コード例 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_of_date()
        {
            IborAveragedFixing test     = IborAveragedFixing.of(GBP_LIBOR_3M_OBS);
            IborAveragedFixing expected = IborAveragedFixing.builder().observation(GBP_LIBOR_3M_OBS).fixedRate(null).weight(1).build();

            assertEquals(test, expected);
        }
コード例 #2
0
 public virtual void test_of_date_null()
 {
     assertThrowsIllegalArg(() => IborAveragedFixing.of(null));
     assertThrowsIllegalArg(() => IborAveragedFixing.of(null, 0.05));
     assertThrowsIllegalArg(() => IborAveragedFixing.of(null, null));
 }
コード例 #3
0
        public virtual void test_serialization()
        {
            IborAveragedFixing test = IborAveragedFixing.of(GBP_LIBOR_3M_OBS);

            assertSerialization(test);
        }
コード例 #4
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            IborAveragedFixing test = IborAveragedFixing.of(GBP_LIBOR_3M_OBS);

            coverImmutableBean(test);
        }