public virtual void test_of_spotDateOffset()
{
ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M, PLUS_ONE_DAY);
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, FIXED);
assertEquals(test.SpreadFloatingLeg, IBOR6M);
assertEquals(test.FlatFloatingLeg, IBOR12M);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
}
public virtual void test_builder()
{
ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.builder().name(NAME).spreadLeg(FIXED).spreadFloatingLeg(IBOR6M).flatFloatingLeg(IBOR12M).spotDateOffset(PLUS_ONE_DAY).build();
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, FIXED);
assertEquals(test.SpreadFloatingLeg, IBOR6M);
assertEquals(test.FlatFloatingLeg, IBOR12M);
assertEquals(test.SpotDateOffset, PLUS_ONE_DAY);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
assertEquals(test.Name, NAME);
assertEquals(test.SpreadLeg, FIXED);
assertEquals(test.SpreadFloatingLeg, IBOR6M);
assertEquals(test.FlatFloatingLeg, IBOR12M);
assertEquals(test.SpotDateOffset, EUR_EURIBOR_6M.EffectiveDateOffset);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
coverImmutableBean(test);
ImmutableThreeLegBasisSwapConvention test2 = ImmutableThreeLegBasisSwapConvention.of("swap", FIXED, IBOR3M, IBOR6M);
coverBeanEquals(test, test2);
ImmutableThreeLegBasisSwapConvention test3 = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR3M, IBOR12M);
coverBeanEquals(test, test3);
}
public virtual void test_toTrade_dates()
{
ThreeLegBasisSwapConvention @base = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 5);
LocalDate endDate = date(2015, 11, 5);
SwapTrade test = @base.toTrade(tradeDate, startDate, endDate, BUY, NOTIONAL_2M, 0.25d);
Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), IBOR6M.toLeg(startDate, endDate, PAY, NOTIONAL_2M), IBOR12M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_toTrade_periodTenor()
{
ThreeLegBasisSwapConvention @base = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 8, 7);
LocalDate endDate = date(2025, 8, 7);
SwapTrade test = @base.createTrade(tradeDate, Period.ofMonths(3), TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected = Swap.of(FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), IBOR6M.toLeg(startDate, endDate, PAY, NOTIONAL_2M), IBOR12M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableThreeLegBasisSwapConvention other = (ImmutableThreeLegBasisSwapConvention)obj;
return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(spreadLeg, other.spreadLeg) && JodaBeanUtils.equal(spreadFloatingLeg, other.spreadFloatingLeg) && JodaBeanUtils.equal(flatFloatingLeg, other.flatFloatingLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset));
}
return(false);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableThreeLegBasisSwapConvention convention, int lag)
public virtual void test_spot_lag(ImmutableThreeLegBasisSwapConvention convention, int lag)
{
assertEquals(convention.SpotDateOffset.Days, lag);
}
public virtual void test_serialization()
{
ThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
assertSerialization(test);
}
