コード例 #1
0
 public virtual void test_defaultOvernightIndex()
 {
     assertEquals(FloatingRateName.defaultOvernightIndex(Currency.GBP), FloatingRateName.of("GBP-SONIA"));
     assertEquals(FloatingRateName.defaultOvernightIndex(Currency.EUR), FloatingRateName.of("EUR-EONIA"));
     assertEquals(FloatingRateName.defaultOvernightIndex(Currency.USD), FloatingRateName.of("USD-FED-FUND"));
 }