//------------------------------------------------------------------------- public virtual void coverage() { IborRateStubCalculation test = IborRateStubCalculation.ofIborInterpolatedRate(GBP_LIBOR_1M, GBP_LIBOR_3M); coverImmutableBean(test); IborRateStubCalculation test2 = IborRateStubCalculation.ofFixedRate(0.028d); coverBeanEquals(test, test2); IborRateStubCalculation test3 = IborRateStubCalculation.ofKnownAmount(GBP_P1000); coverBeanEquals(test, test3); }
public virtual void test_ofKnownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.FixedRate, double?.empty()); assertEquals(test.KnownAmount, GBP_P1000); assertEquals(test.Index, null); assertEquals(test.IndexInterpolated, null); assertEquals(test.FixedRate, false); assertEquals(test.KnownAmount, true); assertEquals(test.FloatingRate, false); assertEquals(test.Interpolated, false); }
public virtual void test_createRateComputation_knownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), KnownAmountRateComputation.of(GBP_P1000)); }