private FixedInflationSwapTemplate(Tenor tenor, FixedInflationSwapConvention convention)
{
JodaBeanUtils.notNull(tenor, "tenor");
JodaBeanUtils.notNull(convention, "convention");
this.tenor = tenor;
this.convention = convention;
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_extendedEnum(FixedInflationSwapConvention convention, String name)
public virtual void test_extendedEnum(FixedInflationSwapConvention convention, string name)
{
FixedInflationSwapConvention.of(name); // ensures map is populated
ImmutableMap <string, FixedInflationSwapConvention> map = FixedInflationSwapConvention.extendedEnum().lookupAll();
assertEquals(map.get(name), convention);
}
private static CurveNode curveFixedInflationCurveNode(string conventionStr, string timeStr, string label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order)
{
Matcher matcher = SIMPLE_YM_TIME_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH));
if (!matcher.matches())
{
throw new System.ArgumentException(Messages.format("Invalid time format for Fixed-Inflation swap: {}", timeStr));
}
Period periodToEnd = Period.parse("P" + matcher.group(1));
FixedInflationSwapConvention convention = FixedInflationSwapConvention.of(conventionStr);
FixedInflationSwapTemplate template = FixedInflationSwapTemplate.of(Tenor.of(periodToEnd), convention);
return(FixedInflationSwapCurveNode.builder().template(template).rateId(quoteId).additionalSpread(spread).label(label).date(date).dateOrder(order).build());
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 110246592: // tenor
this.tenor_Renamed = (Tenor)newValue;
break;
case 2039569265: // convention
this.convention_Renamed = (FixedInflationSwapConvention)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_serialization()
{
FixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY);
assertSerialization(test);
}
public virtual void test_of_lookup_null()
{
assertThrowsIllegalArg(() => FixedInflationSwapConvention.of((string)null));
}
public virtual void test_of_lookup_notFound()
{
assertThrowsIllegalArg(() => FixedInflationSwapConvention.of("Rubbish"));
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_of_lookup(FixedInflationSwapConvention convention, String name)
public virtual void test_of_lookup(FixedInflationSwapConvention convention, string name)
{
assertEquals(FixedInflationSwapConvention.of(name), convention);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_toString(FixedInflationSwapConvention convention, String name)
public virtual void test_toString(FixedInflationSwapConvention convention, string name)
{
assertEquals(convention.ToString(), name);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_name(FixedInflationSwapConvention convention, String name)
public virtual void test_name(FixedInflationSwapConvention convention, string name)
{
assertEquals(convention.Name, name);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "floatLeg") public void test_float_leg(FixedInflationSwapConvention convention, com.opengamma.strata.basics.index.PriceIndex floatLeg)
public virtual void test_float_leg(FixedInflationSwapConvention convention, PriceIndex floatLeg)
{
assertEquals(convention.FloatingLeg.Index, floatLeg);
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates a template based on the specified tenor and convention.
/// </summary>
/// <param name="tenor"> the tenor of the swap </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static FixedInflationSwapTemplate of(Tenor tenor, FixedInflationSwapConvention convention)
{
return(FixedInflationSwapTemplate.builder().tenor(tenor).convention(convention).build());
}
/// <summary>
/// Sets the market convention of the swap. </summary>
/// <param name="convention"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder convention(FixedInflationSwapConvention convention)
{
JodaBeanUtils.notNull(convention, "convention");
this.convention_Renamed = convention;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(FixedInflationSwapTemplate beanToCopy)
{
this.tenor_Renamed = beanToCopy.Tenor;
this.convention_Renamed = beanToCopy.Convention;
}
