Esempio n. 1
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            FxSwapCurveNode test = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);

            coverImmutableBean(test);
            FxSwapCurveNode test2 = FxSwapCurveNode.builder().label(LABEL).template(FxSwapTemplate.of(Period.ZERO, FAR_PERIOD, CONVENTION)).fxRateId(FX_RATE_ID2).farForwardPointsId(QUOTE_ID_PTS2).date(CurveNodeDate.LAST_FIXING).build();

            coverBeanEquals(test, test2);
        }
Esempio n. 2
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        public virtual void test_builder_defaults()
        {
            FxSwapCurveNode test = FxSwapCurveNode.builder().template(TEMPLATE).farForwardPointsId(QUOTE_ID_PTS).build();

            assertEquals(test.Label, LABEL_AUTO);
            assertEquals(test.FxRateId, FX_RATE_ID);
            assertEquals(test.FarForwardPointsId, QUOTE_ID_PTS);
            assertEquals(test.Template, TEMPLATE);
            assertEquals(test.Date, CurveNodeDate.END);
        }
Esempio n. 3
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        //-------------------------------------------------------------------------
        public virtual void test_builder()
        {
            FxSwapCurveNode test = FxSwapCurveNode.builder().label(LABEL).template(TEMPLATE).fxRateId(FX_RATE_ID2).farForwardPointsId(QUOTE_ID_PTS).date(CurveNodeDate.LAST_FIXING).build();

            assertEquals(test.Label, LABEL);
            assertEquals(test.FxRateId, FX_RATE_ID2);
            assertEquals(test.FarForwardPointsId, QUOTE_ID_PTS);
            assertEquals(test.Template, TEMPLATE);
            assertEquals(test.Date, CurveNodeDate.LAST_FIXING);
        }
Esempio n. 4
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 public virtual void test_builder_noTemplate()
 {
     assertThrowsIllegalArg(() => FxSwapCurveNode.builder().label(LABEL).farForwardPointsId(QUOTE_ID_PTS).build());
 }