public void test_of_pardSpread() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofParSpread(TEMPLATE_NS, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES); assertEquals(test.getLabel(), END_DATE.toString()); assertEquals(test.getCdsIndexId(), INDEX_ID); assertEquals(test.getLegalEntityIds(), LEGAL_ENTITIES); assertEquals(test.getObservableId(), QUOTE_ID); assertEquals(test.getTemplate(), TEMPLATE_NS); assertEquals(test.date(VAL_DATE, REF_DATA), END_DATE); }
public void test_of_pointsUpfront() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofPointsUpfront(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); assertEquals(test.getLabel(), LABEL_AUTO); assertEquals(test.getCdsIndexId(), INDEX_ID); assertEquals(test.getLegalEntityIds(), LEGAL_ENTITIES); assertEquals(test.getObservableId(), QUOTE_ID); assertEquals(test.getTemplate(), TEMPLATE); assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20)); }
public void test_of_quotedSpread() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); assertEquals(test.getLabel(), LABEL_AUTO); assertEquals(test.getCdsIndexId(), INDEX_ID); assertEquals(test.getLegalEntityIds(), LEGAL_ENTITIES); assertEquals(test.getObservableId(), QUOTE_ID); assertEquals(test.getTemplate(), TEMPLATE); assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20)); }
public void test_builder() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.builder() .label(LABEL) .template(TEMPLATE) .observableId(QUOTE_ID) .quoteConvention(CdsQuoteConvention.PAR_SPREAD) .cdsIndexId(INDEX_ID) .legalEntityIds(LEGAL_ENTITIES) .build(); assertEquals(test.getLabel(), LABEL); assertEquals(test.getCdsIndexId(), INDEX_ID); assertEquals(test.getLegalEntityIds(), LEGAL_ENTITIES); assertEquals(test.getObservableId(), QUOTE_ID); assertEquals(test.getTemplate(), TEMPLATE); assertEquals(test.date(VAL_DATE, REF_DATA), date(2025, 6, 20)); }