public void test_serialization() { CdsIndexIsdaCreditCurveNode test = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); assertSerialization(test); }
public void test_metadata_tenor() { CdsIndexIsdaCreditCurveNode node = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); LocalDate nodeDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
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 coverage() { CdsIndexIsdaCreditCurveNode test1 = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); coverImmutableBean(test1); CdsIndexIsdaCreditCurveNode test2 = CdsIndexIsdaCreditCurveNode.ofPointsUpfront( TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cdx2")), StandardId.of("OG", "DEF"), ImmutableList.of(StandardId.of("OG", "DEF1"), StandardId.of("OG", "DEF2")), 0.01); QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")); coverBeanEquals(test1, test2); }
public void test_trade() { CdsIndexIsdaCreditCurveNode node = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); double rate = 0.0125; double quantity = -1234.56;