@Override public TenorDateParameterMetadata metadata(LocalDate nodeDate) { return TenorDateParameterMetadata.of(nodeDate, tenor); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } Tenor tenor = Tenor.of(template.getDepositPeriod()); return TenorDateParameterMetadata.of(nodeDate, tenor, label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } Tenor tenor = Tenor.of(template.getPeriodToFar()); return TenorDateParameterMetadata.of(nodeDate, tenor, label); }
public void test_of_noLabel() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10Y"); assertEquals(test.getIdentifier(), TENOR_10Y); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } Tenor tenor = Tenor.of(template.getPeriodToEnd()); return TenorDateParameterMetadata.of(nodeDate, tenor, label); }
public void test_of_label() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y, "10 year"); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } Tenor tenor = Tenor.of(template.getDepositPeriod()); return TenorDateParameterMetadata.of(nodeDate, tenor, label); }
public void test_of() { SwapIsdaCreditCurveNode test = SwapIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, THIRTY_U_360, FREQUENCY); assertEquals(test.getBusinessDayAdjustment(), BUS_ADJ); assertEquals(test.getDayCount(), THIRTY_U_360); assertEquals(test.getLabel(), TENOR.toString()); assertEquals(test.getObservableId(), OBS_ID); assertEquals(test.getPaymentFrequency(), FREQUENCY); assertEquals(test.getSpotDateOffset(), ADJ_3D); assertEquals(test.getTenor(), TENOR); assertEquals(test.date(TRADE_DATE, REF_DATA), LocalDate.of(2026, 10, 5)); assertEquals(test.metadata(LocalDate.of(2026, 10, 5)), TenorDateParameterMetadata.of(LocalDate.of(2026, 10, 5), TENOR)); }
public void test_of() { DepositIsdaCreditCurveNode test = DepositIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, ACT_360); assertEquals(test.getBusinessDayAdjustment(), BUS_ADJ); assertEquals(test.getDayCount(), ACT_360); assertEquals(test.getLabel(), TENOR.toString()); assertEquals(test.getObservableId(), OBS_ID); assertEquals(test.getSpotDateOffset(), ADJ_3D); assertEquals(test.getTenor(), TENOR); assertEquals(test.date(TRADE_DATE, REF_DATA), LocalDate.of(2017, 1, 4)); assertEquals(test.metadata(LocalDate.of(2017, 1, 4)), TenorDateParameterMetadata.of(LocalDate.of(2017, 1, 4), TENOR)); }