public virtual void test_of_twoLegs() { ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.get(), PAY_LEG); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M)); }
//------------------------------------------------------------------------- public virtual void coverage() { ResolvedIborCapFloor test1 = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); coverImmutableBean(test1); ResolvedIborCapFloorLeg capFloor = ResolvedIborCapFloorLeg.builder().capletFloorletPeriods(PERIOD_1).payReceive(PAY).build(); ResolvedIborCapFloor test2 = ResolvedIborCapFloor.of(capFloor); coverBeanEquals(test1, test2); }
public virtual void test_serialization() { ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG); assertSerialization(test); }