// calculate the last fixing date
private LocalDate calculateLastFixingDate(LocalDate valuationDate, ReferenceData refData)
{
IborFixingDepositTrade trade = template.createTrade(valuationDate, BuySell.BUY, 0d, 0d, refData);
ResolvedIborFixingDeposit deposit = trade.Product.resolve(refData);
return(deposit.FloatingRate.FixingDate);
}
public virtual void test_metadata_last_fixing()
{
IborFixingDepositCurveNode node = IborFixingDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.LAST_FIXING);
ImmutableMarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, 0.0d).build();
IborFixingDepositTrade trade = node.trade(1d, marketData, REF_DATA);
ResolvedIborFixingDeposit product = trade.Product.resolve(REF_DATA);
LocalDate fixingDate = ((IborRateComputation)product.FloatingRate).FixingDate;
DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA);
assertEquals(((TenorDateParameterMetadata)metadata).Date, fixingDate);
assertEquals(((TenorDateParameterMetadata)metadata).Tenor.Period, TEMPLATE.DepositPeriod);
}
