/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(OvernightRateCalculation beanToCopy) { this.dayCount = beanToCopy.getDayCount(); this.index = beanToCopy.getIndex(); this.accrualMethod = beanToCopy.getAccrualMethod(); this.negativeRateMethod = beanToCopy.getNegativeRateMethod(); this.rateCutOffDays = beanToCopy.getRateCutOffDays(); this.gearing = beanToCopy.gearing; this.spread = beanToCopy.spread; }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1905311443: // dayCount return ((OvernightRateCalculation) bean).getDayCount(); case 100346066: // index return ((OvernightRateCalculation) bean).getIndex(); case -1335729296: // accrualMethod return ((OvernightRateCalculation) bean).getAccrualMethod(); case 1969081334: // negativeRateMethod return ((OvernightRateCalculation) bean).getNegativeRateMethod(); case -92095804: // rateCutOffDays return ((OvernightRateCalculation) bean).getRateCutOffDays(); case -91774989: // gearing return ((OvernightRateCalculation) bean).gearing; case -895684237: // spread return ((OvernightRateCalculation) bean).spread; } return super.propertyGet(bean, propertyName, quiet); }
public void test_of() { OvernightRateCalculation test = OvernightRateCalculation.of(GBP_SONIA); assertEquals(test.getType(), SwapLegType.OVERNIGHT); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getIndex(), GBP_SONIA); assertEquals(test.getAccrualMethod(), COMPOUNDED); assertEquals(test.getNegativeRateMethod(), ALLOW_NEGATIVE); assertEquals(test.getRateCutOffDays(), 0); assertEquals(test.getGearing(), Optional.empty()); assertEquals(test.getSpread(), Optional.empty()); }
public void test_builder_ensureDefaults() { OvernightRateCalculation test = OvernightRateCalculation.builder() .index(GBP_SONIA) .build(); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getIndex(), GBP_SONIA); assertEquals(test.getAccrualMethod(), COMPOUNDED); assertEquals(test.getNegativeRateMethod(), ALLOW_NEGATIVE); assertEquals(test.getRateCutOffDays(), 0); assertEquals(test.getGearing(), Optional.empty()); assertEquals(test.getSpread(), Optional.empty()); }
String gearing = calc.getGearing().map(g -> " * " + SummarizerUtils.value(g.getInitialValue())).orElse(""); String spread = calc.getSpread().map(s -> " + " + SummarizerUtils.percent(s.getInitialValue())).orElse(""); return calc.getIndex().getName() + avg + gearing + spread;