Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_withDiscountFactors()
        {
            SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES);

            test = test.withCurve(CURVE2);
            assertEquals(test.Index, GBP_LIBOR_3M);
            assertEquals(test.ValuationDate, DATE_VAL);
            assertEquals(test.Fixings, SERIES);
            assertEquals(test.Curve, CURVE2);
        }