@Override public TenorDateParameterMetadata metadata(LocalDate nodeDate) { return TenorDateParameterMetadata.of(nodeDate, tenor); }
public void test_of_label() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y, "10 year"); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
/** * Obtains an instance using the tenor, specifying the label. * * @param date the date associated with the parameter * @param tenor the tenor associated with the parameter * @param label the label to use * @return the parameter metadata based on the tenor */ public static TenorDateParameterMetadata of(LocalDate date, Tenor tenor, String label) { return new TenorDateParameterMetadata(date, tenor, label); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3076014: // date return ((TenorDateParameterMetadata) bean).getDate(); case 110246592: // tenor return ((TenorDateParameterMetadata) bean).getTenor(); case 102727412: // label return ((TenorDateParameterMetadata) bean).getLabel(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_metadata_tenor() { CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01); LocalDate nodeDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_builder_defaultLabel() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); builder.set(TenorDateParameterMetadata.meta().tenor(), TENOR_10Y); TenorDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10Y"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_metadata_last_fixing() { XCcyIborIborSwapCurveNode node = XCcyIborIborSwapCurveNode.of(TEMPLATE, SPREAD_ID, SPREAD_ADJ, LABEL).withDate(CurveNodeDate.LAST_FIXING); LocalDate valuationDate = LocalDate.of(2015, 1, 22); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); LocalDate fixingExpected = LocalDate.of(2024, 10, 24); assertEquals(metadata.getDate(), fixingExpected); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), TENOR_10Y); }
public void test_metadata_end() { ThreeLegBasisSwapCurveNode node = ThreeLegBasisSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_builder_specifyLabel() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); builder.set(TenorDateParameterMetadata.meta().tenor(), TENOR_10Y); builder.set(TenorDateParameterMetadata.meta().label(), "10 year"); TenorDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
@Override public TenorDateParameterMetadata metadata(LocalDate nodeDate) { return TenorDateParameterMetadata.of(nodeDate, tenor); }
public void test_of_noLabel() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10Y"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_metadata_end() { IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2015, 4, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_3M); }
@Override public TenorDateParameterMetadata build() { preBuild(this); return new TenorDateParameterMetadata( date, tenor, label); }
public void test_metadata_end() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
/** * Obtains an instance using the tenor. * * @param date the date associated with the parameter * @param tenor the tenor associated with the parameter * @return the parameter metadata based on the tenor */ public static TenorDateParameterMetadata of(LocalDate date, Tenor tenor) { ArgChecker.notNull(date, "date"); ArgChecker.notNull(tenor, "tenor"); return new TenorDateParameterMetadata(date, tenor, tenor.toString()); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }
public void test_metadata_end() { IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }