public virtual void test_resolve_twoLegs()
{
IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG);
ResolvedIborCapFloor test = @base.resolve(REF_DATA);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
}
public virtual void test_resolve_oneLeg()
{
IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG);
ResolvedIborCapFloor test = @base.resolve(REF_DATA);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.Present, false);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborCapFloor test1 = IborCapFloor.of(CAPFLOOR_LEG);
coverImmutableBean(test1);
IborCapFloorLeg capFloor = IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(RECEIVE).build();
IborCapFloor test2 = IborCapFloor.of(capFloor, PAY_LEG);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborCapFloorTrade test1 = sut();
coverImmutableBean(test1);
IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build());
IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build();
coverBeanEquals(test1, test2);
}
public virtual void test_of_twoLegs_xccy()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG_XCCY);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG);
assertEquals(test.PayLeg.get(), PAY_LEG_XCCY);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, EUR));
assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, EUR));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M, EUR_EURIBOR_3M));
}
public virtual void test_of_oneLeg()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG);
assertEquals(test.PayLeg.Present, false);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR));
assertEquals(test.allCurrencies(), ImmutableSet.of(EUR));
assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M));
}
public virtual void test_serialization()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG);
assertSerialization(test);
}