public virtual void test_toTemplate_badDateOrder()
{
FraConvention @base = FraConvention.of(GBP_LIBOR_3M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 4, 5);
LocalDate endDate = date(2015, 7, 5);
LocalDate paymentDate = date(2015, 8, 7);
assertThrowsIllegalArg(() => @base.toTrade(tradeDate, startDate, endDate, paymentDate, BUY, NOTIONAL_2M, 0.25d));
}
public virtual void test_toTrade_dates_paymentOffset()
{
FraConvention @base = ImmutableFraConvention.builder().index(GBP_LIBOR_3M).spotDateOffset(NEXT_SAME_BUS_DAY).paymentDateOffset(PLUS_TWO_DAYS).build();
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 5);
LocalDate endDate = date(2015, 11, 5);
LocalDate paymentDate = date(2015, 8, 7);
FraTrade test = @base.toTrade(tradeDate, startDate, endDate, paymentDate, BUY, NOTIONAL_2M, 0.25d);
Fra expected = Fra.builder().buySell(BUY).notional(NOTIONAL_2M).startDate(date(2015, 8, 5)).endDate(date(2015, 11, 5)).paymentDate(AdjustableDate.of(paymentDate, PLUS_TWO_DAYS.Adjustment)).fixedRate(0.25d).index(GBP_LIBOR_3M).build();
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}