public void test_ofStrikeAndForward() { LogMoneynessStrike test = LogMoneynessStrike.ofStrikeAndForward(0.6d, 1.2d); assertEquals(test.getType(), StrikeType.LOG_MONEYNESS); assertEquals(test.getValue(), Math.log(0.5d), 0d); assertEquals(test.getLabel(), "LogMoneyness=" + Math.log(0.5d)); assertEquals(test.withValue(0.2d), LogMoneynessStrike.of(0.2d)); }
public void test_of() { LogMoneynessStrike test = LogMoneynessStrike.of(0.6d); assertEquals(test.getType(), StrikeType.LOG_MONEYNESS); assertEquals(test.getValue(), 0.6d, 0d); assertEquals(test.getLabel(), "LogMoneyness=0.6"); assertEquals(test.withValue(0.2d), LogMoneynessStrike.of(0.2d)); }
public void test_of_withStrikeType() { GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withStrikeType() { GenericVolatilitySurfacePeriodParameterMetadata test = GenericVolatilitySurfacePeriodParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE1)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> builder = GenericVolatilitySurfaceYearFractionParameterMetadata.meta().builder(); Pair<Double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfaceYearFractionParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); Pair<Period, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().period(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfacePeriodParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }