public virtual void test_of_weekly_reverseOrder()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(EUR_EURIBOR_2W, EUR_EURIBOR_1W, FIXING_DATE, REF_DATA);
assertEquals(test.ShortObservation, EUR_EURIBOR_1W_OBS);
assertEquals(test.LongObservation, EUR_EURIBOR_2W_OBS);
assertEquals(test.FixingDate, FIXING_DATE);
}
//-------------------------------------------------------------------------
public virtual void test_collectIndices()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_3M, FIXING_DATE, REF_DATA);
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of(GBP_LIBOR_1M, GBP_LIBOR_3M));
}
public virtual void test_of_monthly_reverseOrder()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_3M, GBP_LIBOR_1M, FIXING_DATE, REF_DATA);
assertEquals(test.ShortObservation, GBP_LIBOR_1M_OBS);
assertEquals(test.LongObservation, GBP_LIBOR_3M_OBS);
assertEquals(test.FixingDate, FIXING_DATE);
}
public virtual void test_of_weekMonthCombination()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1W, GBP_LIBOR_1M, FIXING_DATE, REF_DATA);
assertEquals(test.ShortObservation, GBP_LIBOR_1W_OBS);
assertEquals(test.LongObservation, GBP_LIBOR_1M_OBS);
assertEquals(test.FixingDate, FIXING_DATE);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_3M, FIXING_DATE, REF_DATA);
coverImmutableBean(test);
IborInterpolatedRateComputation test2 = IborInterpolatedRateComputation.of(USD_LIBOR_1M, USD_LIBOR_3M, date(2014, 7, 30), REF_DATA);
coverBeanEquals(test, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborInterpolatedRateComputation other = (IborInterpolatedRateComputation)obj;
return(JodaBeanUtils.equal(shortObservation, other.shortObservation) && JodaBeanUtils.equal(longObservation, other.longObservation));
}
return(false);
}
public virtual void test_serialization()
{
IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_3M, FIXING_DATE, REF_DATA);
assertSerialization(test);
}
public virtual void test_of_differentFixingDates()
{
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.meta().builder().set(IborInterpolatedRateComputation.meta().shortObservation(), GBP_LIBOR_1M_OBS).set(IborInterpolatedRateComputation.meta().longObservation(), GBP_LIBOR_3M_OBS2).build());
}
public virtual void test_of_differentCurrencies()
{
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.of(EUR_EURIBOR_2W, GBP_LIBOR_1M, FIXING_DATE, REF_DATA));
}
public virtual void test_builder_indexOrder()
{
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.meta().builder().set(IborInterpolatedRateComputation.meta().shortObservation(), GBP_LIBOR_3M_OBS).set(IborInterpolatedRateComputation.meta().longObservation(), GBP_LIBOR_1M_OBS).build());
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.meta().builder().set(IborInterpolatedRateComputation.meta().shortObservation(), EUR_EURIBOR_2W_OBS).set(IborInterpolatedRateComputation.meta().longObservation(), EUR_EURIBOR_1W_OBS).build());
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.of(EUR_EURIBOR_2W_OBS, EUR_EURIBOR_1W_OBS));
}
public virtual void test_of_sameIndex()
{
assertThrowsIllegalArg(() => IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_1M, FIXING_DATE, REF_DATA));
}
