public virtual void test_of_periodAndIndex()
{
IborFixingDepositTemplate test = IborFixingDepositTemplate.of(Period.ofMonths(1), EUR_LIBOR_3M);
assertEquals(test.Convention, CONVENTION);
assertEquals(test.DepositPeriod, Period.ofMonths(1));
}
public virtual void test_builder_noPeriod()
{
IborFixingDepositTemplate test = IborFixingDepositTemplate.builder().convention(CONVENTION).build();
assertEquals(test.Convention, CONVENTION);
assertEquals(test.DepositPeriod, EUR_LIBOR_3M.Tenor.Period);
}
public virtual void test_of_index()
{
IborFixingDepositTemplate test = IborFixingDepositTemplate.of(EUR_LIBOR_3M);
assertEquals(test.Convention, CONVENTION);
assertEquals(test.DepositPeriod, EUR_LIBOR_3M.Tenor.Period);
}
public virtual void test_builder()
{
IborFixingDepositTemplate test = IborFixingDepositTemplate.builder().convention(CONVENTION).depositPeriod(Period.ofMonths(1)).build();
assertEquals(test.Convention, CONVENTION);
assertEquals(test.DepositPeriod, Period.ofMonths(1));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborFixingDepositTemplate test1 = IborFixingDepositTemplate.of(EUR_LIBOR_3M);
coverImmutableBean(test1);
IborFixingDepositTemplate test2 = IborFixingDepositTemplate.of(GBP_LIBOR_6M);
coverBeanEquals(test1, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFixingDepositTemplate other = (IborFixingDepositTemplate)obj;
return(JodaBeanUtils.equal(depositPeriod, other.depositPeriod) && JodaBeanUtils.equal(convention, other.convention));
}
return(false);
}
public virtual void test_createTrade()
{
IborFixingDepositTemplate template = IborFixingDepositTemplate.of(EUR_LIBOR_3M);
double notional = 1d;
double fixedRate = 0.045;
LocalDate tradeDate = LocalDate.of(2015, 1, 22);
IborFixingDepositTrade trade = template.createTrade(tradeDate, BUY, notional, fixedRate, REF_DATA);
ImmutableIborFixingDepositConvention conv = (ImmutableIborFixingDepositConvention)template.Convention;
LocalDate startExpected = conv.SpotDateOffset.adjust(tradeDate, REF_DATA);
LocalDate endExpected = startExpected.plus(template.DepositPeriod);
IborFixingDeposit productExpected = IborFixingDeposit.builder().businessDayAdjustment(conv.BusinessDayAdjustment).buySell(BUY).startDate(startExpected).endDate(endExpected).fixedRate(fixedRate).index(EUR_LIBOR_3M).notional(notional).build();
TradeInfo tradeInfoExpected = TradeInfo.builder().tradeDate(tradeDate).build();
assertEquals(trade.Info, tradeInfoExpected);
assertEquals(trade.Product, productExpected);
}
public virtual void test_build_negativePeriod()
{
assertThrowsIllegalArg(() => IborFixingDepositTemplate.builder().convention(CONVENTION).depositPeriod(Period.ofMonths(-3)).build());
}
public virtual void test_serialization()
{
IborFixingDepositTemplate test = IborFixingDepositTemplate.of(EUR_LIBOR_3M);
assertSerialization(test);
}
/// <summary>
/// Obtains a template based on the specified periods and convention.
/// </summary>
/// <param name="depositPeriod"> the period between the start date and the end date </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static IborFixingDepositTemplate of(Period depositPeriod, IborFixingDepositConvention convention)
{
ArgChecker.notNull(depositPeriod, "depositPeriod");
ArgChecker.notNull(convention, "convention");
return(IborFixingDepositTemplate.builder().depositPeriod(depositPeriod).convention(convention).build());
}
