public void coverage() { JumpToDefault test = JumpToDefault.of(GBP, ImmutableMap.of(ID_ABC, 1.1d, ID_DEF, 2.2d)); coverImmutableBean(test); JumpToDefault test2 = JumpToDefault.of(USD, ImmutableMap.of(ID_DEF, 2.3d)); coverBeanEquals(test, test2); }
public void coverage() { LegalEntityCurveGroup test1 = LegalEntityCurveGroup.of(NAME1, REPO_CURVES, ISSUER_CURVES); coverImmutableBean(test1); LegalEntityCurveGroup test2 = LegalEntityCurveGroup.of(NAME1, ImmutableMap.of(), ImmutableMap.of()); coverBeanEquals(test1, test2); }
public void coverage() { NormalSwaptionExpirySimpleMoneynessVolatilities test1 = NormalSwaptionExpirySimpleMoneynessVolatilities.of(CONVENTION, VAL_DATE_TIME, SURFACE); coverImmutableBean(test1); NormalSwaptionExpirySimpleMoneynessVolatilities test2 = NormalSwaptionExpirySimpleMoneynessVolatilities.of(CONVENTION, VAL_DATE.atStartOfDay(ZoneOffset.UTC), SURFACE); coverBeanEquals(test1, test2); }
public void coverage() { FxRateId test = FxRateId.of(GBP, USD); coverImmutableBean(test); FxRateId test2 = FxRateId.of(EUR, CHF, OBS_SOURCE); coverBeanEquals(test, test2); }
public void coverage() { ParallelShiftedCurve test = ParallelShiftedCurve.absolute(CONSTANT_CURVE, 1); coverImmutableBean(test); ParallelShiftedCurve test2 = ParallelShiftedCurve.relative(CONSTANT_CURVE2, 0.2); coverBeanEquals(test, test2); }
public void coverage() { SingleScenarioArray<String> test = SingleScenarioArray.of(3, "A"); coverImmutableBean(test); SingleScenarioArray<String> test2 = SingleScenarioArray.of(2, "B"); coverBeanEquals(test, test2); }
public void coverage() { SabrSwaptionDefinition test = SabrSwaptionDefinition.of(NAME, CONVENTION, DAY_COUNT, INTERPOLATOR_2D); coverImmutableBean(test); SabrSwaptionDefinition test2 = SabrSwaptionDefinition.of(NAME2, CONVENTION2, DAY_COUNT2, INTERPOLATOR_2D2); coverBeanEquals(test, test2); }
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 coverage() { InflationRateSensitivity test1 = InflationRateSensitivity.of(GB_HICP_OBS, 1.0); coverImmutableBean(test1); InflationRateSensitivity test2 = InflationRateSensitivity.of(GB_HICP_OBS, GBP, 22.0); coverBeanEquals(test1, test2); }
public void coverage() { SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test1 = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS); coverImmutableBean(test1); SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test2 = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(2.5d, 60d, "(2.5, 60)"); coverBeanEquals(test1, test2); }
public void coverage() { OvernightFuture test1 = sut(); coverImmutableBean(test1); OvernightFuture test2 = sut2(); coverBeanEquals(test1, test2); }
public void coverage() { TradedPrice test = sut(); coverImmutableBean(test); TradedPrice test2 = TradedPrice.of(DATE.plusDays(1), PRICE + 1d); coverBeanEquals(test, test2); }
public void coverage() { IsdaCreditDiscountFactors test1 = IsdaCreditDiscountFactors.of(USD, VALUATION, CURVE); coverImmutableBean(test1); IsdaCreditDiscountFactors test2 = IsdaCreditDiscountFactors.of(GBP, VALUATION.plusDays(1), CONST_CURVE); coverBeanEquals(test1, test2); }
public void coverage() { PriceIndexObservation test = PriceIndexObservation.of(GB_HICP, FIXING_MONTH); coverImmutableBean(test); PriceIndexObservation test2 = PriceIndexObservation.of(CH_CPI, FIXING_MONTH.plusMonths(1)); coverBeanEquals(test, test2); }
public void coverage() { FxRateScenarioArray rates1 = FxRateScenarioArray.of(Currency.EUR, Currency.USD, DoubleArray.of(1.07, 1.08, 1.09)); FxRateScenarioArray rates2 = FxRateScenarioArray.of(Currency.GBP, Currency.USD, DoubleArray.of(1.46, 1.47, 1.48)); coverImmutableBean(rates1); coverBeanEquals(rates1, rates2); }
public void coverage() { InflationMonthlyRateComputation test1 = InflationMonthlyRateComputation.of(GB_HICP, START_MONTH, END_MONTH); coverImmutableBean(test1); InflationMonthlyRateComputation test2 = InflationMonthlyRateComputation.of(CH_CPI, YearMonth.of(2014, 4), YearMonth.of(2015, 4)); coverBeanEquals(test1, test2); }
public void coverage() { BlackBondFutureExpiryLogMoneynessVolatilities test1 = BlackBondFutureExpiryLogMoneynessVolatilities.of( VAL_DATE_TIME, SURFACE); coverImmutableBean(test1); BlackBondFutureExpiryLogMoneynessVolatilities test2 = BlackBondFutureExpiryLogMoneynessVolatilities.of( VAL_DATE_TIME.plusDays(1), SURFACE.withParameter(0, 1d)); coverBeanEquals(test1, test2); }
public void coverage() { IssuerCurveDiscountFactors test1 = IssuerCurveDiscountFactors.of(DSC_FACTORS, GROUP); coverImmutableBean(test1); IssuerCurveDiscountFactors test2 = IssuerCurveDiscountFactors.of(ZeroRateDiscountFactors.of(USD, DATE, CURVE), LegalEntityGroup.of("ISSUER2")); coverBeanEquals(test1, test2); }
public void coverage() { PositionInfo test = PositionInfo.builder() .id(ID) .addAttribute(AttributeType.DESCRIPTION, "A") .build(); coverImmutableBean(test); PositionInfo test2 = PositionInfo.builder() .id(ID2) .build(); coverBeanEquals(test, test2); }
public void coverage() { ImmutableIborFutureConvention test = ImmutableIborFutureConvention.of(USD_LIBOR_3M, QUARTERLY_IMM); coverImmutableBean(test); ImmutableIborFutureConvention test2 = ImmutableIborFutureConvention.builder() .index(USD_LIBOR_3M) .dateSequence(MONTHLY_IMM) .businessDayAdjustment(BDA) .build(); coverBeanEquals(test, test2); coverPrivateConstructor(IborFutureConventions.class); coverPrivateConstructor(StandardIborFutureConventions.class); }