Package com.opengamma.analytics.financial.timeseries.returns

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


    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));
    other = new HistoricalVolatilityHighLowCloseCalculator(RETURN_CALCULATOR, RELATIVE_RETURN_CALCULATOR, CalculationMode.STRICT, 0.001);
    assertFalse(CALCULATOR.equals(other));
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