/// <summary>
/// Obtains a template based on the specified periods and convention.
/// <para>
/// The periods from the spot date to the start date and to the end date are specified.
/// </para>
/// <para>
/// For example, a '2 x 5' FRA has a period to the start date of 2 months and
/// a period to the end date of 5 months.
///
/// </para>
/// </summary>
/// <param name="periodToStart"> the period between the spot date and the start date </param>
/// <param name="periodToEnd"> the period between the spot date and the end date </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static FraTemplate of(Period periodToStart, Period periodToEnd, FraConvention convention)
{
ArgChecker.notNull(periodToStart, "periodToStart");
ArgChecker.notNull(periodToEnd, "periodToEnd");
ArgChecker.notNull(convention, "convention");
return(FraTemplate.builder().periodToStart(periodToStart).periodToEnd(periodToEnd).convention(convention).build());
}
public virtual void test_builder_defaults()
{
FraTemplate test = FraTemplate.builder().periodToStart(Period.ofMonths(2)).convention(FRA_GBP_LIBOR_3M).build();
assertEquals(test.PeriodToStart, Period.ofMonths(2));
assertEquals(test.PeriodToEnd, Period.ofMonths(5)); // defaulted
assertEquals(test.Convention, FRA_GBP_LIBOR_3M);
}
public virtual void test_builder_insufficientInfo()
{
assertThrowsIllegalArg(() => FraTemplate.builder().convention(FRA_GBP_LIBOR_3M).build());
assertThrowsIllegalArg(() => FraTemplate.builder().periodToStart(Period.ofMonths(2)).build());
}
