public virtual void test_bbsw6m()
{
IborIndex test = IborIndex.of("AUD-BBSW-6M");
assertEquals(test.Currency, AUD);
assertEquals(test.Name, "AUD-BBSW-6M");
assertEquals(test.Tenor, TENOR_6M);
assertEquals(test.FixingCalendar, AUSY);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-1, AUSY));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(1, AUSY));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_6M, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(MODIFIED_FOLLOWING_BI_MONTHLY, AUSY)));
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.ToString(), "AUD-BBSW-6M");
}
public virtual void test_zar_jibar()
{
IborIndex test = IborIndex.of("ZAR-JIBAR-3M");
assertEquals(test.Currency, ZAR);
assertEquals(test.Name, "ZAR-JIBAR-3M");
assertEquals(test.Tenor, TENOR_3M);
assertEquals(test.FixingCalendar, ZAJO);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(PRECEDING, ZAJO)));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(FOLLOWING, ZAJO)));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_3M, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, ZAJO)));
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "ZAR-JIBAR-3M");
}
public virtual void test_sek_stibor()
{
IborIndex test = IborIndex.of("SEK-STIBOR-3M");
assertEquals(test.Currency, SEK);
assertEquals(test.Name, "SEK-STIBOR-3M");
assertEquals(test.Tenor, TENOR_3M);
assertEquals(test.FixingCalendar, SEST);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-2, SEST));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(2, SEST));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_3M, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SEST)));
assertEquals(test.DayCount, ACT_360);
assertEquals(test.DefaultFixedLegDayCount, THIRTY_U_360);
assertEquals(test.ToString(), "SEK-STIBOR-3M");
}
public virtual void test_pln_wibor()
{
IborIndex test = IborIndex.of("PLN-WIBOR-3M");
assertEquals(test.Currency, PLN);
assertEquals(test.Name, "PLN-WIBOR-3M");
assertEquals(test.Tenor, TENOR_3M);
assertEquals(test.FixingCalendar, PLWA);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-2, PLWA));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(2, PLWA));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_3M, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, PLWA)));
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_ACT_ISDA);
assertEquals(test.ToString(), "PLN-WIBOR-3M");
}
public virtual void test_mxn_tiie()
{
IborIndex test = IborIndex.of("MXN-TIIE-4W");
assertEquals(test.Currency, MXN);
assertEquals(test.Name, "MXN-TIIE-4W");
assertEquals(test.Tenor, TENOR_4W);
assertEquals(test.FixingCalendar, MXMC);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-1, MXMC));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(1, MXMC));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_4W, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(FOLLOWING, MXMC)));
assertEquals(test.DayCount, ACT_360);
assertEquals(test.DefaultFixedLegDayCount, ACT_360);
assertEquals(test.ToString(), "MXN-TIIE-4W");
}
public virtual void test_sgd_sibor()
{
HolidayCalendarId SGSI = HolidayCalendarId.of("SGSI");
IborIndex test = IborIndex.of("SGD-SIBOR-3M");
assertEquals(test.Currency, SGD);
assertEquals(test.Name, "SGD-SIBOR-3M");
assertEquals(test.Tenor, TENOR_3M);
assertEquals(test.FixingCalendar, SGSI);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-2, SGSI));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(2, SGSI));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_3M, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SGSI)));
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "SGD-SIBOR-3M");
}
public virtual void test_krw_cd()
{
HolidayCalendarId KRSE = HolidayCalendarId.of("KRSE");
IborIndex test = IborIndex.of("KRW-CD-13W");
assertEquals(test.Currency, KRW);
assertEquals(test.Name, "KRW-CD-13W");
assertEquals(test.Tenor, TENOR_13W);
assertEquals(test.FixingCalendar, KRSE);
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-1, KRSE));
assertEquals(test.EffectiveDateOffset, DaysAdjustment.ofBusinessDays(1, KRSE));
assertEquals(test.MaturityDateOffset, TenorAdjustment.of(TENOR_13W, PeriodAdditionConventions.NONE, BusinessDayAdjustment.of(FOLLOWING, KRSE)));
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "KRW-CD-13W");
IborIndex test2 = IborIndex.of("KRW-CD-3M");
assertEquals(test2.Name, "KRW-CD-13W");
}
