Exemplo n.º 1
0
        public virtual void test_of_twoLegs()
        {
            ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG);

            assertEquals(test.CapFloorLeg, CAPFLOOR_LEG);
            assertEquals(test.PayLeg.get(), PAY_LEG);
            assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR));
            assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M));
        }
Exemplo n.º 2
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            ResolvedIborCapFloor test1 = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG);

            coverImmutableBean(test1);
            ResolvedIborCapFloorLeg capFloor = ResolvedIborCapFloorLeg.builder().capletFloorletPeriods(PERIOD_1).payReceive(PAY).build();
            ResolvedIborCapFloor    test2    = ResolvedIborCapFloor.of(capFloor);

            coverBeanEquals(test1, test2);
        }
Exemplo n.º 3
0
        public virtual void test_serialization()
        {
            ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG);

            assertSerialization(test);
        }