public virtual void test_builder_multiCurrencyIndex() { CmsPeriod period3 = CmsPeriodTest.sut2(); assertThrowsIllegalArg(() => ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, period3).build()); CmsPeriod period4 = CmsPeriodTest.sutCoupon(); assertThrowsIllegalArg(() => ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, period4).build()); }
internal static ResolvedCmsLeg sut2() { return(ResolvedCmsLeg.builder().payReceive(PAY).cmsPeriods(CmsLegTest.sutFloor().resolve(REF_DATA).CmsPeriods).build()); }
//------------------------------------------------------------------------- internal static ResolvedCmsLeg sut() { return(ResolvedCmsLeg.builder().payReceive(RECEIVE).cmsPeriods(PERIOD_1, PERIOD_2).build()); }