public virtual void test_of_invalid_conventionForPeriod() { assertThrowsIllegalArg(() => TenorAdjustment.of(TENOR_1W, LAST_DAY, BDA_NONE)); assertThrowsIllegalArg(() => TenorAdjustment.of(TENOR_1W, LAST_BUSINESS_DAY, BDA_NONE)); assertThrowsIllegalArg(() => TenorAdjustment.ofLastDay(TENOR_1W, BDA_NONE)); assertThrowsIllegalArg(() => TenorAdjustment.ofLastBusinessDay(TENOR_1W, BDA_NONE)); }
public virtual void test_ofLastBusinessDay() { TenorAdjustment test = TenorAdjustment.ofLastBusinessDay(TENOR_3M, BDA_FOLLOW_SAT_SUN); assertEquals(test.Tenor, TENOR_3M); assertEquals(test.AdditionConvention, LAST_BUSINESS_DAY); assertEquals(test.Adjustment, BDA_FOLLOW_SAT_SUN); assertEquals(test.ToString(), "3M with LastBusinessDay then apply Following using calendar Sat/Sun"); }