public virtual void test_resolve_twoLegs() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA)); }
public virtual void test_resolve_oneLeg() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.Present, false); }
//------------------------------------------------------------------------- public virtual void coverage() { IborCapFloor test1 = IborCapFloor.of(CAPFLOOR_LEG); coverImmutableBean(test1); IborCapFloorLeg capFloor = IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(RECEIVE).build(); IborCapFloor test2 = IborCapFloor.of(capFloor, PAY_LEG); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void coverage() { IborCapFloorTrade test1 = sut(); coverImmutableBean(test1); IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build()); IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build(); coverBeanEquals(test1, test2); }
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)); }
public virtual void test_serialization() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG); assertSerialization(test); }