public virtual void test_of_twoLegs_xccy() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG_XCCY); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.get(), PAY_LEG_XCCY); assertEquals(test.CrossCurrency, true); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, EUR)); assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, EUR)); assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M, EUR_EURIBOR_3M)); }
public virtual void test_of_oneLeg() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.Present, false); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M)); }