public virtual void test_builder() { ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.builder().name(NAME).fixedLeg(FIXED).floatingLeg(INFL).spotDateOffset(PLUS_ONE_DAY).build(); assertEquals(test.Name, NAME); assertEquals(test.FixedLeg, FIXED); assertEquals(test.FloatingLeg, INFL); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
public virtual void test_of_spotDateOffset() { ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY); assertEquals(test.Name, NAME); assertEquals(test.FixedLeg, FIXED); assertEquals(test.FloatingLeg, INFL); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
//------------------------------------------------------------------------- public virtual void coverage() { ImmutableFixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY); coverImmutableBean(test); ImmutableFixedInflationSwapConvention test2 = ImmutableFixedInflationSwapConvention.of(NAME, FIXED2, INFL2, PLUS_ONE_DAY); coverBeanEquals(test, test2); ImmutableFixedInflationSwapConvention test3 = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL3, PLUS_ONE_DAY); coverBeanEquals(test, test3); }
//------------------------------------------------------------------------- public virtual void test_toTrade_dates() { ImmutableFixedInflationSwapConvention @base = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 8, 5); LocalDate endDate = date(2017, 8, 5); SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, 0.25d); Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), INFL.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ImmutableFixedInflationSwapConvention other = (ImmutableFixedInflationSwapConvention)obj; return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(fixedLeg, other.fixedLeg) && JodaBeanUtils.equal(floatingLeg, other.floatingLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset)); } return(false); }
public virtual void test_serialization() { FixedInflationSwapConvention test = ImmutableFixedInflationSwapConvention.of(NAME, FIXED, INFL, PLUS_ONE_DAY); assertSerialization(test); }