public virtual void test_of_spotDateOffset() { ImmutableFixedIborSwapConvention test = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR, PLUS_ONE_DAY); assertEquals(test.Name, NAME); assertEquals(test.FixedLeg, FIXED); assertEquals(test.FloatingLeg, IBOR); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
public virtual void test_builder() { ImmutableFixedIborSwapConvention test = ImmutableFixedIborSwapConvention.builder().name(NAME).fixedLeg(FIXED).floatingLeg(IBOR).spotDateOffset(PLUS_ONE_DAY).build(); assertEquals(test.Name, NAME); assertEquals(test.FixedLeg, FIXED); assertEquals(test.FloatingLeg, IBOR); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
//------------------------------------------------------------------------- public virtual void test_of() { ImmutableFixedIborSwapConvention test = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR); assertEquals(test.Name, NAME); assertEquals(test.FixedLeg, FIXED); assertEquals(test.FloatingLeg, IBOR); assertEquals(test.SpotDateOffset, USD_LIBOR_3M.EffectiveDateOffset); }
//------------------------------------------------------------------------- public virtual void coverage() { ImmutableFixedIborSwapConvention test = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR); coverImmutableBean(test); ImmutableFixedIborSwapConvention test2 = ImmutableFixedIborSwapConvention.of("GBP-Swap", FIXED2, IBOR2); coverBeanEquals(test, test2); ImmutableFixedIborSwapConvention test3 = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR3); coverBeanEquals(test, test3); }
public virtual void test_toTrade_dates() { FixedIborSwapConvention @base = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 5); LocalDate endDate = date(2015, 11, 5); SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, 0.25d); Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), IBOR.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public virtual void test_toTrade_periodTenor() { FixedIborSwapConvention @base = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 7); LocalDate endDate = date(2025, 8, 7); SwapTrade test = @base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA); Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), IBOR.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ImmutableFixedIborSwapConvention other = (ImmutableFixedIborSwapConvention)obj; return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(fixedLeg, other.fixedLeg) && JodaBeanUtils.equal(floatingLeg, other.floatingLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset)); } return(false); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableFixedIborSwapConvention convention, int lag) public virtual void test_spot_lag(ImmutableFixedIborSwapConvention convention, int lag) { assertEquals(convention.SpotDateOffset.Days, lag); }
public virtual void test_serialization() { FixedIborSwapConvention test = ImmutableFixedIborSwapConvention.of(NAME, FIXED, IBOR); assertSerialization(test); }