Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void test_of()
        {
            CashSwaptionSettlement test = CashSwaptionSettlement.of(date(2015, 6, 30), CashSwaptionSettlementMethod.CASH_PRICE);

            assertEquals(test.Method, CashSwaptionSettlementMethod.CASH_PRICE);
            assertEquals(test.SettlementDate, date(2015, 6, 30));
            assertEquals(test.SettlementType, SettlementType.CASH);
        }
Exemple #2
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            CashSwaptionSettlement test = CashSwaptionSettlement.of(date(2015, 6, 30), CashSwaptionSettlementMethod.CASH_PRICE);

            coverImmutableBean(test);
            CashSwaptionSettlement test2 = CashSwaptionSettlement.of(date(2015, 7, 30), CashSwaptionSettlementMethod.PAR_YIELD);

            coverBeanEquals(test, test2);
            coverEnum(typeof(CashSwaptionSettlementMethod));
            coverEnum(typeof(SettlementType));
        }
Exemple #3
0
        public virtual void test_serialization()
        {
            CashSwaptionSettlement test = CashSwaptionSettlement.of(date(2015, 6, 30), CashSwaptionSettlementMethod.CASH_PRICE);

            assertSerialization(test);
        }