public virtual void test_swapIndicies()
{
ImmutableMap <string, SwapIndex> mapAll = SwapIndices.ENUM_LOOKUP.lookupAll();
ImmutableList <SwapIndex> indexAll = mapAll.values().asList();
ImmutableList <string> nameAll = mapAll.Keys.asList();
int size = indexAll.size();
for (int i = 0; i < size; ++i)
{
// check no duplication
for (int j = i + 1; j < size; ++j)
{
assertFalse(nameAll.get(i).Equals(nameAll.get(j)));
assertFalse(indexAll.get(i).Equals(indexAll.get(j)));
}
}
foreach (string name in nameAll)
{
SwapIndex index = mapAll.get(name);
assertEquals(SwapIndex.of(name), index);
assertEquals(index.Active, true);
FixedIborSwapTemplate temp = index.Template;
FixedIborSwapConvention conv = temp.Convention;
Tenor tenor = temp.Tenor;
LocalTime time = index.FixingTime;
ZoneId zone = index.FixingZone;
// test consistency between name and template
assertTrue(name.Contains(tenor.ToString()));
if (name.StartsWith("USD", StringComparison.Ordinal))
{
assertTrue(name.Contains("1100") || name.Contains("1500"));
assertTrue(conv.Equals(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M));
assertTrue(zone.Equals(NEY_YORK));
}
if (name.StartsWith("GBP", StringComparison.Ordinal))
{
assertTrue(name.Contains("1100"));
if (tenor.Equals(Tenor.TENOR_1Y))
{
assertTrue(conv.Equals(FixedIborSwapConventions.GBP_FIXED_1Y_LIBOR_3M));
}
else
{
assertTrue(conv.Equals(FixedIborSwapConventions.GBP_FIXED_6M_LIBOR_6M));
}
assertTrue(zone.Equals(LONDON));
}
if (name.StartsWith("EUR", StringComparison.Ordinal))
{
assertTrue(name.Contains("1100") || name.Contains("1200"));
if (tenor.Equals(Tenor.TENOR_1Y))
{
assertTrue(conv.Equals(FixedIborSwapConventions.EUR_FIXED_1Y_EURIBOR_3M));
}
else
{
assertTrue(conv.Equals(FixedIborSwapConventions.EUR_FIXED_1Y_EURIBOR_6M));
}
assertTrue(zone.Equals(FRANKFURT));
}
if (name.Contains("1100"))
{
assertTrue(time.Equals(LocalTime.of(11, 0)));
}
if (name.Contains("1200"))
{
assertTrue(time.Equals(LocalTime.of(12, 0)));
}
if (name.Contains("1500"))
{
assertTrue(time.Equals(LocalTime.of(15, 0)));
}
assertEquals(index.calculateFixingDateTime(date(2015, 6, 30)), date(2015, 6, 30).atTime(time).atZone(zone));
}
}
private static ZoneId FRANKFURT = ZoneId.of("Europe/Berlin"); // Frankfurt not defined in TZDB
public virtual void test_notFound()
{
assertThrowsIllegalArg(() => SwapIndex.of("foo"));
}