public virtual void test_of() { FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(DETACHMENT_DATE).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build(); assertEquals(test.Currency, USD); assertEquals(test.UnadjustedStartDate, START); assertEquals(test.StartDate, START_ADJUSTED); assertEquals(test.UnadjustedEndDate, END); assertEquals(test.EndDate, END_ADJUSTED); assertEquals(test.PaymentDate, END_ADJUSTED); assertEquals(test.DetachmentDate, DETACHMENT_DATE); assertEquals(test.FixedRate, FIXED_RATE); assertEquals(test.Notional, NOTIONAL); assertEquals(test.YearFraction, YEAR_FRACTION); assertEquals(test.hasExCouponPeriod(), true); // the object is not changed assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d => d.plusDays(2))), test); ImmutableSet.Builder <Index> builder = ImmutableSet.builder(); test.collectIndices(builder); assertEquals(test.Currency, USD); assertEquals(test.UnadjustedStartDate, START); assertEquals(test.StartDate, START_ADJUSTED); assertEquals(test.UnadjustedEndDate, END); assertEquals(test.EndDate, END_ADJUSTED); assertEquals(test.PaymentDate, END_ADJUSTED); assertEquals(test.DetachmentDate, DETACHMENT_DATE); assertEquals(test.FixedRate, FIXED_RATE); assertEquals(test.Notional, NOTIONAL); assertEquals(test.YearFraction, YEAR_FRACTION); assertEquals(test.hasExCouponPeriod(), true); }
//------------------------------------------------------------------------- public virtual void coverage() { FixedCouponBondPaymentPeriod test1 = FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(DETACHMENT_DATE).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build(); coverImmutableBean(test1); FixedCouponBondPaymentPeriod test2 = FixedCouponBondPaymentPeriod.builder().currency(GBP).startDate(LocalDate.of(2014, 3, 4)).unadjustedStartDate(LocalDate.of(2014, 3, 2)).endDate(LocalDate.of(2015, 3, 4)).unadjustedEndDate(LocalDate.of(2015, 3, 3)).notional(1.0e8).fixedRate(0.005).yearFraction(1d).build(); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void test_contains() { FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(DETACHMENT_DATE).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build(); assertEquals(test.contains(START.minusDays(1)), false); assertEquals(test.contains(START), true); assertEquals(test.contains(START.plusDays(1)), true); assertEquals(test.contains(END.minusDays(1)), true); assertEquals(test.contains(END), false); }
public virtual void test_of_wrongDates() { assertThrowsIllegalArg(() => FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(LocalDate.of(2015, 2, 3)).unadjustedEndDate(LocalDate.of(2015, 2, 2)).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build()); assertThrowsIllegalArg(() => FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(LocalDate.of(2015, 8, 3)).unadjustedStartDate(LocalDate.of(2015, 8, 2)).endDate(LocalDate.of(2015, 8, 3)).unadjustedEndDate(LocalDate.of(2015, 8, 3)).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build()); assertThrowsIllegalArg(() => FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(LocalDate.of(2015, 8, 6)).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build()); }
public virtual void test_of_noExCoupon() { FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(END_ADJUSTED).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build(); assertEquals(test.hasExCouponPeriod(), false); }
public virtual void test_serialization() { FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder().currency(USD).startDate(START_ADJUSTED).unadjustedStartDate(START).endDate(END_ADJUSTED).unadjustedEndDate(END).detachmentDate(DETACHMENT_DATE).notional(NOTIONAL).fixedRate(FIXED_RATE).yearFraction(YEAR_FRACTION).build(); assertSerialization(test); }