//-------------------------------------------------------------------------
public virtual void test_getLegs_SwapLegType()
{
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(FIXED), ImmutableList.of(LEG1));
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(IBOR), ImmutableList.of(LEG2));
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(OVERNIGHT), ImmutableList.of());
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(OTHER), ImmutableList.of());
}
public virtual void test_of_singleCurrency()
{
ResolvedSwap test = ResolvedSwap.of(LEG1);
assertEquals(test.Legs, ImmutableSet.of(LEG1));
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
public virtual void test_getLeg_PayReceive()
{
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLeg(PAY), LEG1);
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLeg(RECEIVE), LEG2);
assertEquals(ResolvedSwap.of(LEG1).getLeg(PAY), LEG1);
assertEquals(ResolvedSwap.of(LEG2).getLeg(PAY), null);
assertEquals(ResolvedSwap.of(LEG1).getLeg(RECEIVE), null);
assertEquals(ResolvedSwap.of(LEG2).getLeg(RECEIVE), LEG2);
}
public virtual void test_of()
{
ResolvedSwap test = ResolvedSwap.of(LEG1, LEG2);
assertEquals(test.Legs, ImmutableSet.of(LEG1, LEG2));
assertEquals(test.getLegs(SwapLegType.FIXED), ImmutableList.of(LEG1));
assertEquals(test.getLegs(SwapLegType.IBOR), ImmutableList.of(LEG2));
assertEquals(test.getLeg(PayReceive.PAY), LEG1);
assertEquals(test.getLeg(PayReceive.RECEIVE), LEG2);
assertEquals(test.PayLeg, LEG1);
assertEquals(test.ReceiveLeg, LEG2);
assertEquals(test.StartDate, LEG1.StartDate);
assertEquals(test.EndDate, LEG1.EndDate);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, USD));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
Swap test = Swap.builder().legs(ImmutableList.of(MOCK_GBP1, MOCK_USD1)).build();
assertEquals(test.resolve(REF_DATA), ResolvedSwap.of(MOCK_EXPANDED_GBP1, MOCK_EXPANDED_USD1));
}
