public virtual void test_metadata_fixed()
{
LocalDate nodeDate = VAL_DATE.plusMonths(1);
FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.of(nodeDate));
DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA);
assertEquals(metadata.Date, nodeDate);
assertEquals(metadata.Label, node.Label);
}
public virtual void test_metadata_end()
{
FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD);
LocalDate valuationDate = LocalDate.of(2015, 1, 22);
LocalDate endDate = OFFSET.adjust(valuationDate, REF_DATA).plus(PERIOD_TO_START).plusMonths(3);
ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);
assertEquals(((TenorDateParameterMetadata)metadata).Date, endDate);
assertEquals(((TenorDateParameterMetadata)metadata).Tenor, TENOR_5M);
}
public virtual void test_metadata_last_fixing()
{
FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.LAST_FIXING);
LocalDate valuationDate = LocalDate.of(2015, 1, 22);
ImmutableMarketData marketData = ImmutableMarketData.builder(valuationDate).addValue(QUOTE_ID, 0.0d).build();
FraTrade trade = node.trade(1d, marketData, REF_DATA);
ResolvedFra resolved = trade.Product.resolve(REF_DATA);
LocalDate fixingDate = ((IborRateComputation)(resolved.FloatingRate)).FixingDate;
DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA);
assertEquals(((TenorDateParameterMetadata)metadata).Date, fixingDate);
assertEquals(((TenorDateParameterMetadata)metadata).Tenor, TENOR_5M);
}
