//-------------------------------------------------------------------------
public virtual void test_equals()
{
ImmutableFxIndex a = ImmutableFxIndex.builder().name("GBP-EUR").currencyPair(CurrencyPair.of(GBP, EUR)).fixingCalendar(GBLO).maturityDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)).build();
ImmutableFxIndex b = a.toBuilder().name("EUR-GBP").build();
assertEquals(a.Equals(b), false);
}
private static FxIndex parseFxIndex(CsvRow row)
{
string name = row.getField(NAME_FIELD);
Currency baseCurrency = Currency.parse(row.getField(BASE_CURRENCY_FIELD));
Currency counterCurrency = Currency.parse(row.getField(COUNTER_CURRENCY_FIELD));
HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getField(FIXING_CALENDAR_FIELD));
int maturityDays = int.Parse(row.getField(MATURITY_DAYS_FIELD));
HolidayCalendarId maturityCal = HolidayCalendarId.of(row.getField(MATURITY_CALENDAR_FIELD));
// build result
return(ImmutableFxIndex.builder().name(name).currencyPair(CurrencyPair.of(baseCurrency, counterCurrency)).fixingCalendar(fixingCal).maturityDateOffset(DaysAdjustment.ofBusinessDays(maturityDays, maturityCal)).build());
}
public virtual void test_dates()
{
FxIndex test = ImmutableFxIndex.builder().name("Test").currencyPair(CurrencyPair.of(EUR, GBP)).fixingCalendar(NO_HOLIDAYS).maturityDateOffset(DaysAdjustment.ofCalendarDays(2)).build();
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, 18));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 18), REF_DATA), date(2014, 10, 16));
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 17), REF_DATA), date(2014, 10, 19));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 19), REF_DATA), date(2014, 10, 17));
// input date is Sunday
assertEquals(test.calculateMaturityFromFixing(date(2014, 10, 19), REF_DATA), date(2014, 10, 21));
assertEquals(test.calculateFixingFromMaturity(date(2014, 10, 19), REF_DATA), date(2014, 10, 17));
}
