExtrapolatorStr); boolean isPriceIndex = yValueType.equals(ValueType.PRICE_INDEX); ValueType xValueType = isPriceIndex ? ValueType.MONTHS : ValueType.YEAR_FRACTION; DayCount dayCount = isPriceIndex ? ONE_ONE : LoaderUtils.parseDayCount(dayCountStr); LoadedCurveSettings settings = LoadedCurveSettings.of(curveName, xValueType, yValueType, dayCount, interpolator, leftExtrap, rightExtrap); builder.put(curveName, settings); } return builder.build(); }
public void test_basics() { assertEquals(LINEAR_EXTRAPOLATOR.getName(), LinearCurveExtrapolator.NAME); assertEquals(LINEAR_EXTRAPOLATOR.toString(), LinearCurveExtrapolator.NAME); }
public void basicsTest() { assertEquals( DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE.getName(), DiscountFactorLinearRightZeroRateCurveExtrapolator.NAME); assertEquals( DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE.toString(), DiscountFactorLinearRightZeroRateCurveExtrapolator.NAME); }
public void basicsTest() { assertEquals( DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE.getName(), DiscountFactorQuadraticLeftZeroRateCurveExtrapolator.NAME); assertEquals( DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE.toString(), DiscountFactorQuadraticLeftZeroRateCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(EXTRAP.getName(), ProductLinearCurveExtrapolator.NAME); assertEquals(EXTRAP.toString(), ProductLinearCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(EXP_EXTRAPOLATOR.getName(), ExponentialCurveExtrapolator.NAME); assertEquals(EXP_EXTRAPOLATOR.toString(), ExponentialCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(INT_EXTRAPOLATOR.getName(), InterpolatorCurveExtrapolator.NAME); assertEquals(INT_EXTRAPOLATOR.toString(), InterpolatorCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(EXCEPTION_EXTRAPOLATOR.getName(), ExceptionCurveExtrapolator.NAME); assertEquals(EXCEPTION_EXTRAPOLATOR.toString(), ExceptionCurveExtrapolator.NAME); }
public void test_of_extrapolators() { InterpolatedNodalCurve test = InterpolatedNodalCurve.of( METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR, LINEAR_EXTRAPOLATOR, LINEAR_EXTRAPOLATOR); assertThat(test.getName()).isEqualTo(CURVE_NAME); assertThat(test.getExtrapolatorLeft().getName()).isEqualTo(LINEAR_EXTRAPOLATOR.getName()); assertThat(test.getInterpolator().getName()).isEqualTo(INTERPOLATOR.getName()); assertThat(test.getExtrapolatorRight().getName()).isEqualTo(LINEAR_EXTRAPOLATOR.getName()); }