@Override public double forecastValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider) { return paymentPricer.forecastValueAmount(period.getPayment(), provider); }
public void test_of() { SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30); KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.of(PAYMENT_2014_10_03, sched); assertEquals(test.getPayment(), PAYMENT_2014_10_03); assertEquals(test.getStartDate(), DATE_2014_03_30); assertEquals(test.getUnadjustedStartDate(), DATE_2014_03_30); assertEquals(test.getEndDate(), DATE_2014_09_30); assertEquals(test.getUnadjustedEndDate(), DATE_2014_09_30); assertEquals(test.getPaymentDate(), DATE_2014_10_03); assertEquals(test.getCurrency(), GBP); }
public void test_builder_defaultDates() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .build(); assertEquals(test.getPayment(), PAYMENT_2014_10_03); assertEquals(test.getStartDate(), DATE_2014_03_30); assertEquals(test.getUnadjustedStartDate(), DATE_2014_03_30); assertEquals(test.getEndDate(), DATE_2014_10_01); assertEquals(test.getUnadjustedEndDate(), DATE_2014_10_01); assertEquals(test.getPaymentDate(), DATE_2014_10_03); assertEquals(test.getCurrency(), GBP); }
@Override public double presentValue(KnownAmountSwapPaymentPeriod period, RatesProvider provider) { return paymentPricer.presentValueAmount(period.getPayment(), provider); }
@Override public PointSensitivityBuilder presentValueSensitivity(KnownAmountSwapPaymentPeriod period, RatesProvider provider) { return paymentPricer.presentValueSensitivity(period.getPayment(), provider); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(KnownAmountSwapPaymentPeriod beanToCopy) { this.payment = beanToCopy.getPayment(); this.startDate = beanToCopy.getStartDate(); this.endDate = beanToCopy.getEndDate(); this.unadjustedStartDate = beanToCopy.getUnadjustedStartDate(); this.unadjustedEndDate = beanToCopy.getUnadjustedEndDate(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -786681338: // payment return ((KnownAmountSwapPaymentPeriod) bean).getPayment(); case -2129778896: // startDate return ((KnownAmountSwapPaymentPeriod) bean).getStartDate(); case -1607727319: // endDate return ((KnownAmountSwapPaymentPeriod) bean).getEndDate(); case 1457691881: // unadjustedStartDate return ((KnownAmountSwapPaymentPeriod) bean).getUnadjustedStartDate(); case 31758114: // unadjustedEndDate return ((KnownAmountSwapPaymentPeriod) bean).getUnadjustedEndDate(); } return super.propertyGet(bean, propertyName, quiet); }