//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS);
coverImmutableBean(test);
ImmutableXCcyIborIborSwapConvention test2 = ImmutableXCcyIborIborSwapConvention.of("XXX", USD3M, EUR3M, NEXT_SAME_BUS_DAY);
coverBeanEquals(test, test2);
}
public virtual void test_builder()
{
ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.builder().name(NAME).spreadLeg(EUR3M).flatLeg(USD3M).spotDateOffset(PLUS_ONE_DAY).build();
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, EUR3M);
assertEquals(test.FlatLeg, USD3M);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
assertEquals(test.CurrencyPair, EUR_USD);
}
public virtual void test_of_spotDateOffset()
{
ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_ONE_DAY);
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, EUR3M);
assertEquals(test.FlatLeg, USD3M);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
assertEquals(test.CurrencyPair, EUR_USD);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M);
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, EUR3M);
assertEquals(test.FlatLeg, USD3M);
assertEquals(test.SpotDateOffset, EUR3M.Index.EffectiveDateOffset);
assertEquals(test.CurrencyPair, EUR_USD);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
XCcyIborIborSwapTemplate test = XCcyIborIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV);
coverImmutableBean(test);
DaysAdjustment bda2 = DaysAdjustment.ofBusinessDays(1, EUTA);
XCcyIborIborSwapConvention conv2 = ImmutableXCcyIborIborSwapConvention.of("XXX", USD3M, EUR3M, bda2);
XCcyIborIborSwapTemplate test2 = XCcyIborIborSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, conv2);
coverBeanEquals(test, test2);
}
public virtual void test_toTrade_dates()
{
ImmutableXCcyIborIborSwapConvention @base = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 5);
LocalDate endDate = date(2015, 11, 5);
SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, NOTIONAL_2M * FX_EUR_USD, 0.25d);
Swap expected = Swap.of(EUR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), USD3M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M * FX_EUR_USD));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_toTrade_periodTenor()
{
ImmutableXCcyIborIborSwapConvention @base = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = @base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, NOTIONAL_2M * FX_EUR_USD, 0.25d, REF_DATA);
Swap expected = Swap.of(EUR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), USD3M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M * FX_EUR_USD));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableXCcyIborIborSwapConvention other = (ImmutableXCcyIborIborSwapConvention)obj;
return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(spreadLeg, other.spreadLeg) && JodaBeanUtils.equal(flatLeg, other.flatLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset));
}
return(false);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableXCcyIborIborSwapConvention convention, int lag)
public virtual void test_spot_lag(ImmutableXCcyIborIborSwapConvention convention, int lag)
{
assertEquals(convention.SpotDateOffset.Days, lag);
}
public virtual void test_serialization()
{
ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS);
assertSerialization(test);
}
