public virtual void test_of_rateCutoff_2()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), 2, REF_DATA);
OvernightCompoundedRateComputation expected = OvernightCompoundedRateComputation.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()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(CHF_TOIS, date(2016, 2, 24), date(2016, 3, 24), 0, REF_DATA);
OvernightCompoundedRateComputation expected = OvernightCompoundedRateComputation.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);
}
//-------------------------------------------------------------------------
public virtual void test_collectIndices()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of(USD_FED_FUND));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
coverImmutableBean(test);
OvernightCompoundedRateComputation test2 = OvernightCompoundedRateComputation.of(GBP_SONIA, date(2014, 6, 3), date(2014, 7, 3), 3, REF_DATA);
coverBeanEquals(test, test2);
}
//-------------------------------------------------------------------------
public virtual void test_calculate()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
assertEquals(test.calculateEffectiveFromFixing(date(2016, 2, 24)), USD_FED_FUND.calculateEffectiveFromFixing(date(2016, 2, 24), REF_DATA));
assertEquals(test.calculateFixingFromEffective(date(2016, 2, 24)), USD_FED_FUND.calculateFixingFromEffective(date(2016, 2, 24), REF_DATA));
assertEquals(test.calculatePublicationFromFixing(date(2016, 2, 24)), USD_FED_FUND.calculatePublicationFromFixing(date(2016, 2, 24), REF_DATA));
assertEquals(test.calculateMaturityFromFixing(date(2016, 2, 24)), USD_FED_FUND.calculateMaturityFromFixing(date(2016, 2, 24), REF_DATA));
assertEquals(test.calculateMaturityFromEffective(date(2016, 2, 24)), USD_FED_FUND.calculateMaturityFromEffective(date(2016, 2, 24), REF_DATA));
}
public virtual void test_observeOn()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
assertEquals(test.observeOn(date(2016, 2, 24)), OvernightIndexObservation.of(USD_FED_FUND, date(2016, 2, 24), REF_DATA));
}
public virtual void test_of_rateCutoff_negative()
{
assertThrowsIllegalArg(() => OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), -1, REF_DATA));
}
public virtual void test_of_badDateOrder()
{
assertThrowsIllegalArg(() => OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 2, 24), REF_DATA));
assertThrowsIllegalArg(() => OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 25), date(2016, 2, 24), REF_DATA));
}
public virtual void test_serialization()
{
OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA);
assertSerialization(test);
}