public virtual void test_of_period()
{
FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
assertEquals(test.PeriodToStart, Period.ofMonths(3));
assertEquals(test.Tenor, TENOR_10Y);
assertEquals(test.Convention, CONV);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
coverImmutableBean(test);
FixedOvernightSwapTemplate test2 = FixedOvernightSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, CONV2);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FixedOvernightSwapTemplate @base = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
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), FFUND_LEG.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_serialization()
{
FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
assertSerialization(test);
}
