public virtual void test_trade_noMarketData()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
            LocalDate  valuationDate        = LocalDate.of(2015, 1, 22);
            MarketData marketData           = MarketData.empty(valuationDate);

            assertThrows(() => node.trade(1d, marketData, REF_DATA), typeof(MarketDataNotFoundException));
        }
        public virtual void test_of_withSpreadAndLabel()
        {
            OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL);

            assertEquals(test.Label, LABEL);
            assertEquals(test.RateId, QUOTE_ID);
            assertEquals(test.AdditionalSpread, SPREAD);
            assertEquals(test.Template, TEMPLATE);
        }
        public virtual void test_of_noSpread()
        {
            OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID);

            assertEquals(test.Label, LABEL_AUTO);
            assertEquals(test.RateId, QUOTE_ID);
            assertEquals(test.AdditionalSpread, 0.0d);
            assertEquals(test.Template, TEMPLATE);
        }
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);

            coverImmutableBean(test);
            OvernightIborSwapCurveNode test2 = OvernightIborSwapCurveNode.of(OvernightIborSwapTemplate.of(TENOR_10Y, OvernightIborSwapConventions.GBP_SONIA_OIS_1Y_LIBOR_3M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")));

            coverBeanEquals(test, test2);
        }
        public virtual void test_metadata_fixed()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(VAL_DATE));
            LocalDate valuationDate         = LocalDate.of(2015, 1, 22);
            DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);

            assertEquals(metadata.Date, VAL_DATE);
            assertEquals(metadata.Label, node.Label);
        }
        public virtual void test_metadata_last_fixing()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING);
            LocalDate valuationDate         = LocalDate.of(2015, 1, 22);
            LocalDate fixingExpected        = LocalDate.of(2024, 10, 24);
            DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);

            assertEquals(metadata.Date, fixingExpected);
            assertEquals(metadata.Label, node.Label);
        }
        public virtual void test_metadata_end()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
            LocalDate         valuationDate = LocalDate.of(2015, 1, 22);
            ParameterMetadata metadata      = node.metadata(valuationDate, REF_DATA);

            // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27
            assertEquals(((TenorDateParameterMetadata)metadata).Date, LocalDate.of(2025, 1, 27));
            assertEquals(((TenorDateParameterMetadata)metadata).Tenor, Tenor.TENOR_10Y);
        }
        public virtual void test_requirements()
        {
            OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
            ISet <ObservableId>        set  = test.requirements();
            IEnumerator <ObservableId> itr  = set.GetEnumerator();

//JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops:
            assertEquals(itr.next(), QUOTE_ID);
//JAVA TO C# CONVERTER TODO TASK: Java iterators are only converted within the context of 'while' and 'for' loops:
            assertFalse(itr.hasNext());
        }
        public virtual void test_trade()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
            LocalDate  tradeDate            = LocalDate.of(2015, 1, 22);
            double     rate       = 0.125;
            double     quantity   = -1234.56;
            MarketData marketData = ImmutableMarketData.builder(tradeDate).addValue(QUOTE_ID, rate).build();
            SwapTrade  trade      = node.trade(quantity, marketData, REF_DATA);
            SwapTrade  expected   = TEMPLATE.createTrade(tradeDate, BUY, -quantity, rate + SPREAD, REF_DATA);

            assertEquals(trade, expected);
        }
        public virtual void test_initialGuess()
        {
            OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
            LocalDate  valuationDate        = LocalDate.of(2015, 1, 22);
            double     rate       = 0.035;
            MarketData marketData = ImmutableMarketData.builder(valuationDate).addValue(QUOTE_ID, rate).build();

            assertEquals(node.initialGuess(marketData, ValueType.ZERO_RATE), rate);
            assertEquals(node.initialGuess(marketData, ValueType.FORWARD_RATE), rate);
            double df = Math.Exp(-TENOR_10Y.get(ChronoUnit.YEARS) * rate);

            assertEquals(node.initialGuess(marketData, ValueType.DISCOUNT_FACTOR), df, TOLERANCE_DF);
            assertEquals(node.initialGuess(marketData, ValueType.PRICE_INDEX), 0d);
        }
        public virtual void test_serialization()
        {
            OvernightIborSwapCurveNode test = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);

            assertSerialization(test);
        }