//-------------------------------------------------------------------------
public virtual void test_ofFixedRate()
{
IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d);
assertEquals(test.FixedRate, double?.of(0.025d));
assertEquals(test.Index, null);
assertEquals(test.IndexInterpolated, null);
assertEquals(test.FixedRate, true);
assertEquals(test.KnownAmount, false);
assertEquals(test.FloatingRate, false);
assertEquals(test.Interpolated, false);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborRateStubCalculation test = IborRateStubCalculation.ofIborInterpolatedRate(GBP_LIBOR_1M, GBP_LIBOR_3M);
coverImmutableBean(test);
IborRateStubCalculation test2 = IborRateStubCalculation.ofFixedRate(0.028d);
coverBeanEquals(test, test2);
IborRateStubCalculation test3 = IborRateStubCalculation.ofKnownAmount(GBP_P1000);
coverBeanEquals(test, test3);
}
public virtual void test_createRateComputation_fixedRate()
{
IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d);
assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), FixedRateComputation.of(0.025d));
}
public virtual void test_expand_initialStubAndResetPeriods_weighted_firstFixed()
{
IborRateCalculation test = IborRateCalculation.builder().dayCount(ACT_360).index(GBP_LIBOR_3M).fixingDateOffset(MINUS_TWO_DAYS).resetPeriods(ResetSchedule.builder().resetFrequency(P1M).businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)).resetMethod(WEIGHTED).build()).firstRegularRate(0.028d).initialStub(IborRateStubCalculation.ofFixedRate(0.030d)).build();
SchedulePeriod accrual1 = SchedulePeriod.of(DATE_02_05, DATE_04_07, DATE_02_05, DATE_04_05);
SchedulePeriod accrual2 = SchedulePeriod.of(DATE_04_07, DATE_07_07, DATE_04_05, DATE_07_05);
Schedule schedule = Schedule.builder().periods(accrual1, accrual2).frequency(P3M).rollConvention(DAY_5).build();
RateAccrualPeriod rap1 = RateAccrualPeriod.builder(accrual1).yearFraction(accrual1.yearFraction(ACT_360, schedule)).rateComputation(FixedRateComputation.of(0.030d)).build();
IborIndexObservation obs4 = IborIndexObservation.of(GBP_LIBOR_3M, DATE_04_03, REF_DATA);
IborIndexObservation obs5 = IborIndexObservation.of(GBP_LIBOR_3M, DATE_05_01, REF_DATA);
IborIndexObservation obs6 = IborIndexObservation.of(GBP_LIBOR_3M, DATE_06_03, REF_DATA);
ImmutableList <IborAveragedFixing> fixings2 = ImmutableList.of(IborAveragedFixing.ofDaysInResetPeriod(obs4, DATE_04_07, DATE_05_06, 0.028d), IborAveragedFixing.ofDaysInResetPeriod(obs5, DATE_05_06, DATE_06_05), IborAveragedFixing.ofDaysInResetPeriod(obs6, DATE_06_05, DATE_07_07));
RateAccrualPeriod rap2 = RateAccrualPeriod.builder(accrual2).yearFraction(accrual2.yearFraction(ACT_360, schedule)).rateComputation(IborAveragedRateComputation.of(fixings2)).build();
ImmutableList <RateAccrualPeriod> periods = test.createAccrualPeriods(schedule, schedule, REF_DATA);
assertEquals(periods, ImmutableList.of(rap1, rap2));
}
