//-------------------------------------------------------------------------
public virtual void test_ofDaysInResetPeriod()
{
IborAveragedFixing test = IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, date(2014, 7, 2), date(2014, 8, 2));
IborAveragedFixing expected = IborAveragedFixing.builder().observation(GBP_LIBOR_3M_OBS).fixedRate(null).weight(31).build();
assertEquals(test, expected);
}
public virtual void test_ofDaysInResetPeriod_fixedRate()
{
IborAveragedFixing test = IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, date(2014, 7, 2), date(2014, 9, 2), 0.06);
IborAveragedFixing expected = IborAveragedFixing.builder().observation(GBP_LIBOR_3M_OBS).fixedRate(0.06).weight(62).build();
assertEquals(test, expected);
assertEquals(test.FixedRate, double?.of(0.06));
}
public virtual void test_ofDaysInResetPeriod_null()
{
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(null, date(2014, 7, 2), date(2014, 8, 2)));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, null, date(2014, 8, 2)));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, date(2014, 7, 2), null));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(null, null, null));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(null, date(2014, 7, 2), date(2014, 8, 2), 0.05));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, null, date(2014, 8, 2), 0.05));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(GBP_LIBOR_3M_OBS, date(2014, 7, 2), null, 0.05));
assertThrowsIllegalArg(() => IborAveragedFixing.ofDaysInResetPeriod(null, null, null, null));
}