//-------------------------------------------------------------------------
/// <summary>
/// Creates an {@code IborRateObservation} from an index and fixing date.
/// <para>
/// The reference data is used to find the maturity date from the fixing date.
///
/// </para>
/// </summary>
/// <param name="index"> the index </param>
/// <param name="fixingDate"> the fixing date </param>
/// <param name="refData"> the reference data to use when resolving holiday calendars </param>
/// <returns> the rate observation </returns>
public static OvernightIndexObservation of(OvernightIndex index, LocalDate fixingDate, ReferenceData refData)
{
LocalDate publicationDate = index.calculatePublicationFromFixing(fixingDate, refData);
LocalDate effectiveDate = index.calculateEffectiveFromFixing(fixingDate, refData);
LocalDate maturityDate = index.calculateMaturityFromEffective(effectiveDate, refData);
return(OvernightIndexObservation.builder().index(index).fixingDate(fixingDate).publicationDate(publicationDate).effectiveDate(effectiveDate).maturityDate(maturityDate).yearFraction(index.DayCount.yearFraction(effectiveDate, maturityDate)).build());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
OvernightIndexObservation test = OvernightIndexObservation.of(GBP_SONIA, FIXING_DATE, REF_DATA);
coverImmutableBean(test);
OvernightIndexObservation test2 = OvernightIndexObservation.of(EUR_EONIA, FIXING_DATE.plusDays(1), REF_DATA);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
OvernightIndexObservation test = OvernightIndexObservation.of(GBP_SONIA, FIXING_DATE, REF_DATA);
assertEquals(test.Index, GBP_SONIA);
assertEquals(test.FixingDate, FIXING_DATE);
assertEquals(test.PublicationDate, PUBLICATION_DATE);
assertEquals(test.EffectiveDate, EFFECTIVE_DATE);
assertEquals(test.MaturityDate, MATURITY_DATE);
assertEquals(test.Currency, GBP_SONIA.Currency);
assertEquals(test.ToString(), "OvernightIndexObservation[GBP-SONIA on 2016-02-22]");
}
//-------------------------------------------------------------------------
/// <summary>
/// Compares this observation to another based on the index and fixing date.
/// <para>
/// The publication, effective and maturity dates are ignored.
///
/// </para>
/// </summary>
/// <param name="obj"> the other observation </param>
/// <returns> true if equal </returns>
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
OvernightIndexObservation other = (OvernightIndexObservation)obj;
return(JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(fixingDate, other.fixingDate));
}
return(false);
}
public virtual void test_serialization()
{
OvernightIndexObservation test = OvernightIndexObservation.of(GBP_SONIA, FIXING_DATE, REF_DATA);
assertSerialization(test);
}
