Exemplo n.º 1
0
        public virtual void test_collectIndices_fxReset()
        {
            SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
            KnownAmountNotionalSwapPaymentPeriod test = KnownAmountNotionalSwapPaymentPeriod.of(PAYMENT_2014_10_03, sched, USD_P50000, FX_RESET);

            ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
            test.collectIndices(builder);
            assertEquals(builder.build(), ImmutableSet.of(FX_RESET.Index));
        }
Exemplo n.º 2
0
        public virtual void test_of_fxReset()
        {
            SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
            KnownAmountNotionalSwapPaymentPeriod test = KnownAmountNotionalSwapPaymentPeriod.of(PAYMENT_2014_10_03, sched, USD_P50000, FX_RESET);

            assertEquals(test.Payment, PAYMENT_2014_10_03);
            assertEquals(test.StartDate, DATE_2014_03_30);
            assertEquals(test.UnadjustedStartDate, DATE_2014_03_30);
            assertEquals(test.EndDate, DATE_2014_09_30);
            assertEquals(test.UnadjustedEndDate, DATE_2014_09_30);
            assertEquals(test.PaymentDate, DATE_2014_10_03);
            assertEquals(test.Currency, GBP);
            assertEquals(test.NotionalAmount, USD_P50000);
            assertEquals(test.FxResetObservation, FX_RESET);
        }