Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_collectIndices_simple()
        {
            KnownAmountNotionalSwapPaymentPeriod test = KnownAmountNotionalSwapPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).notionalAmount(GBP_P50000).build();

            ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
            test.collectIndices(builder);
            assertEquals(builder.build(), ImmutableSet.of());
        }
Ejemplo n.º 2
0
        public virtual void test_collectIndices_fxReset()
        {
            SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
            KnownAmountNotionalSwapPaymentPeriod test = KnownAmountNotionalSwapPaymentPeriod.of(PAYMENT_2014_10_03, sched, USD_P50000, FX_RESET);

            ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
            test.collectIndices(builder);
            assertEquals(builder.build(), ImmutableSet.of(FX_RESET.Index));
        }