//-------------------------------------------------------------------------
public virtual void test_of()
{
SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.of(PAYMENT_2014_10_03, sched);
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);
}
public virtual void test_findNotionalKnownAmount()
{
Payment payment = Payment.of(GBP, 1000, LocalDate.of(2011, 3, 8));
SchedulePeriod schedulePeriod = SchedulePeriod.of(LocalDate.of(2010, 3, 8), LocalDate.of(2011, 3, 8));
KnownAmountSwapPaymentPeriod paymentPeriod = KnownAmountSwapPaymentPeriod.of(payment, schedulePeriod);
ResolvedSwapLeg test = ResolvedSwapLeg.builder().type(IBOR).payReceive(RECEIVE).paymentPeriods(paymentPeriod).build();
// Date is before the start date
assertEquals(test.findNotional(RPP1.StartDate.minusMonths(1)), null);
// Date is on the start date
assertEquals(test.findNotional(RPP1.StartDate), null);
// Date is after the start date
assertEquals(test.findNotional(RPP1.StartDate.plusDays(1)), null);
// Date is before the end date
assertEquals(test.findNotional(RPP2.EndDate.minusDays(1)), null);
// Date is on the end date
assertEquals(test.findNotional(RPP2.EndDate), null);
// Date is after the end date
assertEquals(test.findNotional(RPP2.EndDate.plusMonths(1)), null);
}
// create the payment period
private IList <SwapPaymentPeriod> createPaymentPeriods(Schedule resolvedPayments, ReferenceData refData)
{
// resolve amount schedule against payment schedule
DoubleArray amounts = amount.resolveValues(resolvedPayments);
// resolve against reference data once
DateAdjuster paymentDateAdjuster = paymentSchedule.PaymentDateOffset.resolve(refData);
// build up payment periods using schedule
ImmutableList.Builder <SwapPaymentPeriod> paymentPeriods = ImmutableList.builder();
for (int index = 0; index < resolvedPayments.size(); index++)
{
SchedulePeriod paymentPeriod = resolvedPayments.getPeriod(index);
LocalDate baseDate = paymentSchedule.PaymentRelativeTo.selectBaseDate(paymentPeriod);
LocalDate paymentDate = paymentDateAdjuster.adjust(baseDate);
double amount = payReceive.normalize(amounts.get(index));
Payment payment = Payment.of(CurrencyAmount.of(currency, amount), paymentDate);
paymentPeriods.add(KnownAmountSwapPaymentPeriod.of(payment, paymentPeriod));
}
return(paymentPeriods.build());
}