public int compareKey(PointSensitivity other)
{
if (other is OvernightRateSensitivity)
{
OvernightRateSensitivity otherOn = (OvernightRateSensitivity)other;
return(ComparisonChain.start().compare(Index.ToString(), otherOn.Index.ToString()).compare(currency, otherOn.currency).compare(observation.FixingDate, otherOn.observation.FixingDate).compare(endDate, otherOn.endDate).result());
}
return(this.GetType().Name.CompareTo(other.GetType().Name));
}
public virtual void test_brlCdi()
{
OvernightIndex test = OvernightIndex.of("BRL-CDI");
assertEquals(test.Name, "BRL-CDI");
assertEquals(test.Currency, BRL);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, BRBD);
assertEquals(test.PublicationDateOffset, 1);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, DayCount.ofBus252(BRBD));
assertEquals(test.ToString(), "BRL-CDI");
}
public virtual void test_usdSofr()
{
OvernightIndex test = OvernightIndex.of("USD-SOFR");
assertEquals(test.Name, "USD-SOFR");
assertEquals(test.Currency, USD);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, USGS);
assertEquals(test.PublicationDateOffset, 1);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.ToString(), "USD-SOFR");
}
//-------------------------------------------------------------------------
public virtual void test_usdFedFund3m()
{
OvernightIndex test = OvernightIndex.of("USD-FED-FUND");
assertEquals(test.Currency, USD);
assertEquals(test.Name, "USD-FED-FUND");
assertEquals(test.FixingCalendar, USNY);
assertEquals(test.PublicationDateOffset, 1);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.DefaultFixedLegDayCount, ACT_360);
assertEquals(test.ToString(), "USD-FED-FUND");
}
public virtual void test_zarSabor()
{
OvernightIndex test = OvernightIndex.of("ZAR-SABOR");
assertEquals(test.Name, "ZAR-SABOR");
assertEquals(test.Currency, ZAR);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, ZAJO);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "ZAR-SABOR");
}
public virtual void test_sekOis()
{
OvernightIndex test = OvernightIndex.of("SEK-SIOR");
assertEquals(test.Name, "SEK-SIOR");
assertEquals(test.Currency, SEK);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, SEST);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 1);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.DefaultFixedLegDayCount, ACT_360);
assertEquals(test.ToString(), "SEK-SIOR");
}
public virtual void test_plnOis()
{
OvernightIndex test = OvernightIndex.of("PLN-POLONIA");
assertEquals(test.Name, "PLN-POLONIA");
assertEquals(test.Currency, PLN);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, PLWA);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "PLN-POLONIA");
}
public virtual void test_nzdOis()
{
OvernightIndex test = OvernightIndex.of("NZD-NZIONA");
assertEquals(test.Name, "NZD-NZIONA");
assertEquals(test.Currency, NZD);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, HolidayCalendarId.of("NZBD"));
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "NZD-NZIONA");
}
public virtual void test_inrOis()
{
OvernightIndex test = OvernightIndex.of("INR-OMIBOR");
assertEquals(test.Name, "INR-OMIBOR");
assertEquals(test.Currency, INR);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, HolidayCalendarId.of("INMU"));
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "INR-OMIBOR");
}
//-------------------------------------------------------------------------
public virtual void test_audAonia()
{
OvernightIndex test = OvernightIndex.of("AUD-AONIA");
assertEquals(test.Name, "AUD-AONIA");
assertEquals(test.Currency, AUD);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, AUSY);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "AUD-AONIA");
}
public virtual void test_gbpSonia()
{
OvernightIndex test = OvernightIndex.of("GBP-SONIA");
assertEquals(test.Name, "GBP-SONIA");
assertEquals(test.Currency, GBP);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, GBLO);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.FloatingRateName, FloatingRateName.of("GBP-SONIA"));
assertEquals(test.ToString(), "GBP-SONIA");
}
public virtual void test_sgdSonar()
{
HolidayCalendarId SGSI = HolidayCalendarId.of("SGSI");
OvernightIndex test = OvernightIndex.of("SGD-SONAR");
assertEquals(test.Name, "SGD-SONAR");
assertEquals(test.Currency, SGD);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, SGSI);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.DefaultFixedLegDayCount, ACT_365F);
assertEquals(test.ToString(), "SGD-SONAR");
}
public virtual void test_chfSaron()
{
OvernightIndex test = OvernightIndex.of("CHF-SARON");
assertEquals(test.Name, "CHF-SARON");
assertEquals(test.Currency, CHF);
assertEquals(test.Active, true);
assertEquals(test.FixingCalendar, CHZU);
assertEquals(test.PublicationDateOffset, 0);
assertEquals(test.EffectiveDateOffset, 0);
assertEquals(test.DayCount, ACT_360);
assertEquals(test.DefaultFixedLegDayCount, ACT_360);
assertEquals(test.FloatingRateName, FloatingRateName.of("CHF-SARON"));
assertEquals(test.ToString(), "CHF-SARON");
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "name") public void test_toString(OvernightIndex convention, String name)
public virtual void test_toString(OvernightIndex convention, string name)
{
assertEquals(convention.ToString(), name);
}
