//------------------------------------------------------------------------- public virtual void test_collectIndices_simple() { KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000); ImmutableSet.Builder <Index> builder = ImmutableSet.builder(); test.collectIndices(builder); assertEquals(builder.build(), ImmutableSet.of()); }
//------------------------------------------------------------------------- public virtual void coverage() { KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000); coverImmutableBean(test); KnownAmountRateComputation test2 = KnownAmountRateComputation.of(GBP_P1000.plus(100)); coverBeanEquals(test, test2); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { KnownAmountRateComputation other = (KnownAmountRateComputation)obj; return(JodaBeanUtils.equal(amount, other.amount)); } return(false); }
//------------------------------------------------------------------------- /// <summary> /// Creates the {@code RateComputation} for the stub. /// </summary> /// <param name="defaultRate"> the default fixed rate </param> /// <returns> the rate computation </returns> internal RateComputation createRateComputation(double defaultRate) { if (FixedRate) { return(FixedRateComputation.of(fixedRate.Value)); } else if (KnownAmount) { return(KnownAmountRateComputation.of(knownAmount)); } else { return(FixedRateComputation.of(defaultRate)); } }
//------------------------------------------------------------------------- /// <summary> /// Creates the {@code RateComputation} for the stub. /// </summary> /// <param name="fixingDate"> the fixing date </param> /// <param name="defaultIndex"> the default index to use if the stub has no rules </param> /// <param name="refData"> the reference data </param> /// <returns> the rate observation </returns> internal RateComputation createRateComputation(LocalDate fixingDate, IborIndex defaultIndex, ReferenceData refData) { if (Interpolated) { return(IborInterpolatedRateComputation.of(index, indexInterpolated, fixingDate, refData)); } else if (FloatingRate) { return(IborRateComputation.of(index, fixingDate, refData)); } else if (FixedRate) { return(FixedRateComputation.of(fixedRate.Value)); } else if (KnownAmount) { return(KnownAmountRateComputation.of(knownAmount)); } else { return(IborRateComputation.of(defaultIndex, fixingDate, refData)); } }
public virtual void test_createRateComputation_knownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), KnownAmountRateComputation.of(GBP_P1000)); }
public virtual void test_createRateComputation_knownAmount() { FixedRateStubCalculation test = FixedRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.createRateComputation(3d), KnownAmountRateComputation.of(GBP_P1000)); }
public virtual void test_serialization() { KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000); assertSerialization(test); }
//------------------------------------------------------------------------- public virtual void test_of() { KnownAmountRateComputation test = KnownAmountRateComputation.of(GBP_P1000); assertEquals(test.Amount, GBP_P1000); }