//------------------------------------------------------------------------- public virtual void coverage() { ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS); coverImmutableBean(test); ImmutableXCcyIborIborSwapConvention test2 = ImmutableXCcyIborIborSwapConvention.of("XXX", USD3M, EUR3M, NEXT_SAME_BUS_DAY); coverBeanEquals(test, test2); }
public virtual void test_builder() { ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.builder().name(NAME).spreadLeg(EUR3M).flatLeg(USD3M).spotDateOffset(PLUS_ONE_DAY).build(); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, EUR3M); assertEquals(test.FlatLeg, USD3M); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); assertEquals(test.CurrencyPair, EUR_USD); }
public virtual void test_of_spotDateOffset() { ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_ONE_DAY); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, EUR3M); assertEquals(test.FlatLeg, USD3M); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); assertEquals(test.CurrencyPair, EUR_USD); }
//------------------------------------------------------------------------- public virtual void test_of() { ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, EUR3M); assertEquals(test.FlatLeg, USD3M); assertEquals(test.SpotDateOffset, EUR3M.Index.EffectiveDateOffset); assertEquals(test.CurrencyPair, EUR_USD); }
//------------------------------------------------------------------------- public virtual void coverage() { XCcyIborIborSwapTemplate test = XCcyIborIborSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV); coverImmutableBean(test); DaysAdjustment bda2 = DaysAdjustment.ofBusinessDays(1, EUTA); XCcyIborIborSwapConvention conv2 = ImmutableXCcyIborIborSwapConvention.of("XXX", USD3M, EUR3M, bda2); XCcyIborIborSwapTemplate test2 = XCcyIborIborSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, conv2); coverBeanEquals(test, test2); }
public virtual void test_toTrade_dates() { ImmutableXCcyIborIborSwapConvention @base = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 5); LocalDate endDate = date(2015, 11, 5); SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, NOTIONAL_2M * FX_EUR_USD, 0.25d); Swap expected = Swap.of(EUR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), USD3M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M * FX_EUR_USD)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public virtual void test_toTrade_periodTenor() { ImmutableXCcyIborIborSwapConvention @base = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 7); LocalDate endDate = date(2025, 8, 7); SwapTrade test = @base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, NOTIONAL_2M * FX_EUR_USD, 0.25d, REF_DATA); Swap expected = Swap.of(EUR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), USD3M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M * FX_EUR_USD)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ImmutableXCcyIborIborSwapConvention other = (ImmutableXCcyIborIborSwapConvention)obj; return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(spreadLeg, other.spreadLeg) && JodaBeanUtils.equal(flatLeg, other.flatLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset)); } return(false); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableXCcyIborIborSwapConvention convention, int lag) public virtual void test_spot_lag(ImmutableXCcyIborIborSwapConvention convention, int lag) { assertEquals(convention.SpotDateOffset.Days, lag); }
public virtual void test_serialization() { ImmutableXCcyIborIborSwapConvention test = ImmutableXCcyIborIborSwapConvention.of(NAME, EUR3M, USD3M, PLUS_TWO_DAYS); assertSerialization(test); }