/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ValueStep beanToCopy) { this.periodIndex = beanToCopy.periodIndex; this.date = beanToCopy.date; this.value = beanToCopy.getValue(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -980601967: // periodIndex return ((ValueStep) bean).periodIndex; case 3076014: // date return ((ValueStep) bean).date; case 111972721: // value return ((ValueStep) bean).getValue(); } return super.propertyGet(bean, propertyName, quiet); }
continue; if (expandedSteps[index] != null && !expandedSteps[index].equals(step.getValue())) { throw new IllegalArgumentException(Messages.format( "Invalid ValueSchedule, two steps resolved to the same schedule period starting on {}, schedule defined as {}", periods.get(index).getUnadjustedStartDate(), this)); expandedSteps[index] = step.getValue(); double adjusted = step.getValue().adjust(baseValue); if (adjusted != baseValue) { throw new IllegalArgumentException("ValueStep date does not match a period boundary: " + step.getDate().get());
public void test_of_intAdjustment() { ValueStep test = ValueStep.of(2, DELTA_MINUS_2000); assertEquals(test.getDate(), Optional.empty()); assertEquals(test.getPeriodIndex(), OptionalInt.of(2)); assertEquals(test.getValue(), DELTA_MINUS_2000); }
public void test_of_dateAdjustment() { ValueStep test = ValueStep.of(date(2014, 6, 30), DELTA_MINUS_2000); assertEquals(test.getDate(), Optional.of(date(2014, 6, 30))); assertEquals(test.getPeriodIndex(), OptionalInt.empty()); assertEquals(test.getValue(), DELTA_MINUS_2000); }
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())