//-------------------------------------------------------------------------
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @DataProvider(name = "name") public static Object[][] data_name()
public static object[][] data_name()
{
return(new object[][]
{
new object[] { ImmutableIborFixingDepositConvention.of(GBP_LIBOR_3M), "GBP-LIBOR-3M" },
new object[] { ImmutableIborFixingDepositConvention.of(USD_LIBOR_3M), "USD-LIBOR-3M" }
});
}
public virtual void test_of_indexOnly()
{
ImmutableIborFixingDepositConvention test = ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
assertEquals(test.BusinessDayAdjustment, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBP_LIBOR_6M.FixingCalendar));
assertEquals(test.Currency, GBP_LIBOR_6M.Currency);
assertEquals(test.DayCount, GBP_LIBOR_6M.DayCount);
assertEquals(test.FixingDateOffset, GBP_LIBOR_6M.FixingDateOffset);
assertEquals(test.Index, GBP_LIBOR_6M);
assertEquals(test.SpotDateOffset, GBP_LIBOR_6M.EffectiveDateOffset);
}
//-------------------------------------------------------------------------
public virtual void test_builder_full()
{
ImmutableIborFixingDepositConvention test = ImmutableIborFixingDepositConvention.builder().name("Name").businessDayAdjustment(BDA_MOD_FOLLOW).currency(EUR).dayCount(ACT_365F).fixingDateOffset(FIXING_ADJ).index(EUR_LIBOR_3M).spotDateOffset(SPOT_ADJ).build();
assertEquals(test.Name, "Name");
assertEquals(test.BusinessDayAdjustment, BDA_MOD_FOLLOW);
assertEquals(test.Currency, EUR);
assertEquals(test.DayCount, ACT_365F);
assertEquals(test.FixingDateOffset, FIXING_ADJ);
assertEquals(test.Index, EUR_LIBOR_3M);
assertEquals(test.SpotDateOffset, SPOT_ADJ);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableIborFixingDepositConvention test1 = ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
coverImmutableBean(test1);
ImmutableIborFixingDepositConvention test2 = ImmutableIborFixingDepositConvention.of(EUR_LIBOR_3M).toBuilder().name("Foo").build();
coverBeanEquals(test1, test2);
coverPrivateConstructor(typeof(IborFixingDepositConventions));
coverPrivateConstructor(typeof(IborFixingDepositConventionLookup));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableIborFixingDepositConvention other = (ImmutableIborFixingDepositConvention)obj;
return(JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset) && JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) && JodaBeanUtils.equal(fixingDateOffset, other.fixingDateOffset));
}
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_toTrade()
{
IborFixingDepositConvention convention = ImmutableIborFixingDepositConvention.builder().businessDayAdjustment(BDA_MOD_FOLLOW).currency(EUR).dayCount(ACT_365F).fixingDateOffset(FIXING_ADJ).index(EUR_LIBOR_3M).spotDateOffset(SPOT_ADJ).build();
LocalDate tradeDate = LocalDate.of(2015, 1, 22);
Period depositPeriod = Period.ofMonths(3);
double notional = 1d;
double fixedRate = 0.045;
IborFixingDepositTrade trade = convention.createTrade(tradeDate, depositPeriod, BUY, notional, fixedRate, REF_DATA);
LocalDate startExpected = SPOT_ADJ.adjust(tradeDate, REF_DATA);
LocalDate endExpected = startExpected.plus(depositPeriod);
IborFixingDeposit productExpected = IborFixingDeposit.builder().businessDayAdjustment(BDA_MOD_FOLLOW).buySell(BUY).currency(EUR).dayCount(ACT_365F).startDate(startExpected).endDate(endExpected).fixedRate(fixedRate).fixingDateOffset(FIXING_ADJ).index(EUR_LIBOR_3M).notional(notional).build();
TradeInfo tradeInfoExpected = TradeInfo.builder().tradeDate(tradeDate).build();
assertEquals(trade.Product, productExpected);
assertEquals(trade.Info, tradeInfoExpected);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains a convention based on the specified index.
/// <para>
/// The standard convention for an Ibor fixing deposit is based exclusively on the index.
/// This creates an instance that contains the index.
/// The instance is not dereferenced using the {@code FraConvention} name, as such
/// the result of this method and <seealso cref="IborFixingDepositConvention#of(IborIndex)"/> can differ.
/// </para>
/// <para>
/// Use the <seealso cref="#builder() builder"/> for unusual conventions.
///
/// </para>
/// </summary>
/// <param name="index"> the index, the convention values are extracted from the index </param>
/// <returns> the convention </returns>
public static ImmutableIborFixingDepositConvention of(IborIndex index)
{
return(ImmutableIborFixingDepositConvention.builder().index(index).build());
}
public virtual void test_serialization()
{
ImmutableIborFixingDepositConvention test = ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
assertSerialization(test);
}
private static IborFixingDepositConvention createByName(string name)
{
return(IborIndex.extendedEnum().find(name).map(index => ImmutableIborFixingDepositConvention.of(index)).orElse(null));
}
