//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "types") public void test_null(PeriodAdditionConvention type) public virtual void test_null(PeriodAdditionConvention type) { assertThrowsIllegalArg(() => type.adjust(null, Period.ofMonths(3), HolidayCalendars.NO_HOLIDAYS)); assertThrowsIllegalArg(() => type.adjust(date(2014, 7, 11), null, HolidayCalendars.NO_HOLIDAYS)); assertThrowsIllegalArg(() => type.adjust(date(2014, 7, 11), Period.ofMonths(3), null)); assertThrowsIllegalArg(() => type.adjust(null, null, null)); }
private static IborIndex parseIborIndex(CsvRow row) { string name = row.getValue(NAME_FIELD); Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD)); bool active = bool.Parse(row.getValue(ACTIVE_FIELD)); DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD)); HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD)); int offsetDays = int.Parse(row.getValue(OFFSET_DAYS_FIELD)); HolidayCalendarId offsetCal = HolidayCalendarId.of(row.getValue(OFFSET_CALENDAR_FIELD)); HolidayCalendarId effectiveCal = HolidayCalendarId.of(row.getValue(EFFECTIVE_DATE_CALENDAR_FIELD)); Tenor tenor = Tenor.parse(row.getValue(TENOR_FIELD)); LocalTime time = LocalTime.parse(row.getValue(FIXING_TIME_FIELD), TIME_FORMAT); ZoneId zoneId = ZoneId.of(row.getValue(FIXING_ZONE_FIELD)); DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT)); // interpret CSV DaysAdjustment fixingOffset = DaysAdjustment.ofBusinessDays(-offsetDays, offsetCal, BusinessDayAdjustment.of(PRECEDING, fixingCal)).normalized(); DaysAdjustment effectiveOffset = DaysAdjustment.ofBusinessDays(offsetDays, offsetCal, BusinessDayAdjustment.of(FOLLOWING, effectiveCal)).normalized(); // convention can be two different things PeriodAdditionConvention periodAdditionConvention = PeriodAdditionConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(PeriodAdditionConventions.NONE); BusinessDayConvention tenorBusinessConvention = BusinessDayConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(isEndOfMonth(periodAdditionConvention) ? MODIFIED_FOLLOWING : FOLLOWING); BusinessDayAdjustment adj = BusinessDayAdjustment.of(tenorBusinessConvention, effectiveCal); TenorAdjustment tenorAdjustment = TenorAdjustment.of(tenor, periodAdditionConvention, adj); // build result return(ImmutableIborIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).fixingDateOffset(fixingOffset).effectiveDateOffset(effectiveOffset).maturityDateOffset(tenorAdjustment).fixingTime(time).fixingZone(zoneId).defaultFixedLegDayCount(fixedLegDayCount).build()); }
private PeriodAdjustment(Period period, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment) { JodaBeanUtils.notNull(period, "period"); JodaBeanUtils.notNull(additionConvention, "additionConvention"); JodaBeanUtils.notNull(adjustment, "adjustment"); this.period = period; this.additionConvention = additionConvention; this.adjustment = adjustment; validate(); }
private TenorAdjustment(Tenor tenor, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment) { JodaBeanUtils.notNull(tenor, "tenor"); JodaBeanUtils.notNull(additionConvention, "additionConvention"); JodaBeanUtils.notNull(adjustment, "adjustment"); this.tenor = tenor; this.additionConvention = additionConvention; this.adjustment = adjustment; validate(); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 110246592: // tenor this.tenor_Renamed = (Tenor)newValue; break; case 1652975501: // additionConvention this.additionConvention_Renamed = (PeriodAdditionConvention)newValue; break; case 1977085293: // adjustment this.adjustment_Renamed = (BusinessDayAdjustment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_of_lookup_null() { assertThrowsIllegalArg(() => PeriodAdditionConvention.of(null)); }
public virtual void test_of_lookup_notFound() { assertThrowsIllegalArg(() => PeriodAdditionConvention.of("Rubbish")); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_extendedEnum(PeriodAdditionConvention convention, String name) public virtual void test_extendedEnum(PeriodAdditionConvention convention, string name) { ImmutableMap <string, PeriodAdditionConvention> map = PeriodAdditionConvention.extendedEnum().lookupAll(); assertEquals(map.get(name), convention); }
//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(PeriodAdditionConvention convention, String name) public virtual void test_of_lookup(PeriodAdditionConvention convention, string name) { assertEquals(PeriodAdditionConvention.of(name), convention); }
//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(PeriodAdditionConvention convention, String name) public virtual void test_toString(PeriodAdditionConvention convention, string name) { assertEquals(convention.ToString(), name); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "name") public void test_name(PeriodAdditionConvention convention, String name) public virtual void test_name(PeriodAdditionConvention convention, string name) { assertEquals(convention.Name, name); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an instance that can adjust a date by the specified tenor. /// <para> /// When adjusting a date, the specified tenor is added to the input date. /// The business day adjustment will then be used to ensure the result is a valid business day. /// /// </para> /// </summary> /// <param name="tenor"> the tenor to add to the input date </param> /// <param name="additionConvention"> the convention used to perform the addition </param> /// <param name="adjustment"> the business day adjustment to apply to the result of the addition </param> /// <returns> the tenor adjustment </returns> public static TenorAdjustment of(Tenor tenor, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment) { return(new TenorAdjustment(tenor, additionConvention, adjustment)); }
/// <summary> /// Sets the addition convention to apply. /// <para> /// When the adjustment is performed, this convention is used to refine the adjusted date. /// The most common convention is to move the end date to the last business day of the month /// if the start date is the last business day of the month. /// </para> /// </summary> /// <param name="additionConvention"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder additionConvention(PeriodAdditionConvention additionConvention) { JodaBeanUtils.notNull(additionConvention, "additionConvention"); this.additionConvention_Renamed = additionConvention; return(this); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(TenorAdjustment beanToCopy) { this.tenor_Renamed = beanToCopy.Tenor; this.additionConvention_Renamed = beanToCopy.AdditionConvention; this.adjustment_Renamed = beanToCopy.Adjustment; }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(PeriodAdjustment beanToCopy) { this.period_Renamed = beanToCopy.Period; this.additionConvention_Renamed = beanToCopy.AdditionConvention; this.adjustment_Renamed = beanToCopy.Adjustment; }
private static bool isEndOfMonth(PeriodAdditionConvention tenorConvention) { return(tenorConvention.Equals(PeriodAdditionConventions.LAST_BUSINESS_DAY) || tenorConvention.Equals(PeriodAdditionConventions.LAST_DAY)); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "convention") public void test_convention(PeriodAdditionConvention convention, java.time.LocalDate input, int months, java.time.LocalDate expected) public virtual void test_convention(PeriodAdditionConvention convention, LocalDate input, int months, LocalDate expected) { assertEquals(convention.adjust(input, Period.ofMonths(months), HolidayCalendars.SAT_SUN), expected); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an instance that can adjust a date by the specified period. /// <para> /// When adjusting a date, the specified period is added to the input date. /// The business day adjustment will then be used to ensure the result is a valid business day. /// /// </para> /// </summary> /// <param name="period"> the period to add to the input date </param> /// <param name="additionConvention"> the convention used to perform the addition </param> /// <param name="adjustment"> the business day adjustment to apply to the result of the addition </param> /// <returns> the period adjustment </returns> public static PeriodAdjustment of(Period period, PeriodAdditionConvention additionConvention, BusinessDayAdjustment adjustment) { return(new PeriodAdjustment(period, additionConvention, adjustment)); }