Exemple #1
0
        public virtual void test_builder()
        {
            ImmutableFixedIborSwapConvention test = ImmutableFixedIborSwapConvention.builder().name(NAME).fixedLeg(FIXED).floatingLeg(IBOR).spotDateOffset(PLUS_ONE_DAY).build();

            assertEquals(test.Name, NAME);
            assertEquals(test.FixedLeg, FIXED);
            assertEquals(test.FloatingLeg, IBOR);
            assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
        }