/// <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);
}
