public void test_of_reasonMessageShortStackTrace() { FailureItem test = FailureItem.meta().builder() .set("reason", FailureReason.INVALID) .set("message", "my issue") .set("stackTrace", "Short stack trace") .set("causeType", IllegalArgumentException.class) .build(); assertEquals(test.toString(), "INVALID: my issue: Short stack trace"); }
public void coverage_builder() { MetaBean meta = MetaBean.of(FxRateId.class); Bean test1 = meta.builder() .set("pair", CurrencyPair.parse("EUR/GBP")) .set("observableSource", OBS_SOURCE) .build(); Bean test2 = meta.builder() .set("pair", CurrencyPair.parse("EUR/GBP")) .set("observableSource", OBS_SOURCE) .build(); coverBeanEquals(test1, test2); }
public void test_builder_specifyLabel() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); builder.set(TenorDateParameterMetadata.meta().tenor(), TENOR_10Y); builder.set(TenorDateParameterMetadata.meta().label(), "10 year"); TenorDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_builder_specifyLabel() { BeanBuilder<? extends TenorParameterMetadata> builder = TenorParameterMetadata.meta().builder(); builder.set(TenorParameterMetadata.meta().tenor(), TENOR_10Y); builder.set(TenorParameterMetadata.meta().label(), "10 year"); TenorParameterMetadata test = builder.build(); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_builder_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpiryStrikeParameterMetadata> builder = SwaptionSurfaceExpiryStrikeParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, STRIKE); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().strike(), STRIKE); SwaptionSurfaceExpiryStrikeParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpirySimpleMoneynessParameterMetadata> builder = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS); builder.set(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.meta().simpleMoneyness(), SIMPLE_MONEYNESS); SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getSimpleMoneyness(), SIMPLE_MONEYNESS); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_rightOrder() { FxSingle test = FxSingle.meta().builder() .set(FxSingle.meta().baseCurrencyPayment(), Payment.of(GBP_P1000, DATE_2015_06_30)) .set(FxSingle.meta().counterCurrencyPayment(), Payment.of(USD_M1600, DATE_2015_06_30)) .build(); assertEquals(test.getBaseCurrencyAmount(), GBP_P1000); assertEquals(test.getCounterCurrencyAmount(), USD_M1600); assertEquals(test.getPaymentDate(), DATE_2015_06_30); assertEquals(test.getCurrencyPair(), CurrencyPair.of(GBP, USD)); assertEquals(test.getReceiveCurrencyAmount(), GBP_P1000); }
public void test_invalidCurrency() { assertThrowsIllegalArg(() -> FxResetNotionalExchange.meta().builder() .set(FxResetNotionalExchange.meta().paymentDate(), DATE_2014_06_30) .set(FxResetNotionalExchange.meta().notionalAmount(), CurrencyAmount.of(GBP, 1000d)) .set(FxResetNotionalExchange.meta().observation(), FxIndexObservation.of(EUR_USD_ECB, DATE_2014_03_28, REF_DATA)) .build()); }
public void test_builder_noLabel() { BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); Pair<Period, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().period(), TIME_TO_EXPIRY); builder.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().strike(), STRIKE1); GenericVolatilitySurfacePeriodParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE1.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getPeriod(), TIME_TO_EXPIRY); }
public void test_builder_indexOrder() { assertThrowsIllegalArg(() -> IborInterpolatedRateComputation.meta().builder() .set(IborInterpolatedRateComputation.meta().shortObservation(), GBP_LIBOR_3M_OBS) .set(IborInterpolatedRateComputation.meta().longObservation(), GBP_LIBOR_1M_OBS) .build()); assertThrowsIllegalArg(() -> IborInterpolatedRateComputation.meta().builder() .set(IborInterpolatedRateComputation.meta().shortObservation(), EUR_EURIBOR_2W_OBS) .set(IborInterpolatedRateComputation.meta().longObservation(), EUR_EURIBOR_1W_OBS) .build()); assertThrowsIllegalArg(() -> IborInterpolatedRateComputation.of(EUR_EURIBOR_2W_OBS, EUR_EURIBOR_1W_OBS)); }
public void test_invalidCurrency() { assertThrowsIllegalArg(() -> FxReset.meta().builder() .set(FxReset.meta().observation(), FxIndexObservation.of(EUR_USD_ECB, DATE_2014_06_30, REF_DATA)) .set(FxReset.meta().referenceCurrency(), GBP) .build()); assertThrowsIllegalArg(() -> FxReset.of(FxIndexObservation.of(EUR_USD_ECB, DATE_2014_06_30, REF_DATA), GBP)); }
public void test_builder_incomplete() { BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder(); builder.set(YearMonthDateParameterMetadata.meta().date(), DATE); assertThrowsIllegalArg(() -> builder.build()); }
public void test_builder_incomplete() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); assertThrowsIllegalArg(() -> builder.build()); }
public void test_builder_incomplete() { BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> builder1 = GenericVolatilitySurfaceYearFractionParameterMetadata.meta().builder(); assertThrowsIllegalArg(() -> builder1.build()); BeanBuilder<? extends GenericVolatilitySurfaceYearFractionParameterMetadata> builder2 = GenericVolatilitySurfaceYearFractionParameterMetadata.meta().builder(); builder2.set(GenericVolatilitySurfaceYearFractionParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); assertThrowsIllegalArg(() -> builder2.build()); }
public void test_builder_incomplete() { BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder1 = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); assertThrowsIllegalArg(() -> builder1.build()); BeanBuilder<? extends GenericVolatilitySurfacePeriodParameterMetadata> builder2 = GenericVolatilitySurfacePeriodParameterMetadata.meta().builder(); builder2.set(GenericVolatilitySurfacePeriodParameterMetadata.meta().period(), TIME_TO_EXPIRY); assertThrowsIllegalArg(() -> builder2.build()); }