//------------------------------------------------------------------------- public virtual void coverage() { ImmutableSwapIndex index = ImmutableSwapIndex.builder().name("FooIndex").fixingTime(LocalTime.of(12, 30)).fixingZone(ZoneId.of("Africa/Abidjan")).template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)).build(); coverImmutableBean(index); coverPrivateConstructor(typeof(SwapIndices)); }
private static SwapIndex parseSwapIndex(CsvRow row) { string name = row.getField(NAME_FIELD); bool active = bool.Parse(row.getField(ACTIVE_FIELD)); FixedIborSwapConvention convention = FixedIborSwapConvention.of(row.getField(CONVENTION_FIELD)); Tenor tenor = Tenor.parse(row.getField(TENOR_FIELD)); LocalTime time = LocalTime.parse(row.getField(FIXING_TIME_FIELD), TIME_FORMAT); ZoneId zoneId = ZoneId.of(row.getField(FIXING_ZONE_FIELD)); // build result return(ImmutableSwapIndex.builder().name(name).active(active).fixingTime(time).fixingZone(zoneId).template(FixedIborSwapTemplate.of(tenor, convention)).build()); }
public virtual void test_serialization() { SwapIndex index = ImmutableSwapIndex.builder().name("FooIndex").fixingTime(LocalTime.of(12, 30)).fixingZone(ZoneId.of("Africa/Abidjan")).template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)).build(); assertSerialization(index); }