/** * Returns metadata for the node from the node date. * <p> * The node date must be computed by {@link #date(LocalDate, ReferenceData)}. * * @param nodeDate the node date used when calibrating the curve * @return metadata for the node */ public default DatedParameterMetadata metadata(LocalDate nodeDate) { return LabelDateParameterMetadata.of(nodeDate, getLabel()); }
public void test_of_2args() { LabelDateParameterMetadata test = LabelDateParameterMetadata.of(DATE, "Label"); assertEquals(test.getDate(), DATE); assertEquals(test.getLabel(), "Label"); assertEquals(test.getIdentifier(), "Label"); }
/** * Obtains an instance using the date, specifying the label. * * @param date the date associated with the parameter * @param label the label to use * @return the parameter metadata based on the date and label */ public static LabelDateParameterMetadata of(LocalDate date, String label) { return new LabelDateParameterMetadata(date, label); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3076014: // date return ((LabelDateParameterMetadata) bean).getDate(); case 102727412: // label return ((LabelDateParameterMetadata) bean).getLabel(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_metadata_dates() { CdsIndexIsdaCreditCurveNode node = CdsIndexIsdaCreditCurveNode.ofParSpread(TEMPLATE_NS, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES); ParameterMetadata metadata = node.metadata(END_DATE); assertEquals(((LabelDateParameterMetadata) metadata).getDate(), END_DATE); }
public void test_metadata_dates() { CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofParSpread(TEMPLATE_NS, QUOTE_ID, LEGAL_ENTITY); ParameterMetadata metadata = node.metadata(END_DATE); assertEquals(((LabelDateParameterMetadata) metadata).getDate(), END_DATE); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }
public void test_of_1arg() { LabelDateParameterMetadata test = LabelDateParameterMetadata.of(DATE); assertEquals(test.getDate(), DATE); assertEquals(test.getLabel(), DATE.toString()); assertEquals(test.getIdentifier(), DATE.toString()); }
@Override public LabelDateParameterMetadata build() { return new LabelDateParameterMetadata( date, label); }
@Override public DatedParameterMetadata metadata(LocalDate nodeDate) { return template instanceof TenorCdsTemplate ? TenorDateParameterMetadata.of(nodeDate, ((TenorCdsTemplate) template).getTenor(), label) : LabelDateParameterMetadata.of(nodeDate, label); }
/** * Obtains an instance using the date. * * @param date the date associated with the parameter * @return the parameter metadata based on the date */ public static LabelDateParameterMetadata of(LocalDate date) { return new LabelDateParameterMetadata(date, date.toString()); }
public void test_serialization() { LabelDateParameterMetadata test = LabelDateParameterMetadata.of(DATE, "Label"); assertSerialization(test); }
throw new IllegalArgumentException(Messages.format("Missing value for '{}' column", TENOR_HEADER)); } else if (dateOpt.isPresent()) { return LabelDateParameterMetadata.of(dateOpt.get(), dateOpt.get().toString()); } else { throw new IllegalArgumentException(Messages.format(
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }
@Override public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) { LocalDate nodeDate = date(valuationDate, refData); if (date.isFixed()) { return LabelDateParameterMetadata.of(nodeDate, label); } return TenorDateParameterMetadata.of(nodeDate, template.getTenor(), label); }