//-------------------------------------------------------------------------
public virtual void test_of()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
assertEquals(test.Index, GB_HICP);
assertEquals(test.Lag, LAG_3M);
assertEquals(test.IndexCalculationMethod, MONTHLY);
assertEquals(test.NotionalExchange, false);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_toLeg()
{
InflationRateSwapLegConvention @base = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
LocalDate startDate = LocalDate.of(2015, 5, 5);
LocalDate endDate = LocalDate.of(2020, 5, 5);
RateCalculationSwapLeg test = @base.toLeg(startDate, endDate, PAY, NOTIONAL_2M);
RateCalculationSwapLeg expected = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().frequency(Frequency.TERM).startDate(startDate).endDate(endDate).businessDayAdjustment(BDA_MOD_FOLLOW).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(Frequency.TERM).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL_2M)).calculation(InflationRateCalculation.of(GB_HICP, 3, MONTHLY)).build();
assertEquals(test, expected);
}
public virtual void test_serialization()
{
InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW);
assertSerialization(test);
}
