示例#1
0
        public virtual void test_metadata_fixed()
        {
            LocalDate              nodeDate      = VAL_DATE.plusMonths(1);
            FxSwapCurveNode        node          = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS).withDate(CurveNodeDate.of(nodeDate));
            LocalDate              valuationDate = LocalDate.of(2015, 1, 22);
            DatedParameterMetadata metadata      = node.metadata(valuationDate, REF_DATA);

            assertEquals(metadata.Date, nodeDate);
            assertEquals(metadata.Label, node.Label);
        }
示例#2
0
        public virtual void test_metadata_end()
        {
            FxSwapCurveNode   node          = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS);
            LocalDate         valuationDate = LocalDate.of(2015, 1, 22);
            LocalDate         endDate       = CONVENTION.BusinessDayAdjustment.adjust(CONVENTION.SpotDateOffset.adjust(valuationDate, REF_DATA).plus(FAR_PERIOD), REF_DATA);
            ParameterMetadata metadata      = node.metadata(valuationDate, REF_DATA);

            assertEquals(((TenorDateParameterMetadata)metadata).Date, endDate);
            assertEquals(((TenorDateParameterMetadata)metadata).Tenor, Tenor.of(FAR_PERIOD));
        }
示例#3
0
        public virtual void test_metadata_last_fixing()
        {
            FxSwapCurveNode node = FxSwapCurveNode.of(TEMPLATE, QUOTE_ID_PTS).withDate(CurveNodeDate.LAST_FIXING);

            assertThrowsWithCause(() => node.metadata(VAL_DATE, REF_DATA), typeof(System.NotSupportedException));
        }