//-------------------------------------------------------------------------
public virtual void test_collectIndices_simple()
{
KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000);
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000);
coverImmutableBean(test);
KnownAmountRateComputation test2 = KnownAmountRateComputation.of(GBP_P1000.plus(100));
coverBeanEquals(test, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
KnownAmountRateComputation other = (KnownAmountRateComputation)obj;
return(JodaBeanUtils.equal(amount, other.amount));
}
return(false);
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates the {@code RateComputation} for the stub.
/// </summary>
/// <param name="defaultRate"> the default fixed rate </param>
/// <returns> the rate computation </returns>
internal RateComputation createRateComputation(double defaultRate)
{
if (FixedRate)
{
return(FixedRateComputation.of(fixedRate.Value));
}
else if (KnownAmount)
{
return(KnownAmountRateComputation.of(knownAmount));
}
else
{
return(FixedRateComputation.of(defaultRate));
}
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates the {@code RateComputation} for the stub.
/// </summary>
/// <param name="fixingDate"> the fixing date </param>
/// <param name="defaultIndex"> the default index to use if the stub has no rules </param>
/// <param name="refData"> the reference data </param>
/// <returns> the rate observation </returns>
internal RateComputation createRateComputation(LocalDate fixingDate, IborIndex defaultIndex, ReferenceData refData)
{
if (Interpolated)
{
return(IborInterpolatedRateComputation.of(index, indexInterpolated, fixingDate, refData));
}
else if (FloatingRate)
{
return(IborRateComputation.of(index, fixingDate, refData));
}
else if (FixedRate)
{
return(FixedRateComputation.of(fixedRate.Value));
}
else if (KnownAmount)
{
return(KnownAmountRateComputation.of(knownAmount));
}
else
{
return(IborRateComputation.of(defaultIndex, fixingDate, refData));
}
}
public virtual void test_createRateComputation_knownAmount()
{
IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000);
assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), KnownAmountRateComputation.of(GBP_P1000));
}
public virtual void test_createRateComputation_knownAmount()
{
FixedRateStubCalculation test = FixedRateStubCalculation.ofKnownAmount(GBP_P1000);
assertEquals(test.createRateComputation(3d), KnownAmountRateComputation.of(GBP_P1000));
}
public virtual void test_serialization()
{
KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000);
assertSerialization(test);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000);
assertEquals(test.Amount, GBP_P1000);
}