/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ValueSchedule beanToCopy) { this.initialValue = beanToCopy.getInitialValue(); this.steps = ImmutableList.copyOf(beanToCopy.getSteps()); this.stepSequence = beanToCopy.stepSequence; }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -418368371: // initialValue return ((ValueSchedule) bean).getInitialValue(); case 109761319: // steps return ((ValueSchedule) bean).getSteps(); case 2141410989: // stepSequence return ((ValueSchedule) bean).stepSequence; } return super.propertyGet(bean, propertyName, quiet); }
public void test_constant_ALWAYS_0() { ValueSchedule test = ValueSchedule.ALWAYS_0; assertEquals(test.getInitialValue(), 0d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
public void test_constant_ALWAYS_1() { ValueSchedule test = ValueSchedule.ALWAYS_1; assertEquals(test.getInitialValue(), 1d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
public void test_of_intStepsList_empty() { ValueSchedule test = ValueSchedule.of(10000d, Lists.newArrayList()); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
public void test_of_int() { ValueSchedule test = ValueSchedule.of(10000d); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
public void test_of_intStepsArray_empty() { ValueSchedule test = ValueSchedule.of(10000d, new ValueStep[0]); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
public void test_of_intStepsList() { ValueSchedule test = ValueSchedule.of(10000d, Lists.newArrayList(STEP1, STEP2)); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of(STEP1, STEP2)); }
public void test_of_intStepsArray() { ValueSchedule test = ValueSchedule.of(10000d, STEP1, STEP2); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of(STEP1, STEP2)); }
public void test_builder_validEmpty() { ValueSchedule test = ValueSchedule.builder().build(); assertEquals(test.getInitialValue(), 0d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); }
private String notional(SwapLeg leg) { if (leg instanceof RateCalculationSwapLeg) { RateCalculationSwapLeg rcLeg = (RateCalculationSwapLeg) leg; NotionalSchedule notionalSchedule = rcLeg.getNotionalSchedule(); ValueSchedule amount = notionalSchedule.getAmount(); double notional = amount.getInitialValue(); String vary = !amount.getSteps().isEmpty() || amount.getStepSequence().isPresent() ? " variable" : ""; Currency currency = notionalSchedule.getFxReset().map(fxr -> fxr.getReferenceCurrency()).orElse(rcLeg.getCurrency()); return SummarizerUtils.amount(currency, notional) + vary; } if (leg instanceof RatePeriodSwapLeg) { RatePeriodSwapLeg rpLeg = (RatePeriodSwapLeg) leg; return SummarizerUtils.amount(rpLeg.getPaymentPeriods().get(0).getNotionalAmount()); } return ""; }
public void test_of_sequence() { ValueStepSequence seq = ValueStepSequence.of( date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ValueAdjustment.ofDeltaAmount(-100)); ValueSchedule test = ValueSchedule.of(10000d, seq); assertEquals(test.getInitialValue(), 10000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of()); assertEquals(test.getStepSequence(), Optional.of(seq)); }
if (calculation instanceof FixedRateCalculation) { FixedRateCalculation calc = (FixedRateCalculation) calculation; String vary = !calc.getRate().getSteps().isEmpty() || calc.getRate().getStepSequence().isPresent() ? " variable" : ""; return SummarizerUtils.percent(calc.getRate().getInitialValue()) + vary; KnownAmountSwapLeg kaLeg = (KnownAmountSwapLeg) leg; String vary = !kaLeg.getAmount().getSteps().isEmpty() || kaLeg.getAmount().getStepSequence().isPresent() ? " variable" : ""; return SummarizerUtils.amount(kaLeg.getCurrency(), kaLeg.getAmount().getInitialValue()) + vary;
public void test_builder_validFull() { ValueStepSequence seq = ValueStepSequence.of( date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ValueAdjustment.ofDeltaAmount(-100)); ValueSchedule test = ValueSchedule.builder() .initialValue(2000d) .steps(STEP1, STEP2) .stepSequence(seq) .build(); assertEquals(test.getInitialValue(), 2000d, TOLERANCE); assertEquals(test.getSteps(), ImmutableList.of(STEP1, STEP2)); assertEquals(test.getStepSequence(), Optional.of(seq)); }
CmsPeriod period2 = CmsPeriod.builder() .currency(EUR) .floorlet(FLOOR.getSteps().get(0).getValue().getModifyingValue()) .notional(-NOTIONAL.getSteps().get(0).getValue().getModifyingValue()) .index(INDEX) .startDate(end1) CmsPeriod period2End = CmsPeriod.builder() .currency(EUR) .floorlet(FLOOR.getSteps().get(0).getValue().getModifyingValue()) .notional(-NOTIONAL.getSteps().get(0).getValue().getModifyingValue()) .index(INDEX) .startDate(end1) CmsPeriod periodCap2 = CmsPeriod.builder() .currency(EUR) .notional(-NOTIONAL.getSteps().get(0).getValue().getModifyingValue()) .index(INDEX) .caplet(CAP.getInitialValue())