/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 * 
 * Please see distribution for license.
 */
package com.opengamma.analytics.financial.model.interestrate.definition;

import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;

import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;

import com.opengamma.analytics.financial.model.interestrate.curve.YieldCurve;
import com.opengamma.analytics.financial.model.volatility.curve.VolatilityCurve;
import com.opengamma.analytics.math.curve.ConstantDoublesCurve;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;

/**
 * Test.
 */
@Test(groups = TestGroup.UNIT)
public class VasicekDataBundleTest {
  private static final YieldCurve SHORT_RATE = YieldCurve.from(ConstantDoublesCurve.from(0.02));
  private static final double LONG_RATE = 0.05;
  private static final double SPEED = 0.1;
  private static final VolatilityCurve SIGMA = new VolatilityCurve(ConstantDoublesCurve.from(0.4));
  private static final ZonedDateTime DATE = DateUtils.getUTCDate(2010, 1, 1);
  private static final VasicekDataBundle DATA = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, SPEED);

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullShortRate() {
    new VasicekDataBundle(null, SIGMA, DATE, LONG_RATE, SPEED);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullVolatility() {
    new VasicekDataBundle(SHORT_RATE, null, DATE, LONG_RATE, SPEED);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullDate() {
    new VasicekDataBundle(SHORT_RATE, SIGMA, null, LONG_RATE, SPEED);
  }

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testZeroSpeed() {
    new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, 0);
  }

  @Test
  public void testGetters() {
    final double t = Math.random();
    assertEquals(DATA.getShortRateCurve(), SHORT_RATE);
    assertEquals(DATA.getShortRate(t), SHORT_RATE.getInterestRate(t), 0);
    assertEquals(DATA.getLongTermInterestRate(), LONG_RATE, 0);
    assertEquals(DATA.getReversionSpeed(), SPEED, 0);
    assertEquals(DATA.getShortRateVolatilityCurve(), SIGMA);
    assertEquals(DATA.getShortRateVolatility(t), SIGMA.getVolatility(t), 0);
    assertEquals(DATA.getDate(), DATE);
  }

  @Test
  public void testHashCodeAndEquals() {
    VasicekDataBundle other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, SPEED);
    assertEquals(other, DATA);
    assertEquals(other.hashCode(), DATA.hashCode());
    other = new VasicekDataBundle(YieldCurve.from(ConstantDoublesCurve.from(SHORT_RATE.getInterestRate(0.) + 1)), SIGMA, DATE, LONG_RATE, SPEED);
    assertFalse(other.equals(DATA));
    other = new VasicekDataBundle(SHORT_RATE, new VolatilityCurve(ConstantDoublesCurve.from(SIGMA.getVolatility(0.) + 0.2)), DATE, LONG_RATE, SPEED);
    assertFalse(other.equals(DATA));
    other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE.plusDays(10), LONG_RATE, SPEED);
    assertFalse(other.equals(DATA));
    other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE + 1, SPEED);
    assertFalse(other.equals(DATA));
    other = new VasicekDataBundle(SHORT_RATE, SIGMA, DATE, LONG_RATE, SPEED + 1);
    assertFalse(other.equals(DATA));
  }
}