public virtual void test_rate_afterValuation()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES);
double time = CURVE_DAY_COUNT.yearFraction(DATE_VAL, GBP_LIBOR_3M_AFTER.MaturityDate);
double expected = CURVE.yValue(time);
assertEquals(test.rate(GBP_LIBOR_3M_AFTER), expected, TOLERANCE_RATE);
}
public virtual void test_rate_onValuation_noFixing()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES_EMPTY);
double time = CURVE_DAY_COUNT.yearFraction(DATE_VAL, GBP_LIBOR_3M_VAL.MaturityDate);
double expected = CURVE.yValue(time);
assertEquals(test.rate(GBP_LIBOR_3M_VAL), expected, TOLERANCE_RATE);
assertEquals(test.rateIgnoringFixings(GBP_LIBOR_3M_VAL), expected, TOLERANCE_RATE);
}
public virtual void test_rate_onValuation_fixing()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES);
assertEquals(test.rate(GBP_LIBOR_3M_VAL), RATE_VAL);
}
public virtual void test_rate_beforeValuation_noFixing_notEmptySeries()
{
SimpleIborIndexRates test = SimpleIborIndexRates.of(GBP_LIBOR_3M, DATE_VAL, CURVE, SERIES_MINIMAL);
assertThrowsIllegalArg(() => test.rate(GBP_LIBOR_3M_BEFORE));
}
