コード例 #1
0
 @Test
 public void testHashCodeAndEquals() {
   VasicekDataBundle other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, SPEED);
   assertEquals(other, DATA);
   assertEquals(other.hashCode(), DATA.hashCode());
   other =
       new VasicekDataBundle(
           new YieldCurve(ConstantDoublesCurve.from(SHORT_RATE.getInterestRate(0.) + 1)),
           SIGMA,
           DATE,
           LONG_RATE,
           SPEED);
   assertFalse(other.equals(DATA));
   other =
       new VasicekDataBundle(
           SHORT_RATE,
           new VolatilityCurve(ConstantDoublesCurve.from(SIGMA.getVolatility(0.) + 0.2)),
           DATE,
           LONG_RATE,
           SPEED);
   assertFalse(other.equals(DATA));
   other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE.plusDays(10), LONG_RATE, SPEED);
   assertFalse(other.equals(DATA));
   other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE + 1, SPEED);
   assertFalse(other.equals(DATA));
   other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, SPEED + 1);
   assertFalse(other.equals(DATA));
 }
コード例 #2
0
 @Test
 public void testGetters() {
   final double t = Math.random();
   assertEquals(DATA.getShortRateCurve(), SHORT_RATE);
   assertEquals(DATA.getShortRate(t), SHORT_RATE.getInterestRate(t), 0);
   assertEquals(DATA.getLongTermInterestRate(), LONG_RATE, 0);
   assertEquals(DATA.getReversionSpeed(), SPEED, 0);
   assertEquals(DATA.getShortRateVolatilityCurve(), SIGMA);
   assertEquals(DATA.getShortRateVolatility(t), SIGMA.getVolatility(t), 0);
   assertEquals(DATA.getDate(), DATE);
 }