public void test_withMetadata() { InterpolatedNodalCurve base = InterpolatedNodalCurve.of(METADATA, XVALUES, YVALUES, INTERPOLATOR); InterpolatedNodalCurve test = base.withMetadata(METADATA_ENTRIES); assertThat(test.getName()).isEqualTo(CURVE_NAME); assertThat(test.getParameterCount()).isEqualTo(SIZE); assertThat(test.getMetadata()).isEqualTo(METADATA_ENTRIES); assertThat(test.getXValues()).isEqualTo(XVALUES); assertThat(test.getYValues()).isEqualTo(YVALUES); }
public void test_withMetadata_badSize() { InterpolatedNodalCurve base = InterpolatedNodalCurve.of(METADATA, XVALUES, YVALUES, INTERPOLATOR); assertThrowsIllegalArg(() -> base.withMetadata(METADATA_ENTRIES2)); }
public void getter() { assertEquals(ADD_FIXED_CURVE.getMetadata(), METADATA_SPREAD); assertEquals(ADD_FIXED_CURVE.getParameterCount(), XVALUES_SPREAD.size()); assertEquals(ADD_FIXED_CURVE.getParameter(0), ADD_FIXED_CURVE.getSpreadCurve().getParameter(0)); assertEquals(ADD_FIXED_CURVE.getParameterMetadata(0), ADD_FIXED_CURVE.getSpreadCurve().getParameterMetadata(0)); assertEquals(ADD_FIXED_CURVE.withParameter(0, 9d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withParameter(0, 9d))); assertEquals(ADD_FIXED_CURVE.withPerturbation((i, v, m) -> v + 1d), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withPerturbation((i, v, m) -> v + 1d))); assertEquals(ADD_FIXED_CURVE.withMetadata(METADATA_FIXED), AddFixedCurve.of(FIXED_CURVE, SPREAD_CURVE.withMetadata(METADATA_FIXED))); }
JacobianCalibrationMatrix jacobian = JacobianCalibrationMatrix.of( ImmutableList.of(CurveParameterSize.of(curveDefinition.getName(), nNodes)), MATRIX_ALGEBRA.getInverse(sensi)); NodalCurve curveWithParamMetadata = curve.withMetadata( curve.getMetadata().withInfo(CurveInfoType.JACOBIAN, jacobian).withParameterMetadata(parameterMetadata)); return IsdaCreditDiscountFactors.of(currency, curveValuationDate, curveWithParamMetadata); NodalCurve curveWithParamMetadata = curve.withMetadata(curve.getMetadata().withParameterMetadata(parameterMetadata)); return IsdaCreditDiscountFactors.of(currency, curveValuationDate, curveWithParamMetadata);
JacobianCalibrationMatrix jacobian = JacobianCalibrationMatrix.of( ImmutableList.of(CurveParameterSize.of(curve.getName(), nNode)), jacobianMatrix); return curve.withValues(time, rate).withMetadata(metadata.withInfo(CurveInfoType.JACOBIAN, jacobian)); return curve.withValues(time, rate).withMetadata(metadata); JacobianCalibrationMatrix jacobian = JacobianCalibrationMatrix.of( ImmutableList.of(CurveParameterSize.of(curve.getName(), nNode)), jacobianMatrix); return curve.withValues(time, rate).withMetadata(metadata.withInfo(CurveInfoType.JACOBIAN, jacobian)); return curve.withValues(time, rate).withMetadata(metadata);