//-------------------------------------------------------------------------
public virtual void test_equals()
{
ImmutableIborIndex a = ImmutableIborIndex.builder().name("Test-3M").currency(Currency.GBP).fixingCalendar(GBLO).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)).effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)).maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)).dayCount(ACT_360).fixingTime(LocalTime.NOON).fixingZone(ZoneId.of("Europe/London")).build();
IborIndex b = a.toBuilder().name("Rubbish-3M").build();
assertEquals(a.Equals(b), false);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableIborIndex index = ImmutableIborIndex.builder().name("Test-3M").currency(Currency.GBP).fixingCalendar(GBLO).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)).effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)).maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)).dayCount(ACT_360).fixingTime(LocalTime.NOON).fixingZone(ZoneId.of("Europe/London")).build();
coverImmutableBean(index);
coverPrivateConstructor(typeof(IborIndices));
}
private static IborIndex parseIborIndex(CsvRow row)
{
string name = row.getValue(NAME_FIELD);
Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD));
bool active = bool.Parse(row.getValue(ACTIVE_FIELD));
DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD));
HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD));
int offsetDays = int.Parse(row.getValue(OFFSET_DAYS_FIELD));
HolidayCalendarId offsetCal = HolidayCalendarId.of(row.getValue(OFFSET_CALENDAR_FIELD));
HolidayCalendarId effectiveCal = HolidayCalendarId.of(row.getValue(EFFECTIVE_DATE_CALENDAR_FIELD));
Tenor tenor = Tenor.parse(row.getValue(TENOR_FIELD));
LocalTime time = LocalTime.parse(row.getValue(FIXING_TIME_FIELD), TIME_FORMAT);
ZoneId zoneId = ZoneId.of(row.getValue(FIXING_ZONE_FIELD));
DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT));
// interpret CSV
DaysAdjustment fixingOffset = DaysAdjustment.ofBusinessDays(-offsetDays, offsetCal, BusinessDayAdjustment.of(PRECEDING, fixingCal)).normalized();
DaysAdjustment effectiveOffset = DaysAdjustment.ofBusinessDays(offsetDays, offsetCal, BusinessDayAdjustment.of(FOLLOWING, effectiveCal)).normalized();
// convention can be two different things
PeriodAdditionConvention periodAdditionConvention = PeriodAdditionConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(PeriodAdditionConventions.NONE);
BusinessDayConvention tenorBusinessConvention = BusinessDayConvention.extendedEnum().find(row.getField(TENOR_CONVENTION_FIELD)).orElse(isEndOfMonth(periodAdditionConvention) ? MODIFIED_FOLLOWING : FOLLOWING);
BusinessDayAdjustment adj = BusinessDayAdjustment.of(tenorBusinessConvention, effectiveCal);
TenorAdjustment tenorAdjustment = TenorAdjustment.of(tenor, periodAdditionConvention, adj);
// build result
return(ImmutableIborIndex.builder().name(name).currency(currency).active(active).dayCount(dayCount).fixingCalendar(fixingCal).fixingDateOffset(fixingOffset).effectiveDateOffset(effectiveOffset).maturityDateOffset(tenorAdjustment).fixingTime(time).fixingZone(zoneId).defaultFixedLegDayCount(fixedLegDayCount).build());
}
public virtual void test_serialization()
{
IborIndex index = ImmutableIborIndex.builder().name("Test-3M").currency(Currency.GBP).fixingCalendar(GBLO).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)).effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)).maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)).dayCount(ACT_360).fixingTime(LocalTime.NOON).fixingZone(ZoneId.of("Europe/London")).build();
assertSerialization(index);
}