public virtual void test_of_rateCutoff_2()
{
OvernightAveragedRateComputation test = OvernightAveragedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), 2, REF_DATA);
OvernightAveragedRateComputation expected = OvernightAveragedRateComputation.builder().index(USD_FED_FUND).fixingCalendar(USD_FED_FUND.FixingCalendar.resolve(REF_DATA)).startDate(date(2016, 2, 24)).endDate(date(2016, 3, 24)).rateCutOffDays(2).build();
assertEquals(test, expected);
}
public virtual void test_of_noRateCutoff_tomNext()
{
OvernightAveragedRateComputation test = OvernightAveragedRateComputation.of(CHF_TOIS, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
OvernightAveragedRateComputation expected = OvernightAveragedRateComputation.builder().index(CHF_TOIS).fixingCalendar(CHF_TOIS.FixingCalendar.resolve(REF_DATA)).startDate(date(2016, 2, 23)).endDate(date(2016, 3, 23)).rateCutOffDays(0).build();
assertEquals(test, expected);
}
/// <summary>
/// Creates an instance from an index, accrual period dates and rate cut-off.
/// <para>
/// Rate cut-off applies if the cut-off is 2 or greater.
/// A value of 0 or 1 should be used if no cut-off applies.
///
/// </para>
/// </summary>
/// <param name="index"> the index </param>
/// <param name="startDate"> the first date of the accrual period </param>
/// <param name="endDate"> the last date of the accrual period </param>
/// <param name="rateCutOffDays"> the rate cut-off days offset, not negative or zero </param>
/// <param name="refData"> the reference data to use when resolving holiday calendars </param>
/// <returns> the rate computation </returns>
public static OvernightAveragedRateComputation of(OvernightIndex index, LocalDate startDate, LocalDate endDate, int rateCutOffDays, ReferenceData refData)
{
return(OvernightAveragedRateComputation.builder().index(index).fixingCalendar(index.FixingCalendar.resolve(refData)).startDate(index.calculateFixingFromEffective(startDate, refData)).endDate(index.calculateFixingFromEffective(endDate, refData)).rateCutOffDays(rateCutOffDays).build());
}
