//------------------------------------------------------------------------- public virtual void test_of_withoutFixings() { DiscountOvernightIndexRates test = DiscountOvernightIndexRates.of(GBP_SONIA, DFCURVE); assertEquals(test.Index, GBP_SONIA); assertEquals(test.ValuationDate, DATE_VAL); assertEquals(test.Fixings, SERIES_EMPTY); assertEquals(test.DiscountFactors, DFCURVE); assertEquals(test.ParameterCount, DFCURVE.ParameterCount); assertEquals(test.getParameter(0), DFCURVE.getParameter(0)); assertEquals(test.getParameterMetadata(0), DFCURVE.getParameterMetadata(0)); assertEquals(test.withParameter(0, 1d).DiscountFactors, DFCURVE.withParameter(0, 1d)); assertEquals(test.withPerturbation((i, v, m) => v + 1d).DiscountFactors, DFCURVE.withPerturbation((i, v, m) => v + 1d)); assertEquals(test.findData(CURVE.Name), CURVE); assertEquals(test.findData(CurveName.of("Rubbish")), null); // check IborIndexRates OvernightIndexRates test2 = OvernightIndexRates.of(GBP_SONIA, DATE_VAL, CURVE); assertEquals(test, test2); }