public ImmutableList <RateAccrualPeriod> createAccrualPeriods(Schedule accrualSchedule, Schedule paymentSchedule, ReferenceData refData)
{
// avoid null stub definitions if there are stubs
FixedRateStubCalculation initialStub = firstNonNull(this.initialStub, FixedRateStubCalculation.NONE);
FixedRateStubCalculation finalStub = firstNonNull(this.finalStub, FixedRateStubCalculation.NONE);
Optional <SchedulePeriod> scheduleInitialStub = accrualSchedule.InitialStub;
Optional <SchedulePeriod> scheduleFinalStub = accrualSchedule.FinalStub;
// resolve data by schedule
DoubleArray resolvedRates = rate.resolveValues(accrualSchedule);
// build accrual periods
ImmutableList.Builder <RateAccrualPeriod> accrualPeriods = ImmutableList.builder();
for (int i = 0; i < accrualSchedule.size(); i++)
{
SchedulePeriod period = accrualSchedule.getPeriod(i);
double yearFraction = period.yearFraction(dayCount, accrualSchedule);
// handle stubs
RateComputation rateComputation;
if (scheduleInitialStub.Present && scheduleInitialStub.get() == period)
{
rateComputation = initialStub.createRateComputation(resolvedRates.get(i));
}
else if (scheduleFinalStub.Present && scheduleFinalStub.get() == period)
{
rateComputation = finalStub.createRateComputation(resolvedRates.get(i));
}
else
{
rateComputation = FixedRateComputation.of(resolvedRates.get(i));
}
accrualPeriods.add(new RateAccrualPeriod(period, yearFraction, rateComputation));
}
return(accrualPeriods.build());
}
public virtual void test_createRateComputation_knownAmount()
{
FixedRateStubCalculation test = FixedRateStubCalculation.ofKnownAmount(GBP_P1000);
assertEquals(test.createRateComputation(3d), KnownAmountRateComputation.of(GBP_P1000));
}
public virtual void test_createRateComputation_fixedRate()
{
FixedRateStubCalculation test = FixedRateStubCalculation.ofFixedRate(0.025d);
assertEquals(test.createRateComputation(3d), FixedRateComputation.of(0.025d));
}
//-------------------------------------------------------------------------
public virtual void test_createRateComputation_NONE()
{
FixedRateStubCalculation test = FixedRateStubCalculation.NONE;
assertEquals(test.createRateComputation(3d), FixedRateComputation.of(3d));
}
