private DoubleArray resolveSteps(List<SchedulePeriod> periods, RollConvention rollConv) { int size = periods.size(); double[] result = new double[size]; List<ValueStep> resolvedSteps = getStepSequence().map(seq -> seq.resolve(steps, rollConv)).orElse(steps);
public void test_resolve() { ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ); ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d)); List<ValueStep> steps = test.resolve(ImmutableList.of(baseStep), RollConventions.NONE); assertEquals(steps.size(), 4); assertEquals(steps.get(0), baseStep); assertEquals(steps.get(1), ValueStep.of(date(2016, 4, 20), ADJ)); assertEquals(steps.get(2), ValueStep.of(date(2016, 7, 20), ADJ)); assertEquals(steps.get(3), ValueStep.of(date(2016, 10, 20), ADJ)); }
public void test_resolve_invalid() { ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P12M, ADJ); ValueStep baseStep = ValueStep.of(date(2016, 1, 20), ValueAdjustment.ofReplace(500d)); assertThrowsIllegalArg(() -> test.resolve(ImmutableList.of(baseStep), RollConventions.NONE)); }