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com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.getCurve()方法的使用及代码示例

转载 作者：知者 更新时间：2024-03-13 11:14:23 25 4
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本文整理了Java中com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors.getCurve()方法的一些代码示例，展示了ZeroRatePeriodicDiscountFactors.getCurve()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。ZeroRatePeriodicDiscountFactors.getCurve()方法的具体详情如下：
包路径：com.opengamma.strata.pricer.ZeroRatePeriodicDiscountFactors
类名称：ZeroRatePeriodicDiscountFactors
方法名：getCurve

ZeroRatePeriodicDiscountFactors.getCurve介绍

[英]Gets the underlying curve. The metadata of the curve must define a day count.
[中]获取基础曲线。曲线的元数据必须定义一个日计数。

代码示例

代码示例来源：origin: OpenGamma/Strata

private Curve getCurve(DiscountFactors discountFactors) {
 if (discountFactors instanceof SimpleDiscountFactors) {
  return ((SimpleDiscountFactors) discountFactors).getCurve();
 }
 if (discountFactors instanceof ZeroRateDiscountFactors) {
  return ((ZeroRateDiscountFactors) discountFactors).getCurve();
 }
 if (discountFactors instanceof ZeroRatePeriodicDiscountFactors) {
  return ((ZeroRatePeriodicDiscountFactors) discountFactors).getCurve();
 }
 throw new IllegalArgumentException("Unsupported DiscountFactors type");
}

代码示例来源：origin: OpenGamma/Strata

@Override
protected Object propertyGet(Bean bean, String propertyName, boolean quiet) {
 switch (propertyName.hashCode()) {
  case 575402001:  // currency
   return ((ZeroRatePeriodicDiscountFactors) bean).getCurrency();
  case 113107279:  // valuationDate
   return ((ZeroRatePeriodicDiscountFactors) bean).getValuationDate();
  case 95027439:  // curve
   return ((ZeroRatePeriodicDiscountFactors) bean).getCurve();
 }
 return super.propertyGet(bean, propertyName, quiet);
}

代码示例来源：origin: OpenGamma/Strata

public void test_withCurve() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE).withCurve(CURVE2);
 assertEquals(test.getCurve(), CURVE2);
}

代码示例来源：origin: OpenGamma/Strata

public void test_of() {
 ZeroRatePeriodicDiscountFactors test = ZeroRatePeriodicDiscountFactors.of(GBP, DATE_VAL, CURVE);
 assertEquals(test.getCurrency(), GBP);
 assertEquals(test.getValuationDate(), DATE_VAL);
 assertEquals(test.getCurve(), CURVE);
 assertEquals(test.getParameterCount(), CURVE.getParameterCount());
 assertEquals(test.getParameter(0), CURVE.getParameter(0));
 assertEquals(test.getParameterMetadata(0), CURVE.getParameterMetadata(0));
 assertEquals(test.withParameter(0, 1d).getCurve(), CURVE.withParameter(0, 1d));
 assertEquals(test.withPerturbation((i, v, m) -> v + 1d).getCurve(), CURVE.withPerturbation((i, v, m) -> v + 1d));
 assertEquals(test.findData(CURVE.getName()), Optional.of(CURVE));
 assertEquals(test.findData(CurveName.of("Rubbish")), Optional.empty());
}

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