//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableSwapIndex index = ImmutableSwapIndex.builder().name("FooIndex").fixingTime(LocalTime.of(12, 30)).fixingZone(ZoneId.of("Africa/Abidjan")).template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)).build();
coverImmutableBean(index);
coverPrivateConstructor(typeof(SwapIndices));
}
private static SwapIndex parseSwapIndex(CsvRow row)
{
string name = row.getField(NAME_FIELD);
bool active = bool.Parse(row.getField(ACTIVE_FIELD));
FixedIborSwapConvention convention = FixedIborSwapConvention.of(row.getField(CONVENTION_FIELD));
Tenor tenor = Tenor.parse(row.getField(TENOR_FIELD));
LocalTime time = LocalTime.parse(row.getField(FIXING_TIME_FIELD), TIME_FORMAT);
ZoneId zoneId = ZoneId.of(row.getField(FIXING_ZONE_FIELD));
// build result
return(ImmutableSwapIndex.builder().name(name).active(active).fixingTime(time).fixingZone(zoneId).template(FixedIborSwapTemplate.of(tenor, convention)).build());
}
public virtual void test_serialization()
{
SwapIndex index = ImmutableSwapIndex.builder().name("FooIndex").fixingTime(LocalTime.of(12, 30)).fixingZone(ZoneId.of("Africa/Abidjan")).template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)).build();
assertSerialization(index);
}
