public void test_serialization() { SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE); assertSerialization(test); }
/** * Parses the seasonality definition CSV file. * * @param charSource the seasonality CSV character source * @return the map of seasonality definitions */ public static Map<CurveName, SeasonalityDefinition> parseSeasonalityDefinitions(CharSource charSource) { ImmutableMap.Builder<CurveName, SeasonalityDefinition> builder = ImmutableMap.builder(); CsvFile csv = CsvFile.of(charSource, true); for (CsvRow row : csv.rows()) { String curveNameStr = row.getField(CURVE_NAME); String shiftTypeStr = row.getField(SHIFT_TYPE); DoubleArray values = DoubleArray.of(12, i -> Double.parseDouble(row.getField(MONTH_PAIRS.get(i)))); CurveName curveName = CurveName.of(curveNameStr); ShiftType shiftType = ShiftType.valueOf(shiftTypeStr.toUpperCase(Locale.ENGLISH)); builder.put(curveName, SeasonalityDefinition.of(values, shiftType)); } return builder.build(); }
public void test_of() { SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE); assertEquals(test.getSeasonalityMonthOnMonth(), SEASONALITY_ADDITIVE); assertEquals(test.getAdjustmentType(), ADDITIVE); }
public void test_builder1() { SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE); assertEquals(test.getSeasonalityMonthOnMonth(), SEASONALITY_ADDITIVE); assertEquals(test.getAdjustmentType(), ADDITIVE); }
public void coverage() { SeasonalityDefinition test = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ADDITIVE); coverImmutableBean(test); DoubleArray seasonalityMultiplicative = DoubleArray.of( 1.0, 1.0, 1.1d, 1.0, 1.0, 1.0, 1.0d / 1.1d, 1.0, 1.0, 1.0, 1.0, 1.0); SeasonalityDefinition test2 = SeasonalityDefinition.of(seasonalityMultiplicative, ShiftType.SCALED); coverBeanEquals(test, test2); }
public void coverage() { InflationNodalCurveDefinition test = new InflationNodalCurveDefinition( UNDERLYING_DEF, LAST_FIX_MONTH, LAST_FIX_VALUE, SEASONALITY_DEF); coverImmutableBean(test); InterpolatedNodalCurveDefinition underlyingDef2 = InterpolatedNodalCurveDefinition.builder() .name(CurveName.of("foo")) .xValueType(ValueType.YEAR_FRACTION) .yValueType(ValueType.ZERO_RATE) .dayCount(ACT_365F) .nodes(NODES) .interpolator(CurveInterpolators.LINEAR) .extrapolatorLeft(CurveExtrapolators.FLAT) .extrapolatorRight(CurveExtrapolators.FLAT) .build(); SeasonalityDefinition seasonalityDef2 = SeasonalityDefinition.of(SEASONALITY_ADDITIVE, ShiftType.SCALED); InflationNodalCurveDefinition test2 = new InflationNodalCurveDefinition( underlyingDef2, LAST_FIX_MONTH.plus(Period.ofMonths(1)), LAST_FIX_VALUE + 1.0d, seasonalityDef2); coverBeanEquals(test, test2); }