@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3493088: // rate return ((FixedOvernightCompoundedAnnualRateComputation) bean).getRate(); case -1540322338: // accrualFactor return ((FixedOvernightCompoundedAnnualRateComputation) bean).getAccrualFactor(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_of() { FixedOvernightCompoundedAnnualRateComputation test = sut(); assertEquals(test.getRate(), 0.05); assertEquals(test.getAccrualFactor(), 0.1); }
public void test_getSimpleRate() { FixedOvernightCompoundedAnnualRateComputation test = sut(); assertEquals( 1 + test.getAccrualFactor() * test.getSimpleRate(), Math.pow(1 + test.getRate(), test.getAccrualFactor())); }
Optional<FixedOvernightCompoundedAnnualRateComputation> annualRateCompOpt = findAnnualRateComputation(fixedLeg); if (annualRateCompOpt.isPresent()) { return parRate(swap, provider) - annualRateCompOpt.get().getRate();
} else if (computation instanceof FixedOvernightCompoundedAnnualRateComputation) { double rate = ((FixedOvernightCompoundedAnnualRateComputation) computation).getRate(); double simpleRate = ((FixedOvernightCompoundedAnnualRateComputation) computation).getSimpleRate(); builder.put(ExplainKey.FIXED_RATE, rate);