public virtual void test_builder()
{
ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.builder().name(NAME).fixedLeg(FIXED).floatingLeg(INFL).spotDateOffset(PLUS_ONE_DAY).build();
assertEquals(test.Name, NAME);
assertEquals(test.FixedLeg, FIXED);
assertEquals(test.FloatingLeg, INFL);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
}
public virtual void test_of_spotDateOffset()
{
ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY);
assertEquals(test.Name, NAME);
assertEquals(test.FixedLeg, FIXED);
assertEquals(test.FloatingLeg, INFL);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY);
coverImmutableBean(test);
ImmutableFixedInflationSwapConvention test2 = ImmutableFixedInflationSwapConvention.of(NAME, FIXED2, INFL2, PLUS_ONE_DAY);
coverBeanEquals(test, test2);
ImmutableFixedInflationSwapConvention test3 = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL3, PLUS_ONE_DAY);
coverBeanEquals(test, test3);
}
//-------------------------------------------------------------------------
public virtual void test_toTrade_dates()
{
ImmutableFixedInflationSwapConvention @base = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 5);
LocalDate endDate = date(2017, 8, 5);
SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, 0.25d);
Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), INFL.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableFixedInflationSwapConvention other = (ImmutableFixedInflationSwapConvention)obj;
return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(fixedLeg, other.fixedLeg) && JodaBeanUtils.equal(floatingLeg, other.floatingLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset));
}
return(false);
}
public virtual void test_serialization()
{
FixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY);
assertSerialization(test);
}
