@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));
}
@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);
}