public virtual void test_of_oneLeg() { Cms test = Cms.of(CMS_LEG); assertEquals(test.CmsLeg, CMS_LEG); assertFalse(test.PayLeg.Present); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency)); assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency)); }
//------------------------------------------------------------------------- public virtual void test_of_twoLegs() { Cms test = sutCap(); assertEquals(test.CmsLeg, CMS_LEG); assertEquals(test.PayLeg.get(), PAY_LEG); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency)); assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency)); assertEquals(test.allRateIndices(), ImmutableSet.of(CMS_LEG.UnderlyingIndex)); }