コード例 #1
0
        public virtual void test_ofLastBusinessDay()
        {
            TenorAdjustment test = TenorAdjustment.ofLastBusinessDay(TENOR_3M, BDA_FOLLOW_SAT_SUN);

            assertEquals(test.Tenor, TENOR_3M);
            assertEquals(test.AdditionConvention, LAST_BUSINESS_DAY);
            assertEquals(test.Adjustment, BDA_FOLLOW_SAT_SUN);
            assertEquals(test.ToString(), "3M with LastBusinessDay then apply Following using calendar Sat/Sun");
        }
コード例 #2
0
        //-------------------------------------------------------------------------
        public virtual void test_of_additionConventionNone()
        {
            TenorAdjustment test = TenorAdjustment.of(Tenor.of(Period.of(1, 2, 3)), PAC_NONE, BDA_NONE);

            assertEquals(test.Tenor, Tenor.of(Period.of(1, 2, 3)));
            assertEquals(test.AdditionConvention, PAC_NONE);
            assertEquals(test.Adjustment, BDA_NONE);
            assertEquals(test.ToString(), "1Y2M3D");
        }