Package com.opengamma.analytics.financial.curve.interestrate.generator

Examples of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldInterpolatedNode

59
60
61
62
63
64
65
  private static final double[] PARAMETERS_NS = new double[] {BETA0, BETA1, BETA2, LAMBDA};
  private static final GeneratorCurveYieldNelsonSiegel GENERATOR_NS = new GeneratorCurveYieldNelsonSiegel();

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void nullYieldNodes() {
    new GeneratorCurveYieldInterpolatedNode(null, LINEAR_FLAT);
  }
View Full Code Here
64
65
66
67
68
69
70
    new GeneratorCurveYieldInterpolatedNode(null, LINEAR_FLAT);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void nullYieldInterpolator() {
    new GeneratorCurveYieldInterpolatedNode(NODES, null);
  }
View Full Code Here
TOP

Related Classes of com.opengamma.analytics.financial.curve.interestrate.generator.GeneratorCurveYieldInterpolatedNode

  • com.opengamma.analytics.financial.curve.generator.GeneratorCurveTest
  • com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve
  • com.opengamma.analytics.math.curve.InterpolatedDoublesCurve
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.