//-------------------------------------------------------------------------
public virtual void coverage()
{
FixedRateSwapLegConvention test = FixedRateSwapLegConvention.of(GBP, ACT_365F, P3M, BDA_MOD_FOLLOW);
coverImmutableBean(test);
FixedRateSwapLegConvention test2 = FixedRateSwapLegConvention.builder().currency(USD).dayCount(ACT_360).accrualFrequency(P6M).accrualBusinessDayAdjustment(BDA_FOLLOW).startDateBusinessDayAdjustment(BDA_FOLLOW).endDateBusinessDayAdjustment(BDA_FOLLOW).stubConvention(LONG_INITIAL).rollConvention(RollConventions.EOM).paymentFrequency(P6M).paymentDateOffset(PLUS_TWO_DAYS).build();
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_toLeg()
{
FixedRateSwapLegConvention @base = FixedRateSwapLegConvention.of(GBP, ACT_365F, P3M, 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, 0.25d);
RateCalculationSwapLeg expected = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().frequency(P3M).startDate(startDate).endDate(endDate).businessDayAdjustment(BDA_MOD_FOLLOW).stubConvention(StubConvention.SMART_INITIAL).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(P3M).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL_2M)).calculation(FixedRateCalculation.of(0.25d, ACT_365F)).build();
assertEquals(test, expected);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
FixedRateSwapLegConvention test = FixedRateSwapLegConvention.of(GBP, ACT_365F, P3M, BDA_MOD_FOLLOW);
assertEquals(test.Currency, GBP);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.AccrualFrequency, P3M);
assertEquals(test.AccrualBusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.StartDateBusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.EndDateBusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.StubConvention, StubConvention.SMART_INITIAL);
assertEquals(test.RollConvention, RollConventions.EOM);
assertEquals(test.PaymentFrequency, P3M);
assertEquals(test.PaymentDateOffset, DaysAdjustment.NONE);
assertEquals(test.CompoundingMethod, CompoundingMethod.NONE);
}
public virtual void test_serialization()
{
FixedRateSwapLegConvention test = FixedRateSwapLegConvention.of(GBP, ACT_365F, P3M, BDA_MOD_FOLLOW);
assertSerialization(test);
}
