@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1303639584: // curveCurrency return ((RepoCurveZeroRateSensitivity) bean).getCurveCurrency(); case -1731780257: // yearFraction return ((RepoCurveZeroRateSensitivity) bean).getYearFraction(); case 575402001: // currency return ((RepoCurveZeroRateSensitivity) bean).getCurrency(); case -393084371: // repoGroup return ((RepoCurveZeroRateSensitivity) bean).getRepoGroup(); case 564403871: // sensitivity return ((RepoCurveZeroRateSensitivity) bean).getSensitivity(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_of_withSensitivityCurrency() { Currency sensiCurrency = GBP; RepoCurveZeroRateSensitivity test = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, sensiCurrency, GROUP, VALUE); assertEquals(test.getRepoGroup(), GROUP); assertEquals(test.getCurveCurrency(), CURRENCY); assertEquals(test.getCurrency(), sensiCurrency); assertEquals(test.getYearFraction(), YEARFRAC); assertEquals(test.getSensitivity(), VALUE); }
public void test_of_withoutSensitivityCurrency() { RepoCurveZeroRateSensitivity test = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); assertEquals(test.getRepoGroup(), GROUP); assertEquals(test.getCurveCurrency(), CURRENCY); assertEquals(test.getCurrency(), CURRENCY); assertEquals(test.getYearFraction(), YEARFRAC); assertEquals(test.getSensitivity(), VALUE); }
public void test_withSensitivity() { RepoCurveZeroRateSensitivity base = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); double newValue = 53d; RepoCurveZeroRateSensitivity test = base.withSensitivity(newValue); assertEquals(test.getRepoGroup(), GROUP); assertEquals(test.getCurveCurrency(), CURRENCY); assertEquals(test.getCurrency(), CURRENCY); assertEquals(test.getYearFraction(), YEARFRAC); assertEquals(test.getSensitivity(), newValue); }
public void test_of_zeroRateSensitivity() { Currency sensiCurrency = GBP; ZeroRateSensitivity zeroSensi = ZeroRateSensitivity.of(CURRENCY, YEARFRAC, sensiCurrency, VALUE); RepoCurveZeroRateSensitivity test = RepoCurveZeroRateSensitivity.of(zeroSensi, GROUP); assertEquals(test.getRepoGroup(), GROUP); assertEquals(test.getCurveCurrency(), CURRENCY); assertEquals(test.getCurrency(), sensiCurrency); assertEquals(test.getYearFraction(), YEARFRAC); assertEquals(test.getSensitivity(), VALUE); }
public void test_withCurrency() { RepoCurveZeroRateSensitivity base = RepoCurveZeroRateSensitivity.of(CURRENCY, YEARFRAC, GROUP, VALUE); RepoCurveZeroRateSensitivity test = base.withCurrency(GBP); assertEquals(test.getRepoGroup(), GROUP); assertEquals(test.getCurveCurrency(), CURRENCY); assertEquals(test.getCurrency(), GBP); assertEquals(test.getYearFraction(), YEARFRAC); assertEquals(test.getSensitivity(), VALUE); }
@Override public CurrencyParameterSensitivities parameterSensitivity(PointSensitivities pointSensitivities) { CurrencyParameterSensitivities sens = CurrencyParameterSensitivities.empty(); for (PointSensitivity point : pointSensitivities.getSensitivities()) { if (point instanceof RepoCurveZeroRateSensitivity) { RepoCurveZeroRateSensitivity pt = (RepoCurveZeroRateSensitivity) point; RepoCurveDiscountFactors factors = repoCurveDiscountFactors(pt.getRepoGroup(), pt.getCurveCurrency()); sens = sens.combinedWith(factors.parameterSensitivity(pt)); } else if (point instanceof IssuerCurveZeroRateSensitivity) { IssuerCurveZeroRateSensitivity pt = (IssuerCurveZeroRateSensitivity) point; IssuerCurveDiscountFactors factors = issuerCurveDiscountFactors(pt.getLegalEntityGroup(), pt.getCurveCurrency()); sens = sens.combinedWith(factors.parameterSensitivity(pt)); } } return sens; }