//-------------------------------------------------------------------------
// parse the index and default fixed leg day count
private static FloatingRateIndex parseIndex(CsvRow row, string leg)
{
Optional <string> fixedRateOpt = findValue(row, leg, FIXED_RATE_FIELD);
Optional <string> indexOpt = findValue(row, leg, INDEX_FIELD);
if (fixedRateOpt.Present)
{
if (indexOpt.Present)
{
throw new System.ArgumentException("Swap leg must not define both '" + leg + FIXED_RATE_FIELD + "' and '" + leg + INDEX_FIELD + "'");
}
return(null);
}
if (!indexOpt.Present)
{
throw new System.ArgumentException("Swap leg must define either '" + leg + FIXED_RATE_FIELD + "' or '" + leg + INDEX_FIELD + "'");
}
// use FloatingRateName to identify Ibor vs other
string indexStr = indexOpt.get();
FloatingRateName frn = FloatingRateName.parse(indexStr);
if (frn.Type == FloatingRateType.IBOR)
{
// re-parse Ibor using tenor, which ensures tenor picked up from indexStr if present
Frequency freq = Frequency.parse(getValue(row, leg, FREQUENCY_FIELD));
Tenor iborTenor = freq.Term ? frn.DefaultTenor : Tenor.of(freq.Period);
return(FloatingRateIndex.parse(indexStr, iborTenor));
}
return(frn.toFloatingRateIndex());
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "nameType") public void test_name(String name, String indexName, FloatingRateType type)
public virtual void test_name(string name, string indexName, FloatingRateType type)
{
FloatingRateName test = FloatingRateName.of(name);
assertEquals(test.Name, name);
assertEquals(test.Type, type);
assertEquals(test.Currency, test.toFloatingRateIndex().Currency);
}