public virtual void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.Date, nodeDate); assertEquals(metadata.Label, node.Label); }
public virtual void test_metadata_last_fixing() { IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING); LocalDate valuationDate = LocalDate.of(2015, 1, 22); LocalDate fixingExpected = LocalDate.of(2024, 7, 24); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.Date, fixingExpected); assertEquals(metadata.Label, node.Label); }
public virtual void test_metadata_end() { IborIborSwapCurveNode node = IborIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata)metadata).Date, LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata)metadata).Tenor, Tenor.TENOR_10Y); }