internal static ResolvedCapitalIndexedBond sut2()
{
return(ResolvedCapitalIndexedBond.builder().securityId(CapitalIndexedBondTest.sut2().SecurityId).dayCount(NL_365).legalEntityId(LegalEntityId.of("OG-Ticker", "US-Govt1")).nominalPayment(PERIODIC[1].withUnitCoupon(PERIODIC[0].StartDate, PERIODIC[0].UnadjustedStartDate)).periodicPayments(PERIODIC[0], PERIODIC[1]).frequency(CapitalIndexedBondTest.sut2().AccrualSchedule.Frequency).rollConvention(CapitalIndexedBondTest.sut2().AccrualSchedule.calculatedRollConvention()).settlementDateOffset(DaysAdjustment.ofBusinessDays(3, GBLO)).yieldConvention(GB_IL_FLOAT).rateCalculation(CapitalIndexedBondTest.sut2().RateCalculation).build());
}
internal static FixedCouponBond sut2()
{
BusinessDayAdjustment adj = BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SAT_SUN);
PeriodicSchedule sche = PeriodicSchedule.of(START_DATE, END_DATE, Frequency.P12M, adj, StubConvention.SHORT_INITIAL, true);
return(FixedCouponBond.builder().securityId(SECURITY_ID2).dayCount(DayCounts.ACT_360).fixedRate(0.005).legalEntityId(LegalEntityId.of("OG-Ticker", "BUN EUR 2")).currency(GBP).notional(1.0e6).accrualSchedule(sche).settlementDateOffset(DaysAdjustment.ofBusinessDays(2, SAT_SUN)).yieldConvention(FixedCouponBondYieldConvention.GB_BUMP_DMO).build());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BillSecurity test1 = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
coverImmutableBean(test1);
BillSecurity test2 = BillSecurity.builder().dayCount(DayCounts.ACT_365F).info(SecurityInfo.of(SecurityId.of("OG-Test", "ID2"), PRICE_INFO)).legalEntityId(LegalEntityId.of("OG-Ticker", "LE2")).notional(AdjustablePayment.of(CurrencyAmount.of(CCY, 10), MATURITY_DATE_ADJ)).settlementDateOffset(DaysAdjustment.ofBusinessDays(2, EUTA, BUSINESS_ADJUST)).yieldConvention(BillYieldConvention.INTEREST_AT_MATURITY).build();
coverBeanEquals(test1, test2);
}
internal static CapitalIndexedBond sut2()
{
return(CapitalIndexedBond.builder().securityId(SECURITY_ID2).notional(5.0e7).currency(GBP).dayCount(NL_365).rateCalculation(InflationRateCalculation.builder().index(GB_RPI).lag(Period.ofMonths(2)).indexCalculationMethod(INTERPOLATED).firstIndexValue(124.556).build()).exCouponPeriod(EX_COUPON).legalEntityId(LegalEntityId.of("OG-Ticker", "US-Govt-1")).yieldConvention(GB_IL_FLOAT).settlementDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)).accrualSchedule(PeriodicSchedule.of(START, END, FREQUENCY, BusinessDayAdjustment.of(BusinessDayConventions.FOLLOWING, GBLO), StubConvention.NONE, RollConventions.NONE)).build());
}