@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null) { builder.label = Pair.of(builder.yearFraction, builder.tenor).toString(); } }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null) { builder.label = Pair.of(builder.yearFraction, builder.strike).toString(); } }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null) { builder.label = Pair.of(builder.yearFraction, builder.simpleMoneyness).toString(); } }
/** * Creates node metadata using swap convention, year fraction and strike. * * @param yearFraction the year fraction * @param strike the strike * @return node metadata */ public static SwaptionSurfaceExpiryStrikeParameterMetadata of( double yearFraction, double strike) { String label = Pair.of(yearFraction, strike).toString(); return new SwaptionSurfaceExpiryStrikeParameterMetadata(yearFraction, strike, label); }
/** * Creates node metadata using swap convention, year fraction and simple moneyness. * * @param yearFraction the year fraction * @param simpleMoneyness the simple moneyness * @return node metadata */ public static SwaptionSurfaceExpirySimpleMoneynessParameterMetadata of( double yearFraction, double simpleMoneyness) { String label = Pair.of(yearFraction, simpleMoneyness).toString(); return new SwaptionSurfaceExpirySimpleMoneynessParameterMetadata(yearFraction, simpleMoneyness, label); }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null && builder.strike != null) { builder.label = Pair.of(builder.period, builder.strike.getLabel()).toString(); } }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null && builder.strike != null) { builder.label = Pair.of(builder.yearFraction, builder.strike.getLabel()).toString(); } }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null && builder.strike != null) { builder.label = Pair.of(builder.yearFraction, builder.strike.getLabel()).toString(); } }
@Test(dataProvider = "factory") public void test_toString(Object first, Object second) { Pair<Object, Object> test = Pair.of(first, second); String str = "[" + first + ", " + second + "]"; assertEquals(test.toString(), str); }
public void test_of_noLabel() { SwaptionSurfaceExpiryTenorParameterMetadata test = SwaptionSurfaceExpiryTenorParameterMetadata.of(TIME_TO_EXPIRY, TENOR); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, TENOR)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, TENOR).toString()); assertEquals(test.getTenor(), TENOR); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_noLabel() { SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE).toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_noLabel() { SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS).toString()); assertEquals(test.getSimpleMoneyness(), SIMPLE_MONEYNESS); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withStrikeType() { GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }
public void test_of_withStrikeType() { FxVolatilitySurfaceYearFractionParameterMetadata test = FxVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE, CURRENCY_PAIR); assertEquals(test.getCurrencyPair(), CURRENCY_PAIR); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withStrikeType() { GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpiryTenorParameterMetadata> builder = SwaptionSurfaceExpiryTenorParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, TENOR); builder.set(SwaptionSurfaceExpiryTenorParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpiryTenorParameterMetadata.meta().tenor(), TENOR); SwaptionSurfaceExpiryTenorParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getTenor(), TENOR); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpiryStrikeParameterMetadata> builder = SwaptionSurfaceExpiryStrikeParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, STRIKE); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().strike(), STRIKE); SwaptionSurfaceExpiryStrikeParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpirySimpleMoneynessParameterMetadata> builder = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS); builder.set(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().simpleMoneyness(), SIMPLE_MONEYNESS); SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getSimpleMoneyness(), SIMPLE_MONEYNESS); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> builder = GenericVolatilitySurfaceYearFractionParameterMetadata.meta().builder(); Pair<Double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfaceYearFractionParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); Pair<Period, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().period(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfacePeriodParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }