@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 111972721: // value return ((LogMoneynessStrike) bean).getValue(); } return super.propertyGet(bean, propertyName, quiet); }
/** * Obtains an instance of {@code LogMoneyness} with the value of log-moneyness. * * @param logMoneyness the value of log-moneyness * @return the instance */ public static LogMoneynessStrike of(double logMoneyness) { return new LogMoneynessStrike(logMoneyness); }
public void test_of_withStrikeType() { GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
/** * Obtains an instance of {@code LogMoneyness} from the strike and forward. * <p> * The log-moneyness is defined as {@code ln(strike/forward)}. * * @param strike the strike, not negative * @param forward the forward, not negative * @return the instance */ public static LogMoneynessStrike ofStrikeAndForward(double strike, double forward) { return of(Math.log(ArgChecker.notNegative(strike, "strike") / ArgChecker.notNegative(forward, "forward"))); }
public void test_ofStrikeAndForward() { LogMoneynessStrike test = LogMoneynessStrike.ofStrikeAndForward(0.6d, 1.2d); assertEquals(test.getType(), StrikeType.LOG_MONEYNESS); assertEquals(test.getValue(), Math.log(0.5d), 0d); assertEquals(test.getLabel(), "LogMoneyness=" + Math.log(0.5d)); assertEquals(test.withValue(0.2d), LogMoneynessStrike.of(0.2d)); }
public void test_of_withStrikeType() { GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> builder = GenericVolatilitySurfaceYearFractionParameterMetadata.meta().builder(); Pair<Double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfaceYearFractionParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_serialization() { LogMoneynessStrike test = LogMoneynessStrike.of(0.6d); assertSerialization(test); }
@Override public LogMoneynessStrike build() { return new LogMoneynessStrike( value); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); Pair<Period, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().period(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfacePeriodParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }
@Override public Strike withValue(double value) { return new LogMoneynessStrike(value); }