@Override public MarketData combinedWith(MarketData other) { if (!(other instanceof ImmutableMarketData)) { return MarketData.super.combinedWith(other); } else { return combinedWith((ImmutableMarketData) other); } }
public void calibration_present_value_oneGroup_holiday() { RatesProvider result = CALIBRATOR.calibrate(CURVE_GROUP_CONFIG, ALL_QUOTES_HO.combinedWith(TS_HO_LIBOR3M), REF_DATA); assertResult(result, ALL_QUOTES_HO); }
public void calibration_present_value_oneGroup_fixing() { RatesProvider result = CALIBRATOR.calibrate(CURVE_GROUP_CONFIG, ALL_QUOTES_BD.combinedWith(TS_BD_LIBOR3M), REF_DATA); assertResult(result); }
public void calibration_present_value_oneGroup_fixing() { RatesProvider result = CALIBRATOR.calibrate(CURVE_GROUP_CONFIG, ALL_QUOTES_BD.combinedWith(TS_BD_LIBOR3M), REF_DATA); assertResult(result, ALL_QUOTES_BD); }
for (int looptest = 0; looptest < nbTests; looptest++) { RatesProvider multicurve = CALIBRATOR.calibrate(GROUPS_IN_EUR, MARKET_QUOTES_EUR_INPUT.combinedWith(TS_LARGE_MD), REF_DATA); hs += multicurve.getValuationDate().getDayOfMonth(); for (int looptest = 0; looptest < nbTests; looptest++) { RatesProvider multicurve1 = CALIBRATOR.calibrate(GROUPS_IN_EUR, MARKET_QUOTES_EUR_INPUT.combinedWith(TS_LARGE_MD), REF_DATA); RatesProvider multicurve2 = CALIBRATOR_SYNTHETIC.calibrate(GROUPS_SYN_EUR, multicurve1, REF_DATA); hs += multicurve2.getValuationDate().getDayOfMonth();