/** * Returns a key identifying the market data with the specified ID and field name. * * @param id the ID of the quote * @param fieldName the field name of the market data record containing the quote data * @return a key identifying the market data with the specified ID and field name */ public static QuoteScenarioArrayId of(StandardId id, FieldName fieldName) { return new QuoteScenarioArrayId(QuoteId.of(id, fieldName)); }
public void test_serialization() { QuoteId test = QuoteId.of(ID1); assertSerialization(test); }
public void getMarketDataKey() { QuoteId quoteId = QuoteId.of(StandardId.of("test", "1"), FieldName.of("fieldName"), ObservableSource.NONE); assertThat(KEY.getMarketDataId()).isEqualTo(quoteId); assertThat(QuoteScenarioArrayId.of(quoteId)).isEqualTo(KEY); }
public void test_of_1arg() { QuoteId test = QuoteId.of(ID1); assertEquals(test.getStandardId(), ID1); assertEquals(test.getFieldName(), FieldName.MARKET_VALUE); assertEquals(test.getObservableSource(), ObservableSource.NONE); assertEquals(test.getMarketDataType(), Double.class); assertEquals(test.toString(), "QuoteId:OG-Ticker~1/MarketValue"); }
public void test_of_2args() { QuoteId test = QuoteId.of(ID1, FIELD2); assertEquals(test.getStandardId(), ID1); assertEquals(test.getFieldName(), FIELD2); assertEquals(test.getObservableSource(), ObservableSource.NONE); assertEquals(test.getMarketDataType(), Double.class); assertEquals(test.toString(), "QuoteId:OG-Ticker~1/Field2"); }
public void test_of_3args() { QuoteId test = QuoteId.of(ID1, FIELD2, OBS_SOURCE2); assertEquals(test.getStandardId(), ID1); assertEquals(test.getFieldName(), FIELD2); assertEquals(test.getObservableSource(), OBS_SOURCE2); assertEquals(test.getMarketDataType(), Double.class); assertEquals(test.toString(), "QuoteId:OG-Ticker~1/Field2/Vendor2"); }
public void coverage() { CdsIsdaCreditCurveNode test1 = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01); coverImmutableBean(test1); CdsIsdaCreditCurveNode test2 = CdsIsdaCreditCurveNode.ofPointsUpfront( TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cds2")), StandardId.of("OG", "DEF"), 0.01); QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")); coverBeanEquals(test1, test2); }
public void coverage() { CdsIndexIsdaCreditCurveNode test1 = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); coverImmutableBean(test1); CdsIndexIsdaCreditCurveNode test2 = CdsIndexIsdaCreditCurveNode.ofPointsUpfront( TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cdx2")), StandardId.of("OG", "DEF"), ImmutableList.of(StandardId.of("OG", "DEF1"), StandardId.of("OG", "DEF2")), 0.01); QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")); coverBeanEquals(test1, test2); }
public void coverage() { Quote test = Quote.of(QUOTE_ID_1, 1.234); coverImmutableBean(test); Quote test2 = Quote.of(QuoteId.of(StandardId.of("a", "b")), 4.321); coverBeanEquals(test, test2); }
public void coverage() { FixedIborSwapCurveNode test = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FixedIborSwapCurveNode test2 = FixedIborSwapCurveNode.of( FixedIborSwapTemplate.of(TENOR_10Y, FixedIborSwapConventions.USD_FIXED_1Y_LIBOR_3M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { FixedInflationSwapCurveNode test = FixedInflationSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FixedInflationSwapCurveNode test2 = FixedInflationSwapCurveNode.of( FixedInflationSwapTemplate.of(TENOR_10Y, FixedInflationSwapConventions.USD_FIXED_ZC_US_CPI), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { IborFutureCurveNode test = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); IborFutureCurveNode test2 = IborFutureCurveNode.of( IborFutureTemplate.of(PERIOD_TO_START, NUMBER, CONVENTION), QuoteId.of(StandardId.of("OG-Ticker", "Unknown"))); coverBeanEquals(test, test2); }
public void coverage() { FixedOvernightSwapCurveNode test = FixedOvernightSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FixedOvernightSwapCurveNode test2 = FixedOvernightSwapCurveNode.of( FixedOvernightSwapTemplate.of(TENOR_6M, FixedOvernightSwapConventions.USD_FIXED_TERM_FED_FUND_OIS), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); OvernightIborSwapCurveNode test2 = OvernightIborSwapCurveNode.of( OvernightIborSwapTemplate.of(TENOR_10Y, OvernightIborSwapConventions.GBP_SONIA_OIS_1Y_LIBOR_3M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { IborFixingDepositCurveNode test = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); IborFixingDepositCurveNode test2 = IborFixingDepositCurveNode.of( IborFixingDepositTemplate.of(GBP_LIBOR_6M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { FraCurveNode test = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FraCurveNode test2 = FraCurveNode.of( FraTemplate.of(Period.ofMonths(1), GBP_LIBOR_6M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { TermDepositCurveNode test = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); TermDepositCurveNode test2 = TermDepositCurveNode.of( TermDepositTemplate.of(Period.ofMonths(1), CONVENTION), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { DepositIsdaCreditCurveNode test1 = DepositIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, ACT_360); coverImmutableBean(test1); DepositIsdaCreditCurveNode test2 = DepositIsdaCreditCurveNode.builder() .observableId(QuoteId.of(StandardId.of("OG", "foo"))) .spotDateOffset(DaysAdjustment.NONE) .businessDayAdjustment(BusinessDayAdjustment.NONE) .tenor(Tenor.TENOR_6M) .dayCount(DayCounts.ACT_365F) .label("test2") .build(); coverBeanEquals(test1, test2); }
public void coverage() { SwapIsdaCreditCurveNode test1 = SwapIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, THIRTY_U_360, FREQUENCY); coverImmutableBean(test1); SwapIsdaCreditCurveNode test2 = SwapIsdaCreditCurveNode.builder() .observableId(QuoteId.of(StandardId.of("OG", "foo"))) .spotDateOffset(DaysAdjustment.NONE) .businessDayAdjustment(BusinessDayAdjustment.NONE) .tenor(Tenor.TENOR_15Y) .dayCount(DayCounts.ACT_365F) .paymentFrequency(Frequency.P3M) .label("test2") .build(); coverBeanEquals(test1, test2); }