Examples of DriftSurface

com.opengamma.analytics.financial.model.volatility.surface.DriftSurface
for a model of forward rates that follow the SDE df = a(f,t)dt + b(f,t)dw this describes the drift function (of forward, f, and time, t)

Examples of com.opengamma.analytics.financial.model.volatility.surface.DriftSurface

    other = new GeneralLogNormalOptionDataBundle(DATA);
    assertEquals(other, DATA);
    assertEquals(other.hashCode(), DATA.hashCode());
    other = new GeneralLogNormalOptionDataBundle(YieldCurve.from(ConstantDoublesCurve.from(0.02)), DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralLogNormalOptionDataBundle(YIELD, new DriftSurface(ConstantDoublesSurface.from(0.01)), VOLATILITY_SURFACE, SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralLogNormalOptionDataBundle(YIELD, DRIFT_SURFACE, new VolatilitySurface(ConstantDoublesSurface.from(0.4)), SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralLogNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT + 1, DATE);
    assertFalse(other.equals(DATA));

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Examples of com.opengamma.analytics.financial.model.volatility.surface.DriftSurface

    assertEquals(DATA.withDate(newDate), new GeneralLogNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, newDate));
    final YieldCurve newCurve = YieldCurve.from(ConstantDoublesCurve.from(0.05));
    assertEquals(DATA.withInterestRateCurve(newCurve), new GeneralLogNormalOptionDataBundle(newCurve, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, DATE));
    final VolatilitySurface newSurface = new VolatilitySurface(ConstantDoublesSurface.from(0.9));
    assertEquals(DATA.withVolatilitySurface(newSurface), new GeneralLogNormalOptionDataBundle(YIELD, DRIFT_SURFACE, newSurface, SPOT, DATE));
    final DriftSurface newDrift = new DriftSurface(ConstantDoublesSurface.from(0.9));
    assertEquals(DATA.withDriftSurface(newDrift), new GeneralLogNormalOptionDataBundle(YIELD, newDrift, VOLATILITY_SURFACE, SPOT, DATE));
    final double newSpot = SPOT + 1;
    assertEquals(DATA.withSpot(newSpot), new GeneralLogNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, newSpot, DATE));
  }

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Examples of com.opengamma.analytics.financial.model.volatility.surface.DriftSurface

    other = new GeneralNormalOptionDataBundle(DATA);
    assertEquals(other, DATA);
    assertEquals(other.hashCode(), DATA.hashCode());
    other = new GeneralNormalOptionDataBundle(YieldCurve.from(ConstantDoublesCurve.from(0.02)), DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralNormalOptionDataBundle(YIELD, new DriftSurface(ConstantDoublesSurface.from(0.01)), VOLATILITY_SURFACE, SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralNormalOptionDataBundle(YIELD, DRIFT_SURFACE, new VolatilitySurface(ConstantDoublesSurface.from(0.4)), SPOT, DATE);
    assertFalse(other.equals(DATA));
    other = new GeneralNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT + 1, DATE);
    assertFalse(other.equals(DATA));

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Examples of com.opengamma.analytics.financial.model.volatility.surface.DriftSurface

    assertEquals(DATA.withDate(newDate), new GeneralNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, newDate));
    final YieldCurve newCurve = YieldCurve.from(ConstantDoublesCurve.from(0.05));
    assertEquals(DATA.withInterestRateCurve(newCurve), new GeneralNormalOptionDataBundle(newCurve, DRIFT_SURFACE, VOLATILITY_SURFACE, SPOT, DATE));
    final VolatilitySurface newSurface = new VolatilitySurface(ConstantDoublesSurface.from(0.9));
    assertEquals(DATA.withVolatilitySurface(newSurface), new GeneralNormalOptionDataBundle(YIELD, DRIFT_SURFACE, newSurface, SPOT, DATE));
    final DriftSurface newDrift = new DriftSurface(ConstantDoublesSurface.from(0.9));
    assertEquals(DATA.withDriftSurface(newDrift), new GeneralNormalOptionDataBundle(YIELD, newDrift, VOLATILITY_SURFACE, SPOT, DATE));
    final double newSpot = SPOT + 1;
    assertEquals(DATA.withSpot(newSpot), new GeneralNormalOptionDataBundle(YIELD, DRIFT_SURFACE, VOLATILITY_SURFACE, newSpot, DATE));
  }

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