//------------------------------------------------------------------------- public virtual void test_resolve() { IborFixingDepositTrade test = IborFixingDepositTrade.of(TRADE_INFO, DEPOSIT); assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO); assertEquals(test.resolve(REF_DATA).Product, DEPOSIT.resolve(REF_DATA)); }
//------------------------------------------------------------------------- public virtual void test_resolve() { IborFixingDeposit @base = IborFixingDeposit.builder().buySell(SELL).notional(NOTIONAL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).index(GBP_LIBOR_6M).fixedRate(RATE).build(); ResolvedIborFixingDeposit test = @base.resolve(REF_DATA); LocalDate expectedEndDate = BDA_MOD_FOLLOW.adjust(END_DATE, REF_DATA); double expectedYearFraction = ACT_365F.yearFraction(START_DATE, expectedEndDate); IborRateComputation expectedObservation = IborRateComputation.of(GBP_LIBOR_6M, GBP_LIBOR_6M.FixingDateOffset.adjust(START_DATE, REF_DATA), REF_DATA); assertEquals(test.Currency, GBP); assertEquals(test.StartDate, START_DATE); assertEquals(test.EndDate, expectedEndDate); assertEquals(test.FloatingRate, expectedObservation); assertEquals(test.Notional, -NOTIONAL); assertEquals(test.FixedRate, RATE); assertEquals(test.YearFraction, expectedYearFraction); }