public virtual void test_yearFraction_scheduleInfo()
{
ResolvedFixedCouponBond @base = sut();
FixedCouponBondPaymentPeriod period = @base.PeriodicPayments.get(0);
AtomicBoolean eom = new AtomicBoolean(false);
DayCount dc = new DayCountAnonymousInnerClass(this, @base, period, eom);
ResolvedFixedCouponBond test = @base.toBuilder().dayCount(dc).build();
assertEquals(test.yearFraction(period.UnadjustedStartDate, period.UnadjustedEndDate), 0.5);
// test with EOM=true
ResolvedFixedCouponBond test2 = test.toBuilder().rollConvention(RollConventions.EOM).build();
eom.set(true);
assertEquals(test2.yearFraction(period.UnadjustedStartDate, period.UnadjustedEndDate), 0.5);
}
public virtual void test_builder_fail()
{
ResolvedBondFuture @base = sut();
// wrong size
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket.subList(0, 1)).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// first notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// last notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// basket list empty
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// notional mismatch
ResolvedFixedCouponBond bond0 = @base.DeliveryBasket.get(0);
ResolvedFixedCouponBond bond1 = bond0.toBuilder().nominalPayment(Payment.of(USD, 100, date(2016, 6, 30))).build();
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(bond0, bond1).conversionFactors(1d, 2d).firstNoticeDate(@base.FirstNoticeDate).firstDeliveryDate(@base.FirstDeliveryDate).lastNoticeDate(@base.LastNoticeDate).lastDeliveryDate(@base.LastDeliveryDate).lastTradeDate(@base.LastTradeDate).rounding(@base.Rounding).build());
}
public virtual void coverage_builder()
{
ResolvedFixedCouponBond test = sut();
test.toBuilder().periodicPayments(test.PeriodicPayments.toArray(new FixedCouponBondPaymentPeriod[0])).build();
}
