/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(ImmutableIborFutureConvention beanToCopy) { this.index_Renamed = beanToCopy.Index; this.name_Renamed = beanToCopy.Name; this.dateSequence_Renamed = beanToCopy.DateSequence; this.businessDayAdjustment_Renamed = beanToCopy.BusinessDayAdjustment; }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 100346066: // index this.index_Renamed = (IborIndex)newValue; break; case 3373707: // name this.name_Renamed = (string)newValue; break; case -258065009: // dateSequence this.dateSequence_Renamed = (DateSequence)newValue; break; case -1065319863: // businessDayAdjustment this.businessDayAdjustment_Renamed = (BusinessDayAdjustment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_QUARTERLY_IMM() { DateSequence test = DateSequences.QUARTERLY_IMM; assertEquals(test.Name, "Quarterly-IMM"); assertEquals(test.ToString(), "Quarterly-IMM"); assertEquals(test.dateMatching(YearMonth.of(2013, 3)), LocalDate.of(2013, 3, 20)); }
private ImmutableIborFutureConvention(IborIndex index, string name, DateSequence dateSequence, BusinessDayAdjustment businessDayAdjustment) { JodaBeanUtils.notNull(index, "index"); JodaBeanUtils.notNull(name, "name"); JodaBeanUtils.notNull(dateSequence, "dateSequence"); JodaBeanUtils.notNull(businessDayAdjustment, "businessDayAdjustment"); this.index = index; this.name = name; this.dateSequence = dateSequence; this.businessDayAdjustment = businessDayAdjustment; }
public void TestSequence() { DateTime dateStart = new DateTime(2010, 1, 1); TimeSpan interval = TimeSpan.FromHours(1); DateSequence sequence = new DateSequence(dateStart, interval); DateTime prev = dateStart; for (int i = 0; i < 1000; i++) { DateTime nextDate = sequence.Next(); Assert.True(nextDate > prev); } }
//------------------------------------------------------------------------- /// <summary> /// Creates a convention based on the specified index and the sequence of dates. /// <para> /// The standard market convention is based on the index. /// The business day adjustment is set to be 'Following' using the effective date calendar from the index. /// The convention name will default to the name of the index suffixed by the /// name of the date sequence. /// /// </para> /// </summary> /// <param name="index"> the index, the calendar for the adjustment is extracted from the index </param> /// <param name="dateSequence"> the sequence of dates </param> /// <returns> the convention </returns> public static ImmutableIborFutureConvention of(IborIndex index, DateSequence dateSequence) { return(ImmutableIborFutureConvention.builder().index(index).dateSequence(dateSequence).build()); }
/// <summary> /// Sets the sequence of dates that the future is based on. /// <para> /// This is used to calculate the reference date of the future that is the start /// date of the underlying synthetic deposit. /// </para> /// </summary> /// <param name="dateSequence"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder dateSequence(DateSequence dateSequence) { JodaBeanUtils.notNull(dateSequence, "dateSequence"); this.dateSequence_Renamed = dateSequence; return(this); }
public virtual void test_QUARTERLY_10TH_of() { DateSequence test = DateSequence.of("Quarterly-10th"); assertEquals(test, DateSequences.QUARTERLY_10TH); }
public virtual void test_QUARTERLY_IMM_of() { DateSequence test = DateSequence.of("Quarterly-IMM"); assertEquals(test, DateSequences.QUARTERLY_IMM); }
//------------------------------------------------------------------------- public virtual void test_extendedEnum() { assertEquals(DateSequence.extendedEnum().lookupAll().get("Quarterly-IMM"), DateSequences.QUARTERLY_IMM); }