@Override public SabrParameters withParameter(int parameterIndex, double newValue) { return new SabrParameters( paramCombiner.underlyingWithParameter(0, Curve.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(1, Curve.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(2, Curve.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(3, Curve.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(4, Curve.class, parameterIndex, newValue), sabrVolatilityFormula); }
@Override public SabrInterestRateParameters withParameter(int parameterIndex, double newValue) { return new SabrInterestRateParameters( paramCombiner.underlyingWithParameter(0, Surface.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(1, Surface.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(2, Surface.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(3, Surface.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(4, Surface.class, parameterIndex, newValue), sabrVolatilityFormula); }
@Override public DiscountFxForwardRates withParameter(int parameterIndex, double newValue) { return new DiscountFxForwardRates( currencyPair, fxRateProvider, paramCombiner.underlyingWithParameter(0, DiscountFactors.class, parameterIndex, newValue), paramCombiner.underlyingWithParameter(1, DiscountFactors.class, parameterIndex, newValue)); }
public void test_underlyingWithParameter2() { ParameterizedDataCombiner test = ParameterizedDataCombiner.of(DATA1, DATA2, DATA3); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 2, -1d).getParameter(0), 1d); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 2, -1d).getParameter(1), 2d); assertEquals(test.underlyingWithParameter(1, TestingParameterizedData.class, 2, -1d).getParameter(0), -1d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 2, -1d).getParameter(0), 4d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 2, -1d).getParameter(1), 5d); }
public void test_underlyingWithParameter1() { ParameterizedDataCombiner test = ParameterizedDataCombiner.of(DATA1, DATA2, DATA3); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 1, -1d).getParameter(0), 1d); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 1, -1d).getParameter(1), -1d); assertEquals(test.underlyingWithParameter(1, TestingParameterizedData.class, 1, -1d).getParameter(0), 3d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 1, -1d).getParameter(0), 4d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 1, -1d).getParameter(1), 5d); }
public void test_underlyingWithParameter4() { ParameterizedDataCombiner test = ParameterizedDataCombiner.of(DATA1, DATA2, DATA3); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 4, -1d).getParameter(0), 1d); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 4, -1d).getParameter(1), 2d); assertEquals(test.underlyingWithParameter(1, TestingParameterizedData.class, 4, -1d).getParameter(0), 3d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 4, -1d).getParameter(0), 4d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 4, -1d).getParameter(1), -1d); }
public void test_underlyingWithParameter0() { ParameterizedDataCombiner test = ParameterizedDataCombiner.of(DATA1, DATA2, DATA3); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 0, -1d).getParameter(0), -1d); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 0, -1d).getParameter(1), 2d); assertEquals(test.underlyingWithParameter(1, TestingParameterizedData.class, 0, -1d).getParameter(0), 3d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 0, -1d).getParameter(0), 4d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 0, -1d).getParameter(1), 5d); }
public void test_underlyingWithParameter3() { ParameterizedDataCombiner test = ParameterizedDataCombiner.of(DATA1, DATA2, DATA3); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 3, -1d).getParameter(0), 1d); assertEquals(test.underlyingWithParameter(0, TestingParameterizedData2.class, 3, -1d).getParameter(1), 2d); assertEquals(test.underlyingWithParameter(1, TestingParameterizedData.class, 3, -1d).getParameter(0), 3d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 3, -1d).getParameter(0), -1d); assertEquals(test.underlyingWithParameter(2, TestingParameterizedData2.class, 3, -1d).getParameter(1), 5d); }