/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(InterpolatedNodalCurveDefinition beanToCopy) { this.name = beanToCopy.getName(); this.xValueType = beanToCopy.getXValueType(); this.yValueType = beanToCopy.getYValueType(); this.dayCount = beanToCopy.dayCount; this.nodes = beanToCopy.getNodes(); this.interpolator = beanToCopy.getInterpolator(); this.extrapolatorLeft = beanToCopy.getExtrapolatorLeft(); this.extrapolatorRight = beanToCopy.getExtrapolatorRight(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3373707: // name return ((InterpolatedNodalCurveDefinition) bean).getName(); case -868509005: // xValueType return ((InterpolatedNodalCurveDefinition) bean).getXValueType(); case -1065022510: // yValueType return ((InterpolatedNodalCurveDefinition) bean).getYValueType(); case 1905311443: // dayCount return ((InterpolatedNodalCurveDefinition) bean).dayCount; case 104993457: // nodes return ((InterpolatedNodalCurveDefinition) bean).getNodes(); case 2096253127: // interpolator return ((InterpolatedNodalCurveDefinition) bean).getInterpolator(); case 1271703994: // extrapolatorLeft return ((InterpolatedNodalCurveDefinition) bean).getExtrapolatorLeft(); case 773779145: // extrapolatorRight return ((InterpolatedNodalCurveDefinition) bean).getExtrapolatorRight(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_builder() { InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(NODES) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.getName(), CURVE_NAME); assertEquals(test.getXValueType(), ValueType.YEAR_FRACTION); assertEquals(test.getYValueType(), ValueType.ZERO_RATE); assertEquals(test.getDayCount(), Optional.of(ACT_365F)); assertEquals(test.getNodes(), NODES); assertEquals(test.getInterpolator(), CurveInterpolators.LINEAR); assertEquals(test.getExtrapolatorLeft(), CurveExtrapolators.FLAT); assertEquals(test.getExtrapolatorRight(), CurveExtrapolators.FLAT); assertEquals(test.getParameterCount(), 2); }
public void test_filtered_dropThis_middle() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(3), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(4), GBP_LIBOR_1M, TICKER, DROP_THIS_2D); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node1, node3)); }
public void test_filtered_dropOther_atStart() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(3), GBP_LIBOR_1M, TICKER, DROP_OTHER_2D); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(4), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node1, node3)); }
public void test_filtered_dropThis_atEnd() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(5), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(10), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER, DROP_THIS_2D); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node1, node2)); }
public void test_filtered_dropOther_middle() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(3), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(4), GBP_LIBOR_1M, TICKER, DROP_OTHER_2D); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node2, node3)); }
public void test_filtered_dropThis_atStart() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(3), GBP_LIBOR_1M, TICKER, DROP_THIS_2D); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(4), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node2, node3)); }
public void test_filtered_dropOther_atEnd() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(5), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(10), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER, DROP_OTHER_2D); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node1, node3)); }
public void test_filtered_dropOther_multiple() { DummyFraCurveNode node1 = DummyFraCurveNode.of(Period.ofDays(5), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node2 = DummyFraCurveNode.of(Period.ofDays(10), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node3 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node4 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER, DROP_OTHER_2D); DummyFraCurveNode node5 = DummyFraCurveNode.of(Period.ofDays(11), GBP_LIBOR_1M, TICKER); DummyFraCurveNode node6 = DummyFraCurveNode.of(Period.ofDays(15), GBP_LIBOR_1M, TICKER); ImmutableList<DummyFraCurveNode> nodes = ImmutableList.of(node1, node2, node3, node4, node5, node6); InterpolatedNodalCurveDefinition test = InterpolatedNodalCurveDefinition.builder() .name(CURVE_NAME) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(nodes) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); assertEquals(test.filtered(VAL_DATE, REF_DATA).getNodes(), ImmutableList.of(node1, node4, node6)); }