//------------------------------------------------------------------------- public virtual void coverage() { ImmutableOvernightIndex index = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build(); coverImmutableBean(index); coverPrivateConstructor(typeof(OvernightIndices)); }
//------------------------------------------------------------------------- public virtual void test_equals() { ImmutableOvernightIndex a = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build(); OvernightIndex b = a.toBuilder().name("Rubbish").build(); assertEquals(a.Equals(b), false); }
private static OvernightIndex parseOvernightIndex(CsvRow row) { string name = row.getValue(NAME_FIELD); Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD)); bool active = bool.Parse(row.getValue(ACTIVE_FIELD)); DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD)); HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD)); int publicationDays = int.Parse(row.getValue(PUBLICATION_DAYS_FIELD)); int effectiveDays = int.Parse(row.getValue(EFFECTIVE_DAYS_FIELD)); DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT)); // build result return(ImmutableOvernightIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).publicationDateOffset(publicationDays).effectiveDateOffset(effectiveDays).defaultFixedLegDayCount(fixedLegDayCount).build()); }
public virtual void test_serialization() { OvernightIndex index = ImmutableOvernightIndex.builder().name("Test").currency(Currency.GBP).fixingCalendar(GBLO).publicationDateOffset(0).effectiveDateOffset(0).dayCount(ACT_360).build(); assertSerialization(index); }