//-------------------------------------------------------------------------
public virtual void coverage()
{
FxIndexObservation test = FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA);
coverImmutableBean(test);
FxIndexObservation test2 = FxIndexObservation.of(EUR_GBP_ECB, FIXING_DATE.plusDays(1), REF_DATA);
coverBeanEquals(test, test2);
}
public virtual void test_of()
{
FxIndexObservation test = FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.FixingDate, FIXING_DATE);
assertEquals(test.MaturityDate, MATURITY_DATE);
assertEquals(test.CurrencyPair, GBP_USD_WM.CurrencyPair);
assertEquals(test.ToString(), "FxIndexObservation[GBP/USD-WM on 2016-02-22]");
}
//-------------------------------------------------------------------------
public virtual void test_ecb_eur_gbp_dates()
{
FxIndex test = FxIndices.EUR_GBP_ECB;
assertEquals(test.FixingDateOffset, DaysAdjustment.ofBusinessDays(-2, EUTA.combinedWith(GBLO)));
assertEquals(test.MaturityDateOffset, DaysAdjustment.ofBusinessDays(2, EUTA.combinedWith(GBLO)));
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 13), REF_DATA), date(2014, 10, 15));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 15), REF_DATA), date(2014, 10, 13));
// weekend
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 16), REF_DATA), date(2014, 10, 20));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 20), REF_DATA), date(2014, 10, 16));
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 17), REF_DATA), date(2014, 10, 21));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 21), REF_DATA), date(2014, 10, 17));
// input date is Sunday
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 19), REF_DATA), date(2014, 10, 22));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 19), REF_DATA), date(2014, 10, 16));
// skip maturity over EUR (1st May) and GBP (5th May) holiday
assertEquals(test.calculateMaturityFromFixing(date(2014, 4, 30), REF_DATA), date(2014, 5, 6));
assertEquals(test.calculateFixingFromMaturity(date(2014, 5, 6), REF_DATA), date(2014, 4, 30));
// resolve
assertEquals(test.resolve(REF_DATA).apply(date(2014, 5, 6)), FxIndexObservation.of(test, date(2014, 5, 6), REF_DATA));
}
public virtual void test_serialization()
{
FxIndexObservation test = FxIndexObservation.of(GBP_USD_WM, FIXING_DATE, REF_DATA);
assertSerialization(test);
}