public virtual void test_of_period()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
assertEquals(test.Tenor, TENOR_10Y);
assertEquals(test.Convention, CONV);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
coverImmutableBean(test);
FixedInflationSwapTemplate test2 = FixedInflationSwapTemplate.of(TENOR_10Y, CONV2);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FixedInflationSwapTemplate @base = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 5, 6); // T+1
LocalDate endDate = date(2025, 5, 6);
SwapTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), INFL.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product.Legs.get(0), expected.Legs.get(0));
assertEquals(test.Product.Legs.get(1), expected.Legs.get(1));
assertEquals(test.Product, expected);
}
public virtual void test_serialization()
{
FixedInflationSwapTemplate test = FixedInflationSwapTemplate.of(TENOR_10Y, CONV);
assertSerialization(test);
}