Examples of com.opengamma.analytics.financial.timeseries.returns.SimpleNetRelativeTimeSeriesReturnCalculator

    assertEquals(CALCULATOR, other);
    assertEquals(CALCULATOR.hashCode(), other.hashCode());
    other = new HistoricalVolatilityHighLowCloseCalculator(RETURN_CALCULATOR, RELATIVE_RETURN_CALCULATOR, CalculationMode.STRICT, 0.0);
    assertEquals(CALCULATOR, other);
    assertEquals(CALCULATOR.hashCode(), other.hashCode());
    other = new HistoricalVolatilityHighLowCloseCalculator(RETURN_CALCULATOR, new SimpleNetRelativeTimeSeriesReturnCalculator(CalculationMode.LENIENT), CalculationMode.STRICT, 0.0);
    assertFalse(CALCULATOR.equals(other));
    other = new HistoricalVolatilityHighLowCloseCalculator(new SimpleNetTimeSeriesReturnCalculator(CalculationMode.LENIENT), RELATIVE_RETURN_CALCULATOR, CalculationMode.STRICT, 0.0);
    assertFalse(CALCULATOR.equals(other));
    other = new HistoricalVolatilityHighLowCloseCalculator(RETURN_CALCULATOR, RELATIVE_RETURN_CALCULATOR, CalculationMode.LENIENT, 0.0);
    assertFalse(CALCULATOR.equals(other));

    assertEquals(CALCULATOR, other);
    assertEquals(CALCULATOR.hashCode(), other.hashCode());
    other = new HistoricalVolatilityHighLowCalculator(RELATIVE_RETURN_CALCULATOR, CalculationMode.STRICT, 0.0);
    assertEquals(CALCULATOR, other);
    assertEquals(CALCULATOR.hashCode(), other.hashCode());
    other = new HistoricalVolatilityHighLowCalculator(new SimpleNetRelativeTimeSeriesReturnCalculator(CalculationMode.LENIENT), CalculationMode.STRICT, 0.0);
    assertFalse(CALCULATOR.equals(other));
    other = new HistoricalVolatilityHighLowCalculator(RELATIVE_RETURN_CALCULATOR, CalculationMode.LENIENT, 0.0);
    assertFalse(CALCULATOR.equals(other));
    other = new HistoricalVolatilityHighLowCalculator(RELATIVE_RETURN_CALCULATOR, CalculationMode.STRICT, 0.001);
    assertFalse(CALCULATOR.equals(other));

Examples of com.opengamma.analytics.financial.timeseries.returns.SimpleNetRelativeTimeSeriesReturnCalculator

Related Classes of com.opengamma.analytics.financial.timeseries.returns.SimpleNetRelativeTimeSeriesReturnCalculator