Example #1
0
        //-------------------------------------------------------------------------
        public virtual void test_metadata()
        {
            RatesCurveGroupDefinition test = RatesCurveGroupDefinition.builder().name(CurveGroupName.of("Test")).addCurve(CURVE_DEFN1, GBP, GBP_LIBOR_1M, GBP_LIBOR_3M).build();

            LocalDate     valuationDate = date(2015, 6, 30);
            CurveMetadata meta          = CURVE_DEFN1.metadata(valuationDate, REF_DATA);

            assertEquals(test.metadata(valuationDate, REF_DATA), ImmutableList.of(meta));
        }