private static IborIndex parseIborIndex(CsvRow row)
{
string name = row.getValue(NAME_FIELD);
Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD));
bool active = bool.Parse(row.getValue(ACTIVE_FIELD));
DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD));
HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD));
int offsetDays = int.Parse(row.getValue(OFFSET_DAYS_FIELD));
HolidayCalendarId offsetCal = HolidayCalendarId.of(row.getValue(OFFSET_CALENDAR_FIELD));
HolidayCalendarId effectiveCal = HolidayCalendarId.of(row.getValue(EFFECTIVE_DATE_CALENDAR_FIELD));
Tenor tenor = Tenor.parse(row.getValue(TENOR_FIELD));
LocalTime time = LocalTime.parse(row.getValue(FIXING_TIME_FIELD), TIME_FORMAT);
ZoneId zoneId = ZoneId.of(row.getValue(FIXING_ZONE_FIELD));
DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT));
// interpret CSV
DaysAdjustment fixingOffset = DaysAdjustment.ofBusinessDays(-offsetDays, offsetCal, BusinessDayAdjustment.of(PRECEDING, fixingCal)).normalized();
DaysAdjustment effectiveOffset = DaysAdjustment.ofBusinessDays(offsetDays, offsetCal, BusinessDayAdjustment.of(FOLLOWING, effectiveCal)).normalized();
// convention can be two different things
PeriodAdditionConvention periodAdditionConvention = PeriodAdditionConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(PeriodAdditionConventions.NONE);
BusinessDayConvention tenorBusinessConvention = BusinessDayConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(isEndOfMonth(periodAdditionConvention) ? MODIFIED_FOLLOWING : FOLLOWING);
BusinessDayAdjustment adj = BusinessDayAdjustment.of(tenorBusinessConvention, effectiveCal);
TenorAdjustment tenorAdjustment = TenorAdjustment.of(tenor, periodAdditionConvention, adj);
// build result
return(ImmutableIborIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).fixingDateOffset(fixingOffset).effectiveDateOffset(effectiveOffset).maturityDateOffset(tenorAdjustment).fixingTime(time).fixingZone(zoneId).defaultFixedLegDayCount(fixedLegDayCount).build());
}
public virtual void test_yearFraction_badOrder()
{
DayCount test = DayCount.of("Bus/252 EUTA");
LocalDate date1 = date(2014, 12, 2);
LocalDate date2 = date(2014, 12, 1);
assertThrowsIllegalArg(() => test.yearFraction(date1, date2));
}
public virtual void test_factory_calendar()
{
DayCount test = DayCount.ofBus252(GBLO);
assertEquals(test.Name, "Bus/252 GBLO");
assertEquals(test.ToString(), "Bus/252 GBLO");
assertSame(DayCount.of("Bus/252 GBLO"), test);
assertSame(DayCount.ofBus252(GBLO), test);
}
public virtual void test_factory_nameUpper()
{
DayCount test = DayCount.of("BUS/252 EUTA");
assertEquals(test.Name, "Bus/252 EUTA");
assertEquals(test.ToString(), "Bus/252 EUTA");
assertSame(DayCount.of("Bus/252 EUTA"), test);
assertSame(DayCount.ofBus252(EUTA), test);
}
//-------------------------------------------------------------------------
public virtual void test_equalsHashCode()
{
DayCount a = DayCount.of("Bus/252 EUTA");
DayCount b = DayCount.of("Bus/252 GBLO");
assertEquals(a.Equals(a), true);
assertEquals(a.Equals(b), false);
assertEquals(a.Equals(ANOTHER_TYPE), false);
assertEquals(a.Equals(null), false);
assertEquals(a.GetHashCode(), a.GetHashCode());
}
public virtual void test_days()
{
DayCount test = DayCount.of("Bus/252 EUTA");
LocalDate date1 = date(2014, 12, 1);
LocalDate date2 = date(2014, 12, 1);
for (int i = 0; i < 366; i++)
{
assertEquals(test.days(date1, date2), EUTA.resolve(REF_DATA).daysBetween(date1, date2));
date2 = date2.plusDays(1);
}
}
private static OvernightIndex parseOvernightIndex(CsvRow row)
{
string name = row.getValue(NAME_FIELD);
Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD));
bool active = bool.Parse(row.getValue(ACTIVE_FIELD));
DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD));
HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD));
int publicationDays = int.Parse(row.getValue(PUBLICATION_DAYS_FIELD));
int effectiveDays = int.Parse(row.getValue(EFFECTIVE_DAYS_FIELD));
DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT));
// build result
return(ImmutableOvernightIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).publicationDateOffset(publicationDays).effectiveDateOffset(effectiveDays).defaultFixedLegDayCount(fixedLegDayCount).build());
}
// resolve instance
internal object readResolve()
{
return(DayCount.of(name));
}