public virtual void test_builder() { ImmutableIborIborSwapConvention test = ImmutableIborIborSwapConvention.builder().name(NAME).spreadLeg(IBOR1M).flatLeg(IBOR3M).spotDateOffset(PLUS_ONE_DAY).build(); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, IBOR1M); assertEquals(test.FlatLeg, IBOR3M); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
public virtual void test_of_spotDateOffset() { ImmutableIborIborSwapConvention test = ImmutableIborIborSwapConvention.of(NAME, IBOR1M, IBOR3M, PLUS_ONE_DAY); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, IBOR1M); assertEquals(test.FlatLeg, IBOR3M); assertEquals(test.SpotDateOffset, PLUS_ONE_DAY); }
//------------------------------------------------------------------------- public virtual void test_of() { ImmutableIborIborSwapConvention test = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M); assertEquals(test.Name, NAME); assertEquals(test.SpreadLeg, IBOR3M); assertEquals(test.FlatLeg, IBOR6M); assertEquals(test.SpotDateOffset, USD_LIBOR_3M.EffectiveDateOffset); }
//------------------------------------------------------------------------- public virtual void test_toTrade_tenor() { IborIborSwapConvention @base = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M); LocalDate tradeDate = LocalDate.of(2015, 5, 5); LocalDate startDate = date(2015, 5, 7); LocalDate endDate = date(2025, 5, 7); SwapTrade test = @base.createTrade(tradeDate, TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA); Swap expected = Swap.of(IBOR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d), IBOR6M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M)); assertEquals(test.Info.TradeDate, tradeDate); assertEquals(test.Product, expected); }
//------------------------------------------------------------------------- public virtual void coverage() { ImmutableIborIborSwapConvention test = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M); coverImmutableBean(test); ImmutableIborIborSwapConvention test2 = ImmutableIborIborSwapConvention.of(NAME, IBOR1M, IBOR6M); coverBeanEquals(test, test2); ImmutableIborIborSwapConvention test3 = ImmutableIborIborSwapConvention.of(NAME, IBOR1M, IBOR3M); coverBeanEquals(test, test3); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ImmutableIborIborSwapConvention other = (ImmutableIborIborSwapConvention)obj; return(JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(spreadLeg, other.spreadLeg) && JodaBeanUtils.equal(flatLeg, other.flatLeg) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset)); } return(false); }
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes: //ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableIborIborSwapConvention convention, int lag) public virtual void test_spot_lag(ImmutableIborIborSwapConvention convention, int lag) { assertEquals(convention.SpotDateOffset.Days, lag); }
public virtual void test_serialization() { IborIborSwapConvention test = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M); assertSerialization(test); }