public virtual void test_metadata_fixed()
{
LocalDate nodeDate = VAL_DATE.plusMonths(1);
IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(nodeDate));
DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA);
assertEquals(metadata.Date, nodeDate);
assertEquals(metadata.Label, node.Label);
}
public virtual void test_metadata_last_fixing()
{
IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING);
ImmutableMarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, 0.0d).build();
IborFutureTrade trade = node.trade(1d, marketData, REF_DATA);
LocalDate fixingDate = trade.Product.FixingDate;
DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA);
assertEquals(metadata.Date, fixingDate);
LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(VAL_DATE, REF_DATA);
assertEquals(((YearMonthDateParameterMetadata)metadata).YearMonth, YearMonth.from(referenceDate));
}
public virtual void test_metadata_end()
{
IborFutureCurveNode node = IborFutureCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL);
LocalDate date = LocalDate.of(2015, 10, 20);
LocalDate referenceDate = TEMPLATE.calculateReferenceDateFromTradeDate(date, REF_DATA);
LocalDate maturityDate = TEMPLATE.Index.calculateMaturityFromEffective(referenceDate, REF_DATA);
ParameterMetadata metadata = node.metadata(date, REF_DATA);
assertEquals(metadata.Label, LABEL);
assertTrue(metadata is YearMonthDateParameterMetadata);
assertEquals(((YearMonthDateParameterMetadata)metadata).Date, maturityDate);
assertEquals(((YearMonthDateParameterMetadata)metadata).YearMonth, YearMonth.from(referenceDate));
}