public virtual void test_of_periodAndIndex() { IborFixingDepositTemplate test = IborFixingDepositTemplate.of(Period.ofMonths(1), EUR_LIBOR_3M); assertEquals(test.Convention, CONVENTION); assertEquals(test.DepositPeriod, Period.ofMonths(1)); }
public virtual void test_builder_noPeriod() { IborFixingDepositTemplate test = IborFixingDepositTemplate.builder().convention(CONVENTION).build(); assertEquals(test.Convention, CONVENTION); assertEquals(test.DepositPeriod, EUR_LIBOR_3M.Tenor.Period); }
public virtual void test_of_index() { IborFixingDepositTemplate test = IborFixingDepositTemplate.of(EUR_LIBOR_3M); assertEquals(test.Convention, CONVENTION); assertEquals(test.DepositPeriod, EUR_LIBOR_3M.Tenor.Period); }
public virtual void test_builder() { IborFixingDepositTemplate test = IborFixingDepositTemplate.builder().convention(CONVENTION).depositPeriod(Period.ofMonths(1)).build(); assertEquals(test.Convention, CONVENTION); assertEquals(test.DepositPeriod, Period.ofMonths(1)); }
//------------------------------------------------------------------------- public virtual void coverage() { IborFixingDepositTemplate test1 = IborFixingDepositTemplate.of(EUR_LIBOR_3M); coverImmutableBean(test1); IborFixingDepositTemplate test2 = IborFixingDepositTemplate.of(GBP_LIBOR_6M); coverBeanEquals(test1, test2); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborFixingDepositTemplate other = (IborFixingDepositTemplate)obj; return(JodaBeanUtils.equal(depositPeriod, other.depositPeriod) && JodaBeanUtils.equal(convention, other.convention)); } return(false); }
public virtual void test_createTrade() { IborFixingDepositTemplate template = IborFixingDepositTemplate.of(EUR_LIBOR_3M); double notional = 1d; double fixedRate = 0.045; LocalDate tradeDate = LocalDate.of(2015, 1, 22); IborFixingDepositTrade trade = template.createTrade(tradeDate, BUY, notional, fixedRate, REF_DATA); ImmutableIborFixingDepositConvention conv = (ImmutableIborFixingDepositConvention)template.Convention; LocalDate startExpected = conv.SpotDateOffset.adjust(tradeDate, REF_DATA); LocalDate endExpected = startExpected.plus(template.DepositPeriod); IborFixingDeposit productExpected = IborFixingDeposit.builder().businessDayAdjustment(conv.BusinessDayAdjustment).buySell(BUY).startDate(startExpected).endDate(endExpected).fixedRate(fixedRate).index(EUR_LIBOR_3M).notional(notional).build(); TradeInfo tradeInfoExpected = TradeInfo.builder().tradeDate(tradeDate).build(); assertEquals(trade.Info, tradeInfoExpected); assertEquals(trade.Product, productExpected); }
public virtual void test_build_negativePeriod() { assertThrowsIllegalArg(() => IborFixingDepositTemplate.builder().convention(CONVENTION).depositPeriod(Period.ofMonths(-3)).build()); }
public virtual void test_serialization() { IborFixingDepositTemplate test = IborFixingDepositTemplate.of(EUR_LIBOR_3M); assertSerialization(test); }
/// <summary> /// Obtains a template based on the specified periods and convention. /// </summary> /// <param name="depositPeriod"> the period between the start date and the end date </param> /// <param name="convention"> the market convention </param> /// <returns> the template </returns> public static IborFixingDepositTemplate of(Period depositPeriod, IborFixingDepositConvention convention) { ArgChecker.notNull(depositPeriod, "depositPeriod"); ArgChecker.notNull(convention, "convention"); return(IborFixingDepositTemplate.builder().depositPeriod(depositPeriod).convention(convention).build()); }