public virtual void test_of_period()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
assertEquals(test.Tenor, TENOR_10Y);
assertEquals(test.Convention, CONV);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
coverImmutableBean(test);
FixedInflationSwapTemplate test2 = FixedInflationSwapTemplate.of(TENOR_10Y, CONV2);
coverBeanEquals(test, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FixedInflationSwapTemplate other = (FixedInflationSwapTemplate)obj;
return(JodaBeanUtils.equal(tenor, other.tenor) && JodaBeanUtils.equal(convention, other.convention));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FixedInflationSwapTemplate @base = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 5, 6); // T+1
LocalDate endDate = date(2025, 5, 6);
SwapTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), INFL.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product.Legs.get(0), expected.Legs.get(0));
assertEquals(test.Product.Legs.get(1), expected.Legs.get(1));
assertEquals(test.Product, expected);
}
public virtual void test_serialization()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
assertSerialization(test);
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates a template based on the specified tenor and convention.
/// </summary>
/// <param name="tenor"> the tenor of the swap </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static FixedInflationSwapTemplate of(Tenor tenor, FixedInflationSwapConvention convention)
{
return(FixedInflationSwapTemplate.builder().tenor(tenor).convention(convention).build());
}
