private static IborIndex parseIborIndex(CsvRow row) { string name = row.getValue(NAME_FIELD); Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD)); bool active = bool.Parse(row.getValue(ACTIVE_FIELD)); DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD)); HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD)); int offsetDays = int.Parse(row.getValue(OFFSET_DAYS_FIELD)); HolidayCalendarId offsetCal = HolidayCalendarId.of(row.getValue(OFFSET_CALENDAR_FIELD)); HolidayCalendarId effectiveCal = HolidayCalendarId.of(row.getValue(EFFECTIVE_DATE_CALENDAR_FIELD)); Tenor tenor = Tenor.parse(row.getValue(TENOR_FIELD)); LocalTime time = LocalTime.parse(row.getValue(FIXING_TIME_FIELD), TIME_FORMAT); ZoneId zoneId = ZoneId.of(row.getValue(FIXING_ZONE_FIELD)); DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT)); // interpret CSV DaysAdjustment fixingOffset = DaysAdjustment.ofBusinessDays(-offsetDays, offsetCal, BusinessDayAdjustment.of(PRECEDING, fixingCal)).normalized(); DaysAdjustment effectiveOffset = DaysAdjustment.ofBusinessDays(offsetDays, offsetCal, BusinessDayAdjustment.of(FOLLOWING, effectiveCal)).normalized(); // convention can be two different things PeriodAdditionConvention periodAdditionConvention = PeriodAdditionConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(PeriodAdditionConventions.NONE); BusinessDayConvention tenorBusinessConvention = BusinessDayConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(isEndOfMonth(periodAdditionConvention) ? MODIFIED_FOLLOWING : FOLLOWING); BusinessDayAdjustment adj = BusinessDayAdjustment.of(tenorBusinessConvention, effectiveCal); TenorAdjustment tenorAdjustment = TenorAdjustment.of(tenor, periodAdditionConvention, adj); // build result return(ImmutableIborIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).fixingDateOffset(fixingOffset).effectiveDateOffset(effectiveOffset).maturityDateOffset(tenorAdjustment).fixingTime(time).fixingZone(zoneId).defaultFixedLegDayCount(fixedLegDayCount).build()); }
//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(PeriodAdditionConvention convention, String name) public virtual void test_extendedEnum(PeriodAdditionConvention convention, string name) { ImmutableMap <string, PeriodAdditionConvention> map = PeriodAdditionConvention.extendedEnum().lookupAll(); assertEquals(map.get(name), convention); }