public void test_of() { InflationRateCalculation test1 = InflationRateCalculation.of(CH_CPI, 3, MONTHLY); assertEquals(test1.getIndex(), CH_CPI); assertEquals(test1.getLag(), Period.ofMonths(3)); assertEquals(test1.getIndexCalculationMethod(), MONTHLY); assertEquals(test1.getFirstIndexValue(), OptionalDouble.empty()); assertEquals(test1.getGearing(), Optional.empty()); assertEquals(test1.getType(), SwapLegType.INFLATION); }
public void test_of_firstIndexValue() { InflationRateCalculation test1 = InflationRateCalculation.of(CH_CPI, 3, MONTHLY, 123d); assertEquals(test1.getIndex(), CH_CPI); assertEquals(test1.getLag(), Period.ofMonths(3)); assertEquals(test1.getIndexCalculationMethod(), MONTHLY); assertEquals(test1.getFirstIndexValue(), OptionalDouble.of(123d)); assertEquals(test1.getGearing(), Optional.empty()); assertEquals(test1.getType(), SwapLegType.INFLATION); }
String gearing = calc.getGearing().map(g -> " * " + SummarizerUtils.value(g.getInitialValue())).orElse(""); return calc.getIndex().getName() + gearing;
public void test_builder() { InflationRateCalculation test1 = InflationRateCalculation.builder() .index(CH_CPI) .lag(Period.ofMonths(3)) .indexCalculationMethod(MONTHLY) .firstIndexValue(123d) .build(); assertEquals(test1.getIndex(), CH_CPI); assertEquals(test1.getLag(), Period.ofMonths(3)); assertEquals(test1.getIndexCalculationMethod(), MONTHLY); assertEquals(test1.getGearing(), Optional.empty()); assertEquals(test1.getFirstIndexValue(), OptionalDouble.of(123d)); assertEquals(test1.getType(), SwapLegType.INFLATION); InflationRateCalculation test2 = InflationRateCalculation.builder() .index(GB_HICP) .lag(Period.ofMonths(4)) .indexCalculationMethod(INTERPOLATED) .gearing(GEARING) .build(); assertEquals(test2.getIndex(), GB_HICP); assertEquals(test2.getLag(), Period.ofMonths(4)); assertEquals(test2.getIndexCalculationMethod(), INTERPOLATED); assertEquals(test2.getFirstIndexValue(), OptionalDouble.empty()); assertEquals(test2.getGearing().get(), GEARING); assertEquals(test2.getType(), SwapLegType.INFLATION); }
DateAdjuster exCouponPeriodAdjuster = exCouponPeriod.resolve(refData); DoubleArray resolvedGearings = rateCalculation.getGearing().orElse(ALWAYS_1).resolveValues(adjustedSchedule); ImmutableList.Builder<CapitalIndexedBondPaymentPeriod> bondPeriodsBuilder = ImmutableList.builder();