本文整理了Java中com.opengamma.strata.market.param.YearMonthDateParameterMetadata
类的一些代码示例,展示了YearMonthDateParameterMetadata
类的具体用法。这些代码示例主要来源于Github
/Stackoverflow
/Maven
等平台,是从一些精选项目中提取出来的代码,具有较强的参考意义,能在一定程度帮忙到你。YearMonthDateParameterMetadata
类的具体详情如下:
包路径:com.opengamma.strata.market.param.YearMonthDateParameterMetadata
类名称:YearMonthDateParameterMetadata
[英]Parameter metadata based on a date and year-month.
[中]基于日期和年-月的参数元数据。
代码示例来源:origin: OpenGamma/Strata
public void test_of_label() {
YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015, "Jan 2015");
assertEquals(test.getDate(), DATE);
assertEquals(test.getYearMonth(), JAN2015);
assertEquals(test.getLabel(), "Jan 2015");
assertEquals(test.getIdentifier(), JAN2015);
}
代码示例来源:origin: OpenGamma/Strata
@Override
public YearMonthDateParameterMetadata build() {
preBuild(this);
return new YearMonthDateParameterMetadata(
date,
yearMonth,
label);
}
代码示例来源:origin: OpenGamma/Strata
@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
switch (propertyName.hashCode()) {
case 3076014: // date
return ((YearMonthDateParameterMetadata) bean).getDate();
case -496678845: // yearMonth
return ((YearMonthDateParameterMetadata) bean).getYearMonth();
case 102727412: // label
return ((YearMonthDateParameterMetadata) bean).getLabel();
}
return super.propertyGet(bean, propertyName, quiet);
}
代码示例来源:origin: OpenGamma/Strata
public void test_builder_defaultLabel() {
BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder();
builder.set(YearMonthDateParameterMetadata.meta().date(), DATE);
builder.set(YearMonthDateParameterMetadata.meta().yearMonth(), JAN2015);
YearMonthDateParameterMetadata test = builder.build();
assertEquals(test.getDate(), DATE);
assertEquals(test.getYearMonth(), JAN2015);
assertEquals(test.getLabel(), "Jan15");
assertEquals(test.getIdentifier(), JAN2015);
}
代码示例来源:origin: OpenGamma/Strata
public void test_metadata_end() {
IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL);
LocalDate date = LocalDate.of(2015, 10, 20);
LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(date, REF_DATA);
LocalDate maturityDate = TEMPLATE.getIndex().calculateMaturityFromEffective(referenceDate, REF_DATA);
ParameterMetadata metadata = node.metadata(date, REF_DATA);
assertEquals(metadata.getLabel(), LABEL);
assertTrue(metadata instanceof YearMonthDateParameterMetadata);
assertEquals(((YearMonthDateParameterMetadata) metadata).getDate(), maturityDate);
assertEquals(((YearMonthDateParameterMetadata) metadata).getYearMonth(), YearMonth.from(referenceDate));
}
代码示例来源:origin: OpenGamma/Strata
@Override
public DatedParameterMetadata metadata(LocalDate valuationDate, ReferenceData refData) {
LocalDate nodeDate = date(valuationDate, refData);
LocalDate referenceDate = template.calculateReferenceDateFromTradeDate(valuationDate, refData);
if (label.isEmpty()) {
return YearMonthDateParameterMetadata.of(nodeDate, YearMonth.from(referenceDate));
}
return YearMonthDateParameterMetadata.of(nodeDate, YearMonth.from(referenceDate), label);
}
代码示例来源:origin: OpenGamma/Strata
public void test_metadata_last_fixing() {
IborFutureCurveNode node =
IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING);
ImmutableMarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, 0.0d).build();
IborFutureTrade trade = node.trade(1d, marketData, REF_DATA);
LocalDate fixingDate = trade.getProduct().getFixingDate();
DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA);
assertEquals(metadata.getDate(), fixingDate);
LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(VAL_DATE, REF_DATA);
assertEquals(((YearMonthDateParameterMetadata) metadata).getYearMonth(), YearMonth.from(referenceDate));
}
代码示例来源:origin: OpenGamma/Strata
public void test_builder_incomplete() {
BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder();
builder.set(YearMonthDateParameterMetadata.meta().date(), DATE);
assertThrowsIllegalArg(() -> builder.build());
}
代码示例来源:origin: OpenGamma/Strata
public void test_builder_specifyLabel() {
BeanBuilder<? extends YearMonthDateParameterMetadata> builder = YearMonthDateParameterMetadata.meta().builder();
builder.set(YearMonthDateParameterMetadata.meta().date(), DATE);
builder.set(YearMonthDateParameterMetadata.meta().yearMonth(), JAN2015);
builder.set(YearMonthDateParameterMetadata.meta().label(), "Jan 2015");
YearMonthDateParameterMetadata test = builder.build();
assertEquals(test.getDate(), DATE);
assertEquals(test.getYearMonth(), JAN2015);
assertEquals(test.getLabel(), "Jan 2015");
assertEquals(test.getIdentifier(), JAN2015);
}
代码示例来源:origin: OpenGamma/Strata
public void test_serialization() {
YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015);
assertSerialization(test);
}
代码示例来源:origin: OpenGamma/Strata
public void test_of_noLabel() {
YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015);
assertEquals(test.getDate(), DATE);
assertEquals(test.getYearMonth(), JAN2015);
assertEquals(test.getLabel(), "Jan15");
assertEquals(test.getIdentifier(), JAN2015);
}
代码示例来源:origin: OpenGamma/Strata
public void coverage() {
YearMonthDateParameterMetadata test = YearMonthDateParameterMetadata.of(DATE, JAN2015);
coverImmutableBean(test);
YearMonthDateParameterMetadata test2 = YearMonthDateParameterMetadata.of(date(2014, 1, 1), YearMonth.of(2016, 2));
coverBeanEquals(test, test2);
}
代码示例来源:origin: OpenGamma/Strata
/**
* Obtains an instance using the year-month, specifying the label.
*
* @param date the date associated with the parameter
* @param yearMonth the year-month of the curve node
* @param label the label to use
* @return the parameter metadata based on the year-month
*/
public static YearMonthDateParameterMetadata of(LocalDate date, YearMonth yearMonth, String label) {
return new YearMonthDateParameterMetadata(date, yearMonth, label);
}
代码示例来源:origin: OpenGamma/Strata
/**
* Obtains an instance using the year-month.
*
* @param date the date associated with the parameter
* @param yearMonth the year-month of the curve node
* @return the parameter metadata based on the year-month
*/
public static YearMonthDateParameterMetadata of(LocalDate date, YearMonth yearMonth) {
ArgChecker.notNull(date, "date");
ArgChecker.notNull(yearMonth, "yearMonth");
return new YearMonthDateParameterMetadata(date, yearMonth, yearMonth.format(FORMATTER));
}
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