//-------------------------------------------------------------------------
public virtual void coverage()
{
TermDeposit test1 = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build();
coverImmutableBean(test1);
TermDeposit test2 = TermDeposit.builder().buySell(BuySell.BUY).startDate(LocalDate.of(2015, 1, 21)).endDate(LocalDate.of(2015, 7, 21)).dayCount(ACT_360).notional(NOTIONAL).currency(EUR).rate(RATE).build();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
TermDeposit @base = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build();
ResolvedTermDeposit test = @base.resolve(REF_DATA);
LocalDate expectedEndDate = BDA_MOD_FOLLOW.adjust(END_DATE, REF_DATA);
double expectedYearFraction = ACT_365F.yearFraction(START_DATE, expectedEndDate);
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, expectedEndDate);
assertEquals(test.Notional, -NOTIONAL);
assertEquals(test.YearFraction, expectedYearFraction, EPS);
assertEquals(test.Interest, -RATE * expectedYearFraction * NOTIONAL, NOTIONAL * EPS);
assertEquals(test.Rate, RATE);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
TermDeposit test = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build();
assertEquals(test.BuySell, SELL);
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, END_DATE);
assertEquals(test.BusinessDayAdjustment.get(), BDA_MOD_FOLLOW);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.Rate, RATE);
assertEquals(test.Currency, GBP);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allCurrencies(), ImmutableSet.of(GBP));
}
public virtual void test_builder_wrongDates()
{
assertThrowsIllegalArg(() => TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(LocalDate.of(2014, 10, 19)).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(EUR).rate(RATE).build());
}
public virtual void test_serialization()
{
TermDeposit test = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build();
assertSerialization(test);
}
