public virtual void test_of_near_far()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
assertEquals(test.PeriodToNear, NEAR_PERIOD);
assertEquals(test.PeriodToFar, FAR_PERIOD);
assertEquals(test.Convention, CONVENTION);
assertEquals(test.CurrencyPair, EUR_USD);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
coverImmutableBean(test);
FxSwapTemplate test2 = FxSwapTemplate.of(Period.ofMonths(4), Period.ofMonths(7), CONVENTION2);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FxSwapTemplate @base = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
LocalDate tradeDate = LocalDate.of(2015, 10, 29);
FxSwapTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_EUR, FX_RATE_NEAR, FX_RATE_PTS, REF_DATA);
LocalDate spotDate = PLUS_TWO_DAYS.adjust(tradeDate, REF_DATA);
LocalDate nearDate = spotDate.plus(NEAR_PERIOD);
LocalDate farDate = spotDate.plus(FAR_PERIOD);
BusinessDayAdjustment bda = CONVENTION.BusinessDayAdjustment;
FxSwap expected = FxSwap.ofForwardPoints(CurrencyAmount.of(EUR, NOTIONAL_EUR), FxRate.of(EUR, USD, FX_RATE_NEAR), FX_RATE_PTS, nearDate, farDate, bda);
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_serialization()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
assertSerialization(test);
}
