Ejemplo n.º 1
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        public virtual void test_of()
        {
            TermDepositTemplate test = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);

            assertEquals(test.Convention, CONVENTION);
            assertEquals(test.DepositPeriod, DEPOSIT_PERIOD);
        }
Ejemplo n.º 2
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        public virtual void test_builder()
        {
            TermDepositTemplate test = TermDepositTemplate.builder().convention(CONVENTION).depositPeriod(DEPOSIT_PERIOD).build();

            assertEquals(test.Convention, CONVENTION);
            assertEquals(test.DepositPeriod, DEPOSIT_PERIOD);
        }
Ejemplo n.º 3
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            TermDepositTemplate test1 = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);

            coverImmutableBean(test1);
            TermDepositTemplate test2 = TermDepositTemplate.of(Period.ofMonths(6), ImmutableTermDepositConvention.of("GBP-Dep", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(2, GBLO)));

            coverBeanEquals(test1, test2);
        }
Ejemplo n.º 4
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 public override bool Equals(object obj)
 {
     if (obj == this)
     {
         return(true);
     }
     if (obj != null && obj.GetType() == this.GetType())
     {
         TermDepositTemplate other = (TermDepositTemplate)obj;
         return(JodaBeanUtils.equal(depositPeriod, other.depositPeriod) && JodaBeanUtils.equal(convention, other.convention));
     }
     return(false);
 }
Ejemplo n.º 5
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        public virtual void test_createTrade()
        {
            TermDepositTemplate template       = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);
            LocalDate           tradeDate      = LocalDate.of(2015, 1, 23);
            BuySell             buy            = BuySell.BUY;
            double           notional          = 2_000_000d;
            double           rate              = 0.0125;
            TermDepositTrade trade             = template.createTrade(tradeDate, buy, notional, rate, REF_DATA);
            TradeInfo        tradeInfoExpected = TradeInfo.of(tradeDate);
            LocalDate        startDateExpected = PLUS_TWO_DAYS.adjust(tradeDate, REF_DATA);
            LocalDate        endDateExpected   = startDateExpected.plus(DEPOSIT_PERIOD);
            TermDeposit      productExpected   = TermDeposit.builder().buySell(buy).currency(EUR).notional(notional).businessDayAdjustment(BDA_MOD_FOLLOW).startDate(startDateExpected).endDate(endDateExpected).rate(rate).dayCount(ACT_360).build();

            assertEquals(trade.Info, tradeInfoExpected);
            assertEquals(trade.Product, productExpected);
        }
Ejemplo n.º 6
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 public virtual void test_builder_negativePeriod()
 {
     assertThrowsIllegalArg(() => TermDepositTemplate.builder().convention(CONVENTION).depositPeriod(Period.ofMonths(-2)).build());
 }
Ejemplo n.º 7
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        public virtual void test_serialization()
        {
            TermDepositTemplate test = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);

            assertSerialization(test);
        }
Ejemplo n.º 8
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 //-------------------------------------------------------------------------
 /// <summary>
 /// Obtains a template based on the specified period and convention.
 /// </summary>
 /// <param name="depositPeriod">  the period between the start date and the end date </param>
 /// <param name="convention">  the market convention </param>
 /// <returns> the template </returns>
 public static TermDepositTemplate of(Period depositPeriod, TermDepositConvention convention)
 {
     ArgChecker.notNull(depositPeriod, "depositPeriod");
     ArgChecker.notNull(convention, "convention");
     return(TermDepositTemplate.builder().depositPeriod(depositPeriod).convention(convention).build());
 }