Esempio n. 1
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            ResolvedTermDeposit test1 = ResolvedTermDeposit.builder().currency(GBP).notional(PRINCIPAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).rate(RATE).build();

            coverImmutableBean(test1);
            ResolvedTermDeposit test2 = ResolvedTermDeposit.builder().currency(GBP).notional(-50000000).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).rate(0.0145).build();

            coverBeanEquals(test1, test2);
        }
Esempio n. 2
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        //-------------------------------------------------------------------------
        public virtual void test_builder()
        {
            ResolvedTermDeposit test = ResolvedTermDeposit.builder().currency(GBP).notional(PRINCIPAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).rate(RATE).build();

            assertEquals(test.Currency, GBP);
            assertEquals(test.Notional, PRINCIPAL);
            assertEquals(test.StartDate, START_DATE);
            assertEquals(test.EndDate, END_DATE);
            assertEquals(test.YearFraction, YEAR_FRACTION);
            assertEquals(test.Rate, RATE);
            assertEquals(test.Interest, RATE * YEAR_FRACTION * PRINCIPAL, PRINCIPAL * EPS);
        }
Esempio n. 3
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        public virtual void test_serialization()
        {
            ResolvedTermDeposit test = ResolvedTermDeposit.builder().currency(GBP).notional(PRINCIPAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).rate(RATE).build();

            assertSerialization(test);
        }
Esempio n. 4
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 public virtual void test_builder_wrongDates()
 {
     assertThrowsIllegalArg(() => ResolvedTermDeposit.builder().currency(GBP).notional(PRINCIPAL).startDate(START_DATE).endDate(LocalDate.of(2013, 1, 22)).yearFraction(YEAR_FRACTION).rate(RATE).build());
 }