//-------------------------------------------------------------------------
public virtual void coverage()
{
TermDepositTemplate test1 = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION);
coverImmutableBean(test1);
TermDepositTemplate test2 = TermDepositTemplate.of(Period.ofMonths(6), ImmutableTermDepositConvention.of("GBP-Dep", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(2, GBLO)));
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_builder_full()
{
ImmutableTermDepositConvention test = ImmutableTermDepositConvention.builder().name("Test").businessDayAdjustment(BDA_MOD_FOLLOW).currency(EUR).dayCount(ACT_360).spotDateOffset(PLUS_TWO_DAYS).build();
assertEquals(test.Name, "Test");
assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.Currency, EUR);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.SpotDateOffset, PLUS_TWO_DAYS);
}
public virtual void test_of()
{
ImmutableTermDepositConvention test = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);
assertEquals(test.Name, "EUR-Deposit");
assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.Currency, EUR);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.SpotDateOffset, PLUS_TWO_DAYS);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableTermDepositConvention test1 = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);
coverImmutableBean(test1);
ImmutableTermDepositConvention test2 = ImmutableTermDepositConvention.of("GBP-Deposit", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(0, GBLO));
coverBeanEquals(test1, test2);
coverPrivateConstructor(typeof(TermDepositConventions));
coverPrivateConstructor(typeof(StandardTermDepositConventions));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableTermDepositConvention other = (ImmutableTermDepositConvention)obj;
return(JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_toTrade()
{
TermDepositConvention convention = ImmutableTermDepositConvention.builder().name("EUR-Dep").businessDayAdjustment(BDA_MOD_FOLLOW).currency(EUR).dayCount(ACT_360).spotDateOffset(PLUS_TWO_DAYS).build();
LocalDate tradeDate = LocalDate.of(2015, 1, 22);
Period period3M = Period.ofMonths(3);
BuySell buy = BuySell.BUY;
double notional = 2_000_000d;
double rate = 0.0125;
TermDepositTrade trade = convention.createTrade(tradeDate, period3M, buy, notional, rate, REF_DATA);
LocalDate startDateExpected = PLUS_TWO_DAYS.adjust(tradeDate, REF_DATA);
LocalDate endDateExpected = startDateExpected.plus(period3M);
TermDeposit termDepositExpected = TermDeposit.builder().buySell(buy).currency(EUR).notional(notional).startDate(startDateExpected).endDate(endDateExpected).businessDayAdjustment(BDA_MOD_FOLLOW).rate(rate).dayCount(ACT_360).build();
TradeInfo tradeInfoExpected = TradeInfo.of(tradeDate);
assertEquals(trade.Product, termDepositExpected);
assertEquals(trade.Info, tradeInfoExpected);
}
public virtual void test_serialization()
{
ImmutableTermDepositConvention test = ImmutableTermDepositConvention.of("EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS);
assertSerialization(test);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "spotAndConv") public void test_spotAndConv(ImmutableTermDepositConvention convention, int spotT, com.opengamma.strata.basics.date.BusinessDayConvention conv)
public virtual void test_spotAndConv(ImmutableTermDepositConvention convention, int spotT, BusinessDayConvention conv)
{
assertEquals(convention.SpotDateOffset.Days, spotT);
assertEquals(convention.BusinessDayAdjustment.Convention, conv);
}
//-----------------------------------------------------------------------
/// <summary>
/// Obtains a convention based on the specified currency, business day adjustment,
/// day count convention and spot date offset.
/// </summary>
/// <param name="name"> the name of the convention, such as 'GBP-Deposit-ON' </param>
/// <param name="currency"> the currency, in which the payments are made </param>
/// <param name="businessDayAdjustment"> the business day adjustment to apply to the start and end date </param>
/// <param name="dayCount"> the day count convention, used to convert dates to a numerical value </param>
/// <param name="spotDateOffset"> the offset of the spot value date from the trade date </param>
/// <returns> the convention </returns>
public static ImmutableTermDepositConvention of(string name, Currency currency, BusinessDayAdjustment businessDayAdjustment, DayCount dayCount, DaysAdjustment spotDateOffset)
{
return(ImmutableTermDepositConvention.builder().name(name).currency(currency).businessDayAdjustment(businessDayAdjustment).dayCount(dayCount).spotDateOffset(spotDateOffset).build());
}
