Exemple #1
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 /// <summary>
 /// Restricted copy constructor. </summary>
 /// <param name="beanToCopy">  the bean to copy from, not null </param>
 internal Builder(OvernightRateCalculation beanToCopy)
 {
     this.dayCount_Renamed           = beanToCopy.DayCount;
     this.index_Renamed              = beanToCopy.Index;
     this.accrualMethod_Renamed      = beanToCopy.AccrualMethod;
     this.negativeRateMethod_Renamed = beanToCopy.NegativeRateMethod;
     this.rateCutOffDays_Renamed     = beanToCopy.RateCutOffDays;
     this.gearing_Renamed            = beanToCopy.gearing;
     this.spread_Renamed             = beanToCopy.spread;
 }
Exemple #2
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 private OvernightRateCalculation(DayCount dayCount, OvernightIndex index, OvernightAccrualMethod accrualMethod, NegativeRateMethod negativeRateMethod, int rateCutOffDays, ValueSchedule gearing, ValueSchedule spread)
 {
     JodaBeanUtils.notNull(dayCount, "dayCount");
     JodaBeanUtils.notNull(index, "index");
     JodaBeanUtils.notNull(accrualMethod, "accrualMethod");
     JodaBeanUtils.notNull(negativeRateMethod, "negativeRateMethod");
     ArgChecker.notNegative(rateCutOffDays, "rateCutOffDays");
     this.dayCount           = dayCount;
     this.index              = index;
     this.accrualMethod      = accrualMethod;
     this.negativeRateMethod = negativeRateMethod;
     this.rateCutOffDays     = rateCutOffDays;
     this.gearing            = gearing;
     this.spread             = spread;
 }
Exemple #3
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            public override Builder set(string propertyName, object newValue)
            {
                switch (propertyName.GetHashCode())
                {
                case 1905311443:         // dayCount
                    this.dayCount_Renamed = (DayCount)newValue;
                    break;

                case 100346066:         // index
                    this.index_Renamed = (OvernightIndex)newValue;
                    break;

                case -1335729296:         // accrualMethod
                    this.accrualMethod_Renamed = (OvernightAccrualMethod)newValue;
                    break;

                case 1969081334:         // negativeRateMethod
                    this.negativeRateMethod_Renamed = (NegativeRateMethod)newValue;
                    break;

                case -92095804:         // rateCutOffDays
                    this.rateCutOffDays_Renamed = (int?)newValue.Value;
                    break;

                case -91774989:         // gearing
                    this.gearing_Renamed = (ValueSchedule)newValue;
                    break;

                case -895684237:         // spread
                    this.spread_Renamed = (ValueSchedule)newValue;
                    break;

                default:
                    throw new NoSuchElementException("Unknown property: " + propertyName);
                }
                return(this);
            }
Exemple #4
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 /// <summary>
 /// Sets the method of accruing overnight interest, defaulted to 'Compounded'.
 /// <para>
 /// Two methods of accrual are supported - compounding and averaging.
 /// Averaging is primarily related to the 'USD-FED-FUND' index.
 /// </para>
 /// </summary>
 /// <param name="accrualMethod">  the new value, not null </param>
 /// <returns> this, for chaining, not null </returns>
 public Builder accrualMethod(OvernightAccrualMethod accrualMethod)
 {
     JodaBeanUtils.notNull(accrualMethod, "accrualMethod");
     this.accrualMethod_Renamed = accrualMethod;
     return(this);
 }
Exemple #5
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 public virtual void test_of_lookup_null()
 {
     assertThrows(() => OvernightAccrualMethod.of(null), typeof(System.ArgumentException));
 }
Exemple #6
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 public virtual void test_of_lookup_notFound()
 {
     assertThrows(() => OvernightAccrualMethod.of("Rubbish"), typeof(System.ArgumentException));
 }
Exemple #7
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_of_lookup(OvernightAccrualMethod convention, String name)
        public virtual void test_of_lookup(OvernightAccrualMethod convention, string name)
        {
            assertEquals(OvernightAccrualMethod.of(name), convention);
        }
Exemple #8
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//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_toString(OvernightAccrualMethod convention, String name)
        public virtual void test_toString(OvernightAccrualMethod convention, string name)
        {
            assertEquals(convention.ToString(), name);
        }