private static Curve queryCurve( CurveName name, Map<CurveName, Curve> curves, LocalDate date, CurveGroupName groupName, String curveType) { Curve curve = curves.get(name); if (curve == null) { throw new IllegalArgumentException( curveType + " curve values for " + name.toString() + " in group " + groupName.getName() + " are missing on " + date.toString()); } return curve; }
@Override public ConstantDiscountFactorCurve withParameter(int parameterIndex, double newValue) { return new ConstantDiscountFactorCurve(metadata.getCurveName().toString(), newValue); }
public void test_of() { CurveName test = CurveName.of("Foo"); assertEquals(test.getName(), "Foo"); assertEquals(test.getMarketDataType(), Curve.class); assertEquals(test.toString(), "Foo"); assertEquals(test.compareTo(CurveName.of("Goo")) < 0, true); }
public void test_builder1() { DefaultCurveMetadata test = DefaultCurveMetadata.builder() .curveName(CURVE_NAME.toString()) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.DISCOUNT_FACTOR) .dayCount(ACT_360) .jacobian(JACOBIAN_DATA) .addInfo(CurveInfoType.DAY_COUNT, null) .parameterMetadata(ImmutableList.of(ParameterMetadata.empty())) .build(); assertThat(test.getCurveName()).isEqualTo(CURVE_NAME); assertThat(test.getXValueType()).isEqualTo(ValueType.YEAR_FRACTION); assertThat(test.getYValueType()).isEqualTo(ValueType.DISCOUNT_FACTOR); assertThat(test.findInfo(CurveInfoType.DAY_COUNT)).isEmpty(); assertThat(test.getInfo(CurveInfoType.JACOBIAN)).isEqualTo(JACOBIAN_DATA); assertThat(test.findInfo(CurveInfoType.JACOBIAN)).isEqualTo(Optional.of(JACOBIAN_DATA)); assertThat(test.findInfo(CurveInfoType.of("Rubbish"))).isEqualTo(Optional.empty()); assertThat(test.getParameterMetadata().isPresent()).isTrue(); assertThat(test.getParameterMetadata().get()).containsExactly(ParameterMetadata.empty()); }