@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3076014: // date return ((TenorDateParameterMetadata) bean).getDate(); case 110246592: // tenor return ((TenorDateParameterMetadata) bean).getTenor(); case 102727412: // label return ((TenorDateParameterMetadata) bean).getLabel(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_metadata_end() { IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2015, 4, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_3M); }
public void test_metadata_tenor() { CdsIsdaCreditCurveNode node = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01); LocalDate nodeDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { ThreeLegBasisSwapCurveNode node = ThreeLegBasisSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { XCcyIborIborSwapCurveNode node = XCcyIborIborSwapCurveNode.of(TEMPLATE, SPREAD_ID, SPREAD_ADJ); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { FixedInflationSwapCurveNode node = FixedInflationSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { TermDepositCurveNode node = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2015, 4, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_3M); }
public void test_metadata_end() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_end() { FixedOvernightSwapCurveNode node = FixedOvernightSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_tenor() { CdsIndexIsdaCreditCurveNode node = CdsIndexIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, INDEX_ID, LEGAL_ENTITIES, 0.01); LocalDate nodeDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), nodeDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_of_label() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y, "10 year"); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_of_noLabel() { TenorDateParameterMetadata test = TenorDateParameterMetadata.of(DATE, TENOR_10Y); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10Y"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_metadata_end() { FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); LocalDate endDate = OFFSET.adjust(valuationDate, REF_DATA).plus(PERIOD_TO_START).plusMonths(3); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), endDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), TENOR_5M); }
public void test_metadata_end() { FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS); LocalDate valuationDate = LocalDate.of(2015, 1, 22); LocalDate endDate = CONVENTION.getBusinessDayAdjustment() .adjust(CONVENTION.getSpotDateOffset().adjust(valuationDate, REF_DATA).plus(FAR_PERIOD), REF_DATA); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), endDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.of(FAR_PERIOD)); }
public void test_builder_defaultLabel() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); builder.set(TenorDateParameterMetadata.meta().tenor(), TENOR_10Y); TenorDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10Y"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_metadata_last_fixing() { FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.LAST_FIXING); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ImmutableMarketData marketData = ImmutableMarketData.builder(valuationDate).addValue(QUOTE_ID, 0.0d).build(); FraTrade trade = node.trade(1d, marketData, REF_DATA); ResolvedFra resolved = trade.getProduct().resolve(REF_DATA); LocalDate fixingDate = ((IborRateComputation) (resolved.getFloatingRate())).getFixingDate(); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), fixingDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), TENOR_5M); }
public void test_builder_specifyLabel() { BeanBuilder<? extends TenorDateParameterMetadata> builder = TenorDateParameterMetadata.meta().builder(); builder.set(TenorDateParameterMetadata.meta().date(), DATE); builder.set(TenorDateParameterMetadata.meta().tenor(), TENOR_10Y); builder.set(TenorDateParameterMetadata.meta().label(), "10 year"); TenorDateParameterMetadata test = builder.build(); assertEquals(test.getDate(), DATE); assertEquals(test.getTenor(), TENOR_10Y); assertEquals(test.getLabel(), "10 year"); assertEquals(test.getIdentifier(), TENOR_10Y); }
public void test_metadata_last_fixing() { IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.LAST_FIXING); ImmutableMarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, 0.0d).build(); IborFixingDepositTrade trade = node.trade(1d, marketData, REF_DATA); ResolvedIborFixingDeposit product = trade.getProduct().resolve(REF_DATA); LocalDate fixingDate = ((IborRateComputation) product.getFloatingRate()).getFixingDate(); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), fixingDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor().getPeriod(), TEMPLATE.getDepositPeriod()); }