private FixedInflationSwapTemplate(Tenor tenor, FixedInflationSwapConvention convention) { JodaBeanUtils.notNull(tenor, "tenor"); JodaBeanUtils.notNull(convention, "convention"); this.tenor = tenor; this.convention = convention; }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_extendedEnum(FixedInflationSwapConvention convention, String name) public virtual void test_extendedEnum(FixedInflationSwapConvention convention, string name) { FixedInflationSwapConvention.of(name); // ensures map is populated ImmutableMap <string, FixedInflationSwapConvention> map = FixedInflationSwapConvention.extendedEnum().lookupAll(); assertEquals(map.get(name), convention); }
private static CurveNode curveFixedInflationCurveNode(string conventionStr, string timeStr, string label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order) { Matcher matcher = SIMPLE_YM_TIME_REGEX.matcher(timeStr.ToUpper(Locale.ENGLISH)); if (!matcher.matches()) { throw new System.ArgumentException(Messages.format("Invalid time format for Fixed-Inflation swap: {}", timeStr)); } Period periodToEnd = Period.parse("P" + matcher.group(1)); FixedInflationSwapConvention convention = FixedInflationSwapConvention.of(conventionStr); FixedInflationSwapTemplate template = FixedInflationSwapTemplate.of(Tenor.of(periodToEnd), convention); return(FixedInflationSwapCurveNode.builder().template(template).rateId(quoteId).additionalSpread(spread).label(label).date(date).dateOrder(order).build()); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 110246592: // tenor this.tenor_Renamed = (Tenor)newValue; break; case 2039569265: // convention this.convention_Renamed = (FixedInflationSwapConvention)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_serialization() { FixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY); assertSerialization(test); }
public virtual void test_of_lookup_null() { assertThrowsIllegalArg(() => FixedInflationSwapConvention.of((string)null)); }
public virtual void test_of_lookup_notFound() { assertThrowsIllegalArg(() => FixedInflationSwapConvention.of("Rubbish")); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_of_lookup(FixedInflationSwapConvention convention, String name) public virtual void test_of_lookup(FixedInflationSwapConvention convention, string name) { assertEquals(FixedInflationSwapConvention.of(name), convention); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_toString(FixedInflationSwapConvention convention, String name) public virtual void test_toString(FixedInflationSwapConvention convention, string name) { assertEquals(convention.ToString(), name); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_name(FixedInflationSwapConvention convention, String name) public virtual void test_name(FixedInflationSwapConvention convention, string name) { assertEquals(convention.Name, name); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "floatLeg") public void test_float_leg(FixedInflationSwapConvention convention, com.opengamma.strata.basics.index.PriceIndex floatLeg) public virtual void test_float_leg(FixedInflationSwapConvention convention, PriceIndex floatLeg) { assertEquals(convention.FloatingLeg.Index, floatLeg); }
//------------------------------------------------------------------------- /// <summary> /// Creates a template based on the specified tenor and convention. /// </summary> /// <param name="tenor"> the tenor of the swap </param> /// <param name="convention"> the market convention </param> /// <returns> the template </returns> public static FixedInflationSwapTemplate of(Tenor tenor, FixedInflationSwapConvention convention) { return(FixedInflationSwapTemplate.builder().tenor(tenor).convention(convention).build()); }
/// <summary> /// Sets the market convention of the swap. </summary> /// <param name="convention"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder convention(FixedInflationSwapConvention convention) { JodaBeanUtils.notNull(convention, "convention"); this.convention_Renamed = convention; return(this); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(FixedInflationSwapTemplate beanToCopy) { this.tenor_Renamed = beanToCopy.Tenor; this.convention_Renamed = beanToCopy.Convention; }