public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3373707: // name this.name_Renamed = (string)newValue; break; case -391537158: // fixedLeg this.fixedLeg_Renamed = (FixedRateSwapLegConvention)newValue; break; case -1177101272: // floatingLeg this.floatingLeg_Renamed = (InflationRateSwapLegConvention)newValue; break; case 746995843: // spotDateOffset this.spotDateOffset_Renamed = (DaysAdjustment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(ImmutableFixedInflationSwapConvention beanToCopy) { this.name_Renamed = beanToCopy.Name; this.fixedLeg_Renamed = beanToCopy.FixedLeg; this.floatingLeg_Renamed = beanToCopy.FloatingLeg; this.spotDateOffset_Renamed = beanToCopy.SpotDateOffset; }
//------------------------------------------------------------------------- public virtual void coverage() { InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).build(); coverImmutableBean(test); InflationRateSwapLegConvention test2 = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_4M).indexCalculationMethod(PriceIndexCalculationMethod.INTERPOLATED).notionalExchange(true).build(); coverBeanEquals(test, test2); }
public virtual void test_builderAllSpecified() { InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).indexCalculationMethod(PriceIndexCalculationMethod.INTERPOLATED).notionalExchange(true).build(); assertEquals(test.Index, GB_HICP); assertEquals(test.Lag, LAG_3M); assertEquals(test.IndexCalculationMethod, PriceIndexCalculationMethod.INTERPOLATED); assertEquals(test.NotionalExchange, true); assertEquals(test.Currency, GBP); }
public virtual void test_builder() { InflationRateSwapLegConvention test = InflationRateSwapLegConvention.builder().index(GB_HICP).lag(LAG_3M).build(); assertEquals(test.Index, GB_HICP); assertEquals(test.Lag, LAG_3M); assertEquals(test.IndexCalculationMethod, MONTHLY); assertEquals(test.NotionalExchange, false); assertEquals(test.Currency, GBP); }
//------------------------------------------------------------------------- public virtual void test_of() { InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW); assertEquals(test.Index, GB_HICP); assertEquals(test.Lag, LAG_3M); assertEquals(test.IndexCalculationMethod, MONTHLY); assertEquals(test.NotionalExchange, false); assertEquals(test.Currency, GBP); }
//------------------------------------------------------------------------- public virtual void test_toLeg() { InflationRateSwapLegConvention @base = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW); LocalDate startDate = LocalDate.of(2015, 5, 5); LocalDate endDate = LocalDate.of(2020, 5, 5); RateCalculationSwapLeg test = @base.toLeg(startDate, endDate, PAY, NOTIONAL_2M); RateCalculationSwapLeg expected = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().frequency(Frequency.TERM).startDate(startDate).endDate(endDate).businessDayAdjustment(BDA_MOD_FOLLOW).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(Frequency.TERM).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL_2M)).calculation(InflationRateCalculation.of(GB_HICP, 3, MONTHLY)).build(); assertEquals(test, expected); }
private ImmutableFixedInflationSwapConvention(string name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset) { JodaBeanUtils.notNull(name, "name"); JodaBeanUtils.notNull(fixedLeg, "fixedLeg"); JodaBeanUtils.notNull(floatingLeg, "floatingLeg"); JodaBeanUtils.notNull(spotDateOffset, "spotDateOffset"); this.name = name; this.fixedLeg = fixedLeg; this.floatingLeg = floatingLeg; this.spotDateOffset = spotDateOffset; validate(); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { InflationRateSwapLegConvention other = (InflationRateSwapLegConvention)obj; return(JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(lag, other.lag) && JodaBeanUtils.equal(indexCalculationMethod, other.indexCalculationMethod) && (notionalExchange == other.notionalExchange) && JodaBeanUtils.equal(paymentDateOffset, other.paymentDateOffset) && JodaBeanUtils.equal(accrualBusinessDayAdjustment, other.accrualBusinessDayAdjustment)); } return(false); }
public virtual void test_serialization() { InflationRateSwapLegConvention test = InflationRateSwapLegConvention.of(GB_HICP, LAG_3M, MONTHLY, BDA_MOD_FOLLOW); assertSerialization(test); }
//------------------------------------------------------------------------- /// <summary> /// Obtains a convention based on the specified name and leg conventions. /// <para> /// The two leg conventions must be in the same currency. /// /// </para> /// </summary> /// <param name="name"> the unique name of the convention </param> /// <param name="fixedLeg"> the market convention for the fixed leg </param> /// <param name="floatingLeg"> the market convention for the floating leg </param> /// <param name="spotDateOffset"> the offset of the spot value date from the trade date </param> /// <returns> the convention </returns> public static ImmutableFixedInflationSwapConvention of(string name, FixedRateSwapLegConvention fixedLeg, InflationRateSwapLegConvention floatingLeg, DaysAdjustment spotDateOffset) { return(new ImmutableFixedInflationSwapConvention(name, fixedLeg, floatingLeg, spotDateOffset)); }
/// <summary> /// Sets the market convention of the floating leg. </summary> /// <param name="floatingLeg"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder floatingLeg(InflationRateSwapLegConvention floatingLeg) { JodaBeanUtils.notNull(floatingLeg, "floatingLeg"); this.floatingLeg_Renamed = floatingLeg; return(this); }