Examples of YieldAndDiscountAddZeroSpreadCurve

com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve
YieldAndDiscountCurve created by adding the zero-coupon continuously compounded rate of other curves.

Examples of com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve

    System.arraycopy(YIELD, 0, x, YIELD.length, YIELD.length);
    final GeneratorCurveAddYield generatorIntMinusInt = new GeneratorCurveAddYield(new GeneratorYDCurve[] {GENERATOR_YIELD_INTERPOLATED_NODE, GENERATOR_YIELD_INTERPOLATED_NODE}, true);
    final YieldAndDiscountCurve curveGenerated = generatorIntMinusInt.generateCurve(CURVE_NAME_1, x);
    final YieldAndDiscountCurve curveExpected0 = new YieldCurve(CURVE_NAME_1 + "-0", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-0"));
    final YieldAndDiscountCurve curveExpected1 = new YieldCurve(CURVE_NAME_1 + "-1", new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1 + "-1"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_1, true, curveExpected0, curveExpected1);
    assertEquals("GeneratorCurveYieldConstant: generate curve", curveExpected, curveGenerated);
  }

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Examples of com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve

    final YieldAndDiscountCurve curveExisting = new YieldCurve(CURVE_NAME_1, new InterpolatedDoublesCurve(NODES, YIELD, LINEAR_FLAT, true, CURVE_NAME_1));
    final YieldCurveBundle bundle = new YieldCurveBundle();
    bundle.setCurve(CURVE_NAME_1, curveExisting);
    final YieldAndDiscountCurve curveGenerated = GENERATOR_EXISTING.generateCurve(CURVE_NAME_2, bundle, new double[] {CST});
    final YieldAndDiscountCurve curveExpected0 = new YieldCurve(CURVE_NAME_2 + "-0", new ConstantDoublesCurve(CST, CURVE_NAME_2 + "-0"));
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME_2, true, curveExisting, curveExpected0);
    assertEquals("GeneratorCurveYieldConstant: generate curve", curveExpected, curveGenerated);
  }

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Examples of com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve

  @Test
  public void generateCurve() {
    final YieldAndDiscountCurve curveAdd = GENERATOR_ADD.generateCurve(CURVE_NAME, RATE);
    final YieldAndDiscountCurve curve1 = GENERATOR_YIELD_INTERPOLATED_NODE_1.generateCurve(CURVE_NAME_0, RATE_0);
    final YieldAndDiscountCurve curve2 = GENERATOR_YIELD_INTERPOLATED_NODE_2.generateCurve(CURVE_NAME_1, RATE_1);
    final YieldAndDiscountCurve curveExpected = new YieldAndDiscountAddZeroSpreadCurve(CURVE_NAME, false, new YieldAndDiscountCurve[] {curve1, curve2});
    assertEquals("GeneratorCurveAddYield: generateCurve()", curveExpected, curveAdd);
  }

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Examples of com.opengamma.analytics.financial.model.interestrate.curve.YieldAndDiscountAddZeroSpreadCurve

    assertEquals(curve, cycleObject(PriceIndexCurve.class, curve));
  }


  @Test
  public void testYieldAndDiscountAddZeroSpreadCurve() {
    YieldAndDiscountAddZeroSpreadCurve curve =
        new YieldAndDiscountAddZeroSpreadCurve("name", false, YieldCurve.from(ConstantDoublesCurve.from(0.1)));
    assertEquals(curve, cycleObject(YieldAndDiscountAddZeroSpreadCurve.class, curve));
  }

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