@Test(dataProvider = "name") public void test_name(CurveExtrapolator convention, String name) { assertEquals(convention.getName(), name); }
public void test_basics() { assertEquals(EXTRAP.getName(), ProductLinearCurveExtrapolator.NAME); assertEquals(EXTRAP.toString(), ProductLinearCurveExtrapolator.NAME); }
public void basicsTest() { assertEquals( DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE.getName(), DiscountFactorLinearRightZeroRateCurveExtrapolator.NAME); assertEquals( DISCOUNT_FACTOR_LINEAR_RIGHT_ZERO_RATE.toString(), DiscountFactorLinearRightZeroRateCurveExtrapolator.NAME); }
public void basicsTest() { assertEquals( DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE.getName(), DiscountFactorQuadraticLeftZeroRateCurveExtrapolator.NAME); assertEquals( DISCOUNT_FACTOR_QUADRATIC_LEFT_ZERO_RATE.toString(), DiscountFactorQuadraticLeftZeroRateCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(FLAT_EXTRAPOLATOR.getName(), FlatCurveExtrapolator.NAME); assertEquals(FLAT_EXTRAPOLATOR.toString(), FlatCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(LL_EXTRAPOLATOR.getName(), LogLinearCurveExtrapolator.NAME); assertEquals(LL_EXTRAPOLATOR.toString(), LogLinearCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(QL_EXTRAPOLATOR.getName(), QuadraticLeftCurveExtrapolator.NAME); assertEquals(QL_EXTRAPOLATOR.toString(), QuadraticLeftCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(LINEAR_EXTRAPOLATOR.getName(), LinearCurveExtrapolator.NAME); assertEquals(LINEAR_EXTRAPOLATOR.toString(), LinearCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(EXP_EXTRAPOLATOR.getName(), ExponentialCurveExtrapolator.NAME); assertEquals(EXP_EXTRAPOLATOR.toString(), ExponentialCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(INT_EXTRAPOLATOR.getName(), InterpolatorCurveExtrapolator.NAME); assertEquals(INT_EXTRAPOLATOR.toString(), InterpolatorCurveExtrapolator.NAME); }
public void test_basics() { assertEquals(EXCEPTION_EXTRAPOLATOR.getName(), ExceptionCurveExtrapolator.NAME); assertEquals(EXCEPTION_EXTRAPOLATOR.toString(), ExceptionCurveExtrapolator.NAME); }
public void test_of_extrapolators() { InterpolatedNodalCurve test = InterpolatedNodalCurve.of( METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR, LINEAR_EXTRAPOLATOR, LINEAR_EXTRAPOLATOR); assertThat(test.getName()).isEqualTo(CURVE_NAME); assertThat(test.getExtrapolatorLeft().getName()).isEqualTo(LINEAR_EXTRAPOLATOR.getName()); assertThat(test.getInterpolator().getName()).isEqualTo(INTERPOLATOR.getName()); assertThat(test.getExtrapolatorRight().getName()).isEqualTo(LINEAR_EXTRAPOLATOR.getName()); }
public void test_of_CurveMetadata() { InterpolatedNodalCurve test = InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES, INTERPOLATOR); assertThat(test.getName()).isEqualTo(CURVE_NAME); assertThat(test.getParameterCount()).isEqualTo(SIZE); assertThat(test.getParameter(0)).isEqualTo(YVALUES.get(0)); assertThat(test.getParameter(1)).isEqualTo(YVALUES.get(1)); assertThat(test.getParameterMetadata(0)).isSameAs(METADATA_ENTRIES.getParameterMetadata().get().get(0)); assertThat(test.getParameterMetadata(1)).isSameAs(METADATA_ENTRIES.getParameterMetadata().get().get(1)); assertThat(test.withParameter(0, 2d)).isEqualTo( InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES.with(0, 2d), INTERPOLATOR)); assertThat(test.withPerturbation((i, v, m) -> v - 2d)).isEqualTo( InterpolatedNodalCurve.of(METADATA_ENTRIES, XVALUES, YVALUES_BUMPED, INTERPOLATOR)); assertThat(test.getExtrapolatorLeft().getName()).isEqualTo(FLAT_EXTRAPOLATOR.getName()); assertThat(test.getInterpolator().getName()).isEqualTo(INTERPOLATOR.getName()); assertThat(test.getExtrapolatorRight().getName()).isEqualTo(FLAT_EXTRAPOLATOR.getName()); assertThat(test.getMetadata()).isEqualTo(METADATA_ENTRIES); assertThat(test.getXValues()).isEqualTo(XVALUES); assertThat(test.getYValues()).isEqualTo(YVALUES); }