コード例 #1
0
 @Test
 public void methodVsCalculator() {
   double yield1 = METHOD_SECURITY.yieldFromCurves(BILL_IAM_SEC, CURVE_BUNDLE);
   double yield2 = BILL_IAM_SEC.accept(YFCC, CURVE_BUNDLE);
   assertEquals(
       "Bill Security: discounting method - yield from curves", yield1, yield2, TOLERANCE_YIELD);
   yield1 = METHOD_SECURITY.yieldFromPrice(BILL_IAM_SEC, PRICE);
   yield2 = BILL_IAM_SEC.accept(YFPC, PRICE);
   assertEquals(
       "Bill Security: discounting method - yield from price", yield1, yield2, TOLERANCE_YIELD);
 }
コード例 #2
0
 @Test
 /** Tests the present value: Method vs Calculator */
 public void presentValueMethodVsCalculator() {
   final CurrencyAmount pvMethod = METHOD_SECURITY.presentValue(BILL_IAM_SEC, CURVE_BUNDLE);
   final double pvCalculator = BILL_IAM_SEC.accept(PVC, CURVE_BUNDLE);
   assertEquals(
       "Bill Security: discounting method - present value",
       pvMethod.getAmount(),
       pvCalculator,
       TOLERANCE_PV);
 }
コード例 #3
0
 @Test
 public void presentValueCurveSensitivityMethodVsCalculator() {
   final InterestRateCurveSensitivity pvcsMethod =
       METHOD_SECURITY.presentValueCurveSensitivity(BILL_IAM_SEC, CURVE_BUNDLE);
   final InterestRateCurveSensitivity pvcsCalculator =
       new InterestRateCurveSensitivity(BILL_IAM_SEC.accept(PVCSC, CURVE_BUNDLE));
   AssertSensivityObjects.assertEquals(
       "Bill Security: discounting method - curve sensitivity",
       pvcsMethod,
       pvcsCalculator,
       TOLERANCE_PV);
 }