public virtual void test_of_period() { FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV); assertEquals(test.PeriodToStart, Period.ofMonths(3)); assertEquals(test.Tenor, TENOR_10Y); assertEquals(test.Convention, CONV); }
//------------------------------------------------------------------------- public virtual void coverage() { FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV); coverImmutableBean(test); FixedOvernightSwapTemplate test2 = FixedOvernightSwapTemplate.of(Period.ofMonths(2), TENOR_2Y, CONV2); coverBeanEquals(test, test2); }
//------------------------------------------------------------------------- public virtual void test_createTrade() { FixedOvernightSwapTemplate @base = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 7); LocalDate endDate = date(2025, 8, 7); SwapTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA); Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), FFUND_LEG.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public virtual void test_serialization() { FixedOvernightSwapTemplate test = FixedOvernightSwapTemplate.of(Period.ofMonths(3), TENOR_10Y, CONV); assertSerialization(test); }