Example #1
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            TermDepositTemplate test1 = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);

            coverImmutableBean(test1);
            TermDepositTemplate test2 = TermDepositTemplate.of(Period.ofMonths(6), ImmutableTermDepositConvention.of("GBP-Dep", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(2, GBLO)));

            coverBeanEquals(test1, test2);
        }
Example #2
0
        public virtual void test_of()
        {
            ImmutableTermDepositConvention test = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);

            assertEquals(test.Name, "EUR-Deposit");
            assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW);
            assertEquals(test.Currency, EUR);
            assertEquals(test.DayCount, ACT_360);
            assertEquals(test.SpotDateOffset, PLUS_TWO_DAYS);
        }
Example #3
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            ImmutableTermDepositConvention test1 = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);

            coverImmutableBean(test1);
            ImmutableTermDepositConvention test2 = ImmutableTermDepositConvention.of("GBP-Deposit", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(0, GBLO));

            coverBeanEquals(test1, test2);

            coverPrivateConstructor(typeof(TermDepositConventions));
            coverPrivateConstructor(typeof(StandardTermDepositConventions));
        }
Example #4
0
        public virtual void test_serialization()
        {
            ImmutableTermDepositConvention test = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);

            assertSerialization(test);
        }