//-------------------------------------------------------------------------
public virtual void test_collectIndices()
{
IborRateComputation test = IborRateComputation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA);
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of(GBP_LIBOR_3M));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborRateComputation test = IborRateComputation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA);
coverImmutableBean(test);
IborRateComputation test2 = IborRateComputation.of(GBP_LIBOR_1M, date(2014, 7, 30), REF_DATA);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
IborRateComputation test = IborRateComputation.of(USD_LIBOR_3M, date(2016, 2, 18), REF_DATA);
IborIndexObservation obs = IborIndexObservation.of(USD_LIBOR_3M, date(2016, 2, 18), REF_DATA);
IborRateComputation expected = IborRateComputation.of(obs);
assertEquals(test, expected);
assertEquals(test.Currency, USD);
assertEquals(test.Index, obs.Index);
assertEquals(test.FixingDate, obs.FixingDate);
assertEquals(test.EffectiveDate, obs.EffectiveDate);
assertEquals(test.MaturityDate, obs.MaturityDate);
assertEquals(test.YearFraction, obs.YearFraction);
}
public virtual void test_serialization()
{
IborRateComputation test = IborRateComputation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA);
assertSerialization(test);
}