public void test_of_label() { YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015, "Jan 2015"); assertEquals(test.getDate(), DATE); assertEquals(test.getYearMonth(), JAN2015); assertEquals(test.getLabel(), "Jan 2015"); assertEquals(test.getIdentifier(), JAN2015); }
@Override public YearMonthDateParameterMetadata build() { preBuild(this); return new YearMonthDateParameterMetadata( date, yearMonth, label); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3076014: // date return ((YearMonthDateParameterMetadata) bean).getDate(); case -496678845: // yearMonth return ((YearMonthDateParameterMetadata) bean).getYearMonth(); case 102727412: // label return ((YearMonthDateParameterMetadata) bean).getLabel(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_builder_defaultLabel() { BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder(); builder.set(YearMonthDateParameterMetadata.meta().date(), DATE); builder.set(YearMonthDateParameterMetadata.meta().yearMonth(), JAN2015); YearMonthDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getYearMonth(), JAN2015); assertEquals(test.getLabel(), "Jan15"); assertEquals(test.getIdentifier(), JAN2015); }
public void test_metadata_end() { IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL); LocalDate date = LocalDate.of(2015, 10, 20); LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(date, REF_DATA); LocalDate maturityDate = TEMPLATE.getIndex().calculateMaturityFromEffective(referenceDate, REF_DATA); ParameterMetadata metadata = node.metadata(date, REF_DATA); assertEquals(metadata.getLabel(), LABEL); assertTrue(metadata instanceof YearMonthDateParameterMetadata); assertEquals(((YearMonthDateParameterMetadata) metadata).getDate(), maturityDate); assertEquals(((YearMonthDateParameterMetadata) metadata).getYearMonth(), YearMonth.from(referenceDate)); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); LocalDate referenceDate = template.calculateReferenceDateFromTradeDate(valuationDate, refData); if (label.isEmpty()) { return YearMonthDateParameterMetadata.of(nodeDate, YearMonth.from(referenceDate)); } return YearMonthDateParameterMetadata.of(nodeDate, YearMonth.from(referenceDate), label); }
public void test_metadata_last_fixing() { IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING); ImmutableMarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, 0.0d).build(); IborFutureTrade trade = node.trade(1d, marketData, REF_DATA); LocalDate fixingDate = trade.getProduct().getFixingDate(); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), fixingDate); LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(VAL_DATE, REF_DATA); assertEquals(((YearMonthDateParameterMetadata) metadata).getYearMonth(), YearMonth.from(referenceDate)); }
public void test_builder_specifyLabel() { BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder(); builder.set(YearMonthDateParameterMetadata.meta().date(), DATE); builder.set(YearMonthDateParameterMetadata.meta().yearMonth(), JAN2015); builder.set(YearMonthDateParameterMetadata.meta().label(), "Jan 2015"); YearMonthDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getYearMonth(), JAN2015); assertEquals(test.getLabel(), "Jan 2015"); assertEquals(test.getIdentifier(), JAN2015); }
public void test_serialization() { YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015); assertSerialization(test); }
public void test_of_noLabel() { YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015); assertEquals(test.getDate(), DATE); assertEquals(test.getYearMonth(), JAN2015); assertEquals(test.getLabel(), "Jan15"); assertEquals(test.getIdentifier(), JAN2015); }
/** * Obtains an instance using the year-month, specifying the label. * * @param date the date associated with the parameter * @param yearMonth the year-month of the curve node * @param label the label to use * @return the parameter metadata based on the year-month */ public static YearMonthDateParameterMetadata of(LocalDate date, YearMonth yearMonth, String label) { return new YearMonthDateParameterMetadata(date, yearMonth, label); }
/** * Obtains an instance using the year-month. * * @param date the date associated with the parameter * @param yearMonth the year-month of the curve node * @return the parameter metadata based on the year-month */ public static YearMonthDateParameterMetadata of(LocalDate date, YearMonth yearMonth) { ArgChecker.notNull(date, "date"); ArgChecker.notNull(yearMonth, "yearMonth"); return new YearMonthDateParameterMetadata(date, yearMonth, yearMonth.format(FORMATTER)); }