@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -1731780257: // yearFraction return ((SwaptionSurfaceExpiryStrikeParameterMetadata) bean).getYearFraction(); case -891985998: // strike return ((SwaptionSurfaceExpiryStrikeParameterMetadata) bean).getStrike(); case 102727412: // label return ((SwaptionSurfaceExpiryStrikeParameterMetadata) bean).getLabel(); } return super.propertyGet(bean, propertyName, quiet); }
@Override public SwaptionSurfaceExpiryStrikeParameterMetadata build() { preBuild(this); return new SwaptionSurfaceExpiryStrikeParameterMetadata( yearFraction, strike, label); }
public void test_of_withLabel() { String label = "(1.5Y, 0.25)"; SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE, label); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE)); assertEquals(test.getLabel(), label); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
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); }
SwaptionSurfaceExpiryStrikeParameterMetadata metadata = (SwaptionSurfaceExpiryStrikeParameterMetadata) list.get(i); double expected = map.get(DoublesPair.of(metadata.getYearFraction(), metadata.getStrike())); assertEquals(computed.get(i), expected, eps);
public void coverage() { SwaptionSurfaceExpiryStrikeParameterMetadata test1 = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE); coverImmutableBean(test1); SwaptionSurfaceExpiryStrikeParameterMetadata test2 = SwaptionSurfaceExpiryStrikeParameterMetadata.of(2.5d, 60d, "(2.5, 60)"); coverBeanEquals(test1, test2); }
public void test_of_noLabel() { SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE).toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_withLabel() { BeanBuilder<? extends SwaptionSurfaceExpiryStrikeParameterMetadata> builder = SwaptionSurfaceExpiryStrikeParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, STRIKE); String label = "(1.5Y, 0.25)"; builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().strike(), STRIKE); builder.set(SwaptionSurfaceExpiryStrikeParameterMetadata.meta().label(), label); SwaptionSurfaceExpiryStrikeParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), label); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_serialization() { SwaptionSurfaceExpiryStrikeParameterMetadata test = SwaptionSurfaceExpiryStrikeParameterMetadata.of(TIME_TO_EXPIRY, STRIKE); assertSerialization(test); }
/** * Creates node using swap convention, year fraction, strike and label. * * @param yearFraction the year fraction * @param strike the simple moneyness * @param label the label to use * @return the metadata */ public static SwaptionSurfaceExpiryStrikeParameterMetadata of( double yearFraction, double strike, String label) { return new SwaptionSurfaceExpiryStrikeParameterMetadata(yearFraction, strike, label); }
/** * Creates node metadata using swap convention, year fraction and strike. * * @param yearFraction the year fraction * @param strike the strike * @return node metadata */ public static SwaptionSurfaceExpiryStrikeParameterMetadata of( double yearFraction, double strike) { String label = Pair.of(yearFraction, strike).toString(); return new SwaptionSurfaceExpiryStrikeParameterMetadata(yearFraction, strike, label); }