//------------------------------------------------------------------------- public virtual void test_of() { DatesCdsTemplate test = DatesCdsTemplate.of(START, END, CONV1); assertEquals(test.StartDate, START); assertEquals(test.EndDate, END); assertEquals(test.Convention, CONV1); }
//------------------------------------------------------------------------- public virtual void coverage() { DatesCdsTemplate test1 = DatesCdsTemplate.of(START, END, CONV1); coverImmutableBean(test1); DatesCdsTemplate test2 = DatesCdsTemplate.of(LocalDate.of(2015, 5, 20), LocalDate.of(2025, 6, 20), CdsConventions.USD_STANDARD); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void test_createTrade() { DatesCdsTemplate @base = DatesCdsTemplate.of(START, END, CONV1); LocalDate tradeDate = LocalDate.of(2015, 5, 5); CdsTrade test = @base.createTrade(LEGAL_ENTITY, tradeDate, BUY, NOTIONAL_2M, 0.05d, REF_DATA); Cds expected = Cds.of(BUY, LEGAL_ENTITY, CONV1.Currency, NOTIONAL_2M, START, END, Frequency.P3M, CONV1.SettlementDateOffset.Calendar, 0.05d); PeriodicSchedule sch1 = expected.PaymentSchedule; expected = expected.toBuilder().paymentSchedule(sch1.toBuilder().startDateBusinessDayAdjustment(sch1.BusinessDayAdjustment).rollConvention(RollConventions.DAY_20).build()).build(); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); assertEquals(test.UpfrontFee, null); }
public virtual void test_serialization() { DatesCdsTemplate test = DatesCdsTemplate.of(START, END, CONV1); assertSerialization(test); }