//------------------------------------------------------------------------- public virtual void coverage() { SwapLegAmount la1 = SwapLegAmount.builder().amount(CURRENCY_AMOUNT).payReceive(PayReceive.PAY).type(SwapLegType.FIXED).currency(Currency.EUR).build(); coverImmutableBean(la1); SwapLegAmount la2 = SwapLegAmount.builder().amount(CurrencyAmount.of(Currency.GBP, 10000)).payReceive(PayReceive.RECEIVE).type(SwapLegType.IBOR).currency(Currency.GBP).build(); coverBeanEquals(la1, la2); }
//------------------------------------------------------------------------- public virtual void convertedTo() { SwapLegAmount legAmount = SwapLegAmount.builder().amount(CurrencyAmount.of(Currency.GBP, 10)).payReceive(PayReceive.PAY).type(SwapLegType.FIXED).currency(Currency.GBP).build(); SwapLegAmount convertedAmount = legAmount.convertedTo(Currency.USD, FxRate.of(Currency.GBP, Currency.USD, 1.6)); assertThat(convertedAmount.Amount.Currency).isEqualTo(Currency.USD); assertThat(convertedAmount.Amount.Amount).isEqualTo(16.0); assertThat(convertedAmount.PayReceive).isEqualTo(legAmount.PayReceive); assertThat(convertedAmount.Type).isEqualTo(legAmount.Type); assertThat(convertedAmount.Currency).isEqualTo(legAmount.Currency); }
//------------------------------------------------------------------------- public virtual void coverage() { LegAmounts test1 = LegAmounts.of(LEG_AMOUNT_1, LEG_AMOUNT_2); coverImmutableBean(test1); LegAmount swapLeg = SwapLegAmount.builder().amount(CurrencyAmount.of(Currency.GBP, 1557.445)).payReceive(PayReceive.PAY).type(SwapLegType.FIXED).currency(Currency.EUR).build(); LegAmounts test2 = LegAmounts.of(swapLeg); coverBeanEquals(test1, test2); }
public virtual void test_serialization() { SwapLegAmount la = SwapLegAmount.builder().amount(CURRENCY_AMOUNT).payReceive(PayReceive.PAY).type(SwapLegType.FIXED).currency(Currency.EUR).build(); assertSerialization(la); }