//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableOvernightIndex index = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build();
coverImmutableBean(index);
coverPrivateConstructor(typeof(OvernightIndices));
}
//-------------------------------------------------------------------------
public virtual void test_equals()
{
ImmutableOvernightIndex a = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build();
OvernightIndex b = a.toBuilder().name("Rubbish").build();
assertEquals(a.Equals(b), false);
}
private static OvernightIndex parseOvernightIndex(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 publicationDays = int.Parse(row.getValue(PUBLICATION_DAYS_FIELD));
int effectiveDays = int.Parse(row.getValue(EFFECTIVE_DAYS_FIELD));
DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT));
// build result
return(ImmutableOvernightIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).publicationDateOffset(publicationDays).effectiveDateOffset(effectiveDays).defaultFixedLegDayCount(fixedLegDayCount).build());
}
public virtual void test_serialization()
{
OvernightIndex index = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build();
assertSerialization(index);
}
