public virtual void test_builder_NZD()
        {
            ImmutableFraConvention test = ImmutableFraConvention.of(NZD_INDEX);

            assertEquals(test.Index, NZD_INDEX);
            assertEquals(test.Discounting, AFMA);
        }
        //-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @DataProvider(name = "name") public static Object[][] data_name()
        public static object[][] data_name()
        {
            return(new object[][]
            {
                new object[] { ImmutableFraConvention.of(GBP_LIBOR_3M), "GBP-LIBOR-3M" },
                new object[] { ImmutableFraConvention.of(USD_LIBOR_3M), "USD-LIBOR-3M" }
            });
        }
        //-------------------------------------------------------------------------
        public virtual void test_of_index()
        {
            ImmutableFraConvention test = ImmutableFraConvention.of(GBP_LIBOR_3M);

            assertEquals(test.Index, GBP_LIBOR_3M);
            assertEquals(test.Name, GBP_LIBOR_3M.Name);
            assertEquals(test.Currency, GBP);
            assertEquals(test.SpotDateOffset, GBP_LIBOR_3M.EffectiveDateOffset);
            assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW);
            assertEquals(test.PaymentDateOffset, DaysAdjustment.NONE);
            assertEquals(test.FixingDateOffset, GBP_LIBOR_3M.FixingDateOffset);
            assertEquals(test.DayCount, ACT_365F);
            assertEquals(test.Discounting, ISDA);
            // ensure other factories match
            assertEquals(FraConvention.of(GBP_LIBOR_3M), test);
            assertEquals(FraConventions.of(GBP_LIBOR_3M), test);
        }
Exemplo n.º 4
0
 private static FraConvention createByName(string name)
 {
     return(IborIndex.extendedEnum().find(name).map(index => ImmutableFraConvention.of(index)).orElse(null));
 }