public virtual void test_builder_NZD() { ImmutableFraConvention test = ImmutableFraConvention.of(NZD_INDEX); assertEquals(test.Index, NZD_INDEX); assertEquals(test.Discounting, AFMA); }
//------------------------------------------------------------------------- //JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @DataProvider(name = "name") public static Object[][] data_name() public static object[][] data_name() { return(new object[][] { new object[] { ImmutableFraConvention.of(GBP_LIBOR_3M), "GBP-LIBOR-3M" }, new object[] { ImmutableFraConvention.of(USD_LIBOR_3M), "USD-LIBOR-3M" } }); }
//------------------------------------------------------------------------- public virtual void test_of_index() { ImmutableFraConvention test = ImmutableFraConvention.of(GBP_LIBOR_3M); assertEquals(test.Index, GBP_LIBOR_3M); assertEquals(test.Name, GBP_LIBOR_3M.Name); assertEquals(test.Currency, GBP); assertEquals(test.SpotDateOffset, GBP_LIBOR_3M.EffectiveDateOffset); assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW); assertEquals(test.PaymentDateOffset, DaysAdjustment.NONE); assertEquals(test.FixingDateOffset, GBP_LIBOR_3M.FixingDateOffset); assertEquals(test.DayCount, ACT_365F); assertEquals(test.Discounting, ISDA); // ensure other factories match assertEquals(FraConvention.of(GBP_LIBOR_3M), test); assertEquals(FraConventions.of(GBP_LIBOR_3M), test); }
private static FraConvention createByName(string name) { return(IborIndex.extendedEnum().find(name).map(index => ImmutableFraConvention.of(index)).orElse(null)); }