/** * Converts this pair to an object-based {@code Pair}. * * @return the object-based pair */ public Pair<Integer, Double> toPair() { return Pair.of(first, second); }
/** * Converts this pair to an object-based {@code Pair}. * * @return the object-based pair */ public Pair<Long, Double> toPair() { return Pair.of(first, second); }
private static ImmutableList<Pair<Pattern, String>> parseLenientPatterns(IniFile config) { if (!config.contains(LENIENT_PATTERNS_SECTION)) { return ImmutableList.of(); } List<Pair<Pattern, String>> alternates = new ArrayList<>(); for (Entry<String, String> entry : config.section(LENIENT_PATTERNS_SECTION).asMap().entrySet()) { alternates.add(Pair.of(Pattern.compile(entry.getKey(), Pattern.CASE_INSENSITIVE), entry.getValue())); } return ImmutableList.copyOf(alternates); }
@ImmutablePreBuild private static void preBuild(Builder builder) { if (builder.label == null) { builder.label = Pair.of(builder.yearFraction, builder.simpleMoneyness).toString(); } }
@Test(dataProvider = "factory") public void test_toPair(String first, int second) { ObjIntPair<String> test = ObjIntPair.of(first, second); assertEquals(test.toPair(), Pair.of(first, second)); }
@Test(dataProvider = "factory") public void test_toPair(int first, double second) { IntDoublePair test = IntDoublePair.of(first, second); assertEquals(test.toPair(), Pair.of(first, second)); }
@Test(dataProvider = "factory") public void test_ofPair(long first, double second) { Pair<Long, Double> pair = Pair.of(first, second); LongDoublePair test = LongDoublePair.ofPair(pair); assertEquals(test.getFirst(), first); assertEquals(test.getSecond(), second, TOLERANCE); }
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_of_noLabel() { SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS).toString()); assertEquals(test.getSimpleMoneyness(), SIMPLE_MONEYNESS); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withStrikeType() { FxVolatilitySurfaceYearFractionParameterMetadata test = FxVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE, CURRENCY_PAIR); assertEquals(test.getCurrencyPair(), CURRENCY_PAIR); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, STRIKE)); assertEquals(test.getLabel(), Pair.of(TIME_TO_EXPIRY, STRIKE.getLabel()).toString()); assertEquals(test.getStrike(), STRIKE); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withLabel() { String label = "(1.5Y, 0.25)"; SwaptionSurfaceExpirySimpleMoneynessParameterMetadata test = SwaptionSurfaceExpirySimpleMoneynessParameterMetadata.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS, label); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, SIMPLE_MONEYNESS)); assertEquals(test.getLabel(), label); assertEquals(test.getSimpleMoneyness(), SIMPLE_MONEYNESS); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withLabel() { Pair<Double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE2); String label = "(1.5, 1.35)"; GenericVolatilitySurfaceYearFractionParameterMetadata test = GenericVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE2, label); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), label); assertEquals(test.getStrike(), STRIKE2); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withLabel() { String label = "(1.5Y, 36M)"; SwaptionSurfaceExpiryTenorParameterMetadata test = SwaptionSurfaceExpiryTenorParameterMetadata.of(TIME_TO_EXPIRY, TENOR, label); assertEquals(test.getIdentifier(), Pair.of(TIME_TO_EXPIRY, TENOR)); assertEquals(test.getLabel(), label); assertEquals(test.getTenor(), TENOR); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_of_withLabel() { Pair<Double, Strike> pair = Pair.of(TIME_TO_EXPIRY, STRIKE1); String label = "(1.5, 1.35)"; FxVolatilitySurfaceYearFractionParameterMetadata test = FxVolatilitySurfaceYearFractionParameterMetadata.of(TIME_TO_EXPIRY, STRIKE1, label, CURRENCY_PAIR); assertEquals(test.getCurrencyPair(), CURRENCY_PAIR); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), label); assertEquals(test.getStrike(), STRIKE1); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }
public void test_builder_noRepoRate() { ImmutableLegalEntityDiscountingProvider test = ImmutableLegalEntityDiscountingProvider.builder() .issuerCurveGroups(ImmutableMap.of(ID_ISSUER, GROUP_ISSUER)) .issuerCurves(ImmutableMap.of(Pair.of(GROUP_ISSUER, GBP), DSC_FACTORS_ISSUER)) .build(); assertEquals( test.issuerCurveDiscountFactors(ID_ISSUER, GBP), IssuerCurveDiscountFactors.of(DSC_FACTORS_ISSUER, GROUP_ISSUER)); assertEquals(test.getValuationDate(), DATE); }
private CreditRatesProvider createCreditRatesProvider(LocalDate valuationDate) { IsdaCreditDiscountFactors yc = IsdaCreditDiscountFactors.of(USD, valuationDate, NODAL_YC); CreditDiscountFactors cc = IsdaCreditDiscountFactors.of(USD, valuationDate, NODAL_CC); ConstantRecoveryRates rr = ConstantRecoveryRates.of(LEGAL_ENTITY, valuationDate, 0.25); return ImmutableCreditRatesProvider.builder() .valuationDate(valuationDate) .creditCurves(ImmutableMap.of(Pair.of(LEGAL_ENTITY, USD), LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY, cc))) .discountCurves(ImmutableMap.of(USD, yc)) .recoveryRateCurves(ImmutableMap.of(LEGAL_ENTITY, rr)) .build(); }
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_noLabel() { BeanBuilder<? extends SwaptionSurfaceExpiryTenorParameterMetadata> builder = SwaptionSurfaceExpiryTenorParameterMetadata.meta().builder(); Pair<Double, Double> pair = Pair.of(TIME_TO_EXPIRY, TENOR); builder.set(SwaptionSurfaceExpiryTenorParameterMetadata.meta().yearFraction(), TIME_TO_EXPIRY); builder.set(SwaptionSurfaceExpiryTenorParameterMetadata.meta().tenor(), TENOR); SwaptionSurfaceExpiryTenorParameterMetadata test = builder.build(); assertEquals(test.getIdentifier(), pair); assertEquals(test.getLabel(), pair.toString()); assertEquals(test.getTenor(), TENOR); assertEquals(test.getYearFraction(), TIME_TO_EXPIRY); }