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); }
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)); }
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)); }