public virtual void test_resolve_twoLegs()
{
IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG);
ResolvedIborCapFloor test = @base.resolve(REF_DATA);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
}
public virtual void test_resolve_twoLegs()
{
Cms @base = sutCap();
ResolvedCms test = @base.resolve(REF_DATA);
assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
}
//-------------------------------------------------------------------------
/// <summary>
/// Create a pay leg.
/// <para>
/// The pay leg created is periodic fixed rate payments without compounding.
/// The Ibor index is used to specify the payment frequency.
///
/// </para>
/// </summary>
/// <param name="index"> the Ibor index </param>
/// <param name="startDate"> the start date </param>
/// <param name="endDate"> the end date </param>
/// <param name="fixedRate"> the fixed rate </param>
/// <param name="notional"> the notional </param>
/// <param name="payRec"> pay or receive </param>
/// <returns> the instance </returns>
public static ResolvedSwapLeg createFixedPayLeg(IborIndex index, LocalDate startDate, LocalDate endDate, double fixedRate, double notional, PayReceive payRec)
{
SwapLeg leg = createFixedPayLegUnresolved(index, startDate, endDate, fixedRate, notional, payRec);
return(leg.resolve(REF_DATA));
}