コード例 #1
0
        //-------------------------------------------------------------------------
        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);
        }
コード例 #2
0
        //-------------------------------------------------------------------------
        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]");
        }
コード例 #3
0
        public virtual void test_serialization()
        {
            OvernightIndexObservation test = OvernightIndexObservation.of(GBP_SONIA, FIXING_DATE, REF_DATA);

            assertSerialization(test);
        }