Package com.opengamma.financial.analytics.ircurve.strips

Examples of com.opengamma.financial.analytics.ircurve.strips.ContinuouslyCompoundedRateNode.accept()

295
296
297
298
299
300
301
302
303
304
305
  }

  @Test
  public void testContinuouslyCompoundedRateNode() {
    final ContinuouslyCompoundedRateNode node = new ContinuouslyCompoundedRateNode(SCHEME, Tenor.TWELVE_MONTHS);
    assertNull(node.accept(VISITOR));
  }

  @Test
  public void testCreditSpreadNode() {
    final CreditSpreadNode node = new CreditSpreadNode(SCHEME, Tenor.THREE_MONTHS);
View Full Code Here
71
72
73
74
75
76
77
78
79
80
81
  }

  @Test
  public void testRate() {
    final ContinuouslyCompoundedRateNode rate = new ContinuouslyCompoundedRateNode("Test", Tenor.TWO_MONTHS);
    assertEquals(new CurveNodeWithIdentifier(rate, ExternalId.of("Test", "Rate"), "CC Rate Data", DataFieldType.POINTS), rate.accept(BUILDER));
  }

  @Test
  public void testCreditSpread() {
    final CreditSpreadNode creditSpread = new CreditSpreadNode("Test", Tenor.TWO_MONTHS);
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. 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.