public virtual void test_valid2()
{
ImmutableMap <string, HolidayCalendar> lookup = HolidayCalendarIniLookup.loadFromIni("HolidayCalendarDataValid2.ini");
assertEquals(lookup.size(), 1);
HolidayCalendar test = lookup.get("TEST-VALID");
assertTrue(test.isHoliday(date(2015, 1, 1)));
assertTrue(test.isHoliday(date(2015, 1, 6)));
assertTrue(test.isHoliday(date(2015, 4, 5)));
assertTrue(test.isHoliday(date(2015, 12, 25)));
assertTrue(test.isHoliday(date(2016, 1, 1)));
assertEquals(test.Name, "TEST-VALID");
assertEquals(test.ToString(), "HolidayCalendar[TEST-VALID]");
}
//-------------------------------------------------------------------------
public virtual void test_NO_HOLIDAYS()
{
HolidayCalendar test = HolidayCalendars.NO_HOLIDAYS;
LocalDateUtils.stream(LocalDate.of(2011, 1, 1), LocalDate.of(2015, 1, 31)).forEach(date =>
{
assertEquals(test.isBusinessDay(date), true);
assertEquals(test.isHoliday(date), false);
});
assertEquals(test.Name, "NoHolidays");
assertEquals(test.ToString(), "HolidayCalendar[NoHolidays]");
}
//-------------------------------------------------------------------------
public virtual void test_THU_FRI()
{
HolidayCalendar test = HolidayCalendars.THU_FRI;
LocalDateUtils.stream(LocalDate.of(2011, 1, 1), LocalDate.of(2015, 1, 31)).forEach(date =>
{
bool isBusinessDay = date.DayOfWeek != THURSDAY && date.DayOfWeek != FRIDAY;
assertEquals(test.isBusinessDay(date), isBusinessDay);
assertEquals(test.isHoliday(date), !isBusinessDay);
});
assertEquals(test.Name, "Thu/Fri");
assertEquals(test.ToString(), "HolidayCalendar[Thu/Fri]");
}
//-------------------------------------------------------------------------
public virtual void test_FRI_SAT()
{
HolidayCalendar test = HolidayCalendars.FRI_SAT;
LocalDateUtils.stream(LocalDate.of(2011, 1, 1), LocalDate.of(2015, 1, 31)).forEach(date =>
{
bool isBusinessDay = date.DayOfWeek != FRIDAY && date.DayOfWeek != SATURDAY;
assertEquals(test.isBusinessDay(date), isBusinessDay);
assertEquals(test.isHoliday(date), !isBusinessDay);
});
assertEquals(test.Name, "Fri/Sat");
assertEquals(test.ToString(), "HolidayCalendar[Fri/Sat]");
}
//-------------------------------------------------------------------------
public virtual void test_SAT_SUN()
{
HolidayCalendar test = HolidayCalendars.SAT_SUN;
LocalDateUtils.stream(LocalDate.of(2011, 1, 1), LocalDate.of(2015, 1, 31)).forEach(date =>
{
bool isBusinessDay = date.DayOfWeek != SATURDAY && date.DayOfWeek != SUNDAY;
assertEquals(test.isBusinessDay(date), isBusinessDay);
assertEquals(test.isHoliday(date), !isBusinessDay);
});
assertEquals(test.Name, "Sat/Sun");
assertEquals(test.ToString(), "HolidayCalendar[Sat/Sun]");
}
public LocalDate calculateFixingFromMaturity(LocalDate maturityDate, ReferenceData refData)
{
// handle case where the input date is not a valid maturity date
LocalDate maturityBusinessDay = maturityDateCalendar().resolve(refData).nextOrSame(maturityDate);
// find the fixing date iteratively
HolidayCalendar fixingCal = fixingCalendar.resolve(refData);
DateAdjuster maturityFromFixing = maturityDateOffset.resolve(refData);
LocalDate fixingDate = maturityBusinessDay;
while (fixingCal.isHoliday(fixingDate) || maturityFromFixing.adjust(fixingDate).isAfter(maturityBusinessDay))
{
fixingDate = fixingDate.minusDays(1);
}
return(fixingDate);
}
//-------------------------------------------------------------------------
public virtual void test_combinedWith()
{
HolidayCalendar base1 = new MockHolCal();
HolidayCalendar base2 = HolidayCalendars.FRI_SAT;
HolidayCalendar test = base1.combinedWith(base2);
assertEquals(test.ToString(), "HolidayCalendar[Fri/Sat+Mock]");
assertEquals(test.Name, "Fri/Sat+Mock");
assertEquals(test.Equals(base1.combinedWith(base2)), true);
assertEquals(test.Equals(ANOTHER_TYPE), false);
assertEquals(test.Equals(null), false);
assertEquals(test.GetHashCode(), base1.combinedWith(base2).GetHashCode());
assertEquals(test.isHoliday(THU_2014_07_10), false);
assertEquals(test.isHoliday(FRI_2014_07_11), true);
assertEquals(test.isHoliday(SAT_2014_07_12), true);
assertEquals(test.isHoliday(SUN_2014_07_13), true);
assertEquals(test.isHoliday(MON_2014_07_14), false);
assertEquals(test.isHoliday(TUE_2014_07_15), false);
assertEquals(test.isHoliday(WED_2014_07_16), true);
assertEquals(test.isHoliday(THU_2014_07_17), false);
assertEquals(test.isHoliday(FRI_2014_07_18), true);
assertEquals(test.isHoliday(SAT_2014_07_19), true);
assertEquals(test.isHoliday(SUN_2014_07_20), true);
assertEquals(test.isHoliday(MON_2014_07_21), false);
}
