public virtual void test_createRateComputation_fixedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d); assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), FixedRateComputation.of(0.025d)); }
public virtual void test_createRateComputation_knownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), KnownAmountRateComputation.of(GBP_P1000)); }
//------------------------------------------------------------------------- public virtual void test_createRateComputation_NONE() { IborRateStubCalculation test = IborRateStubCalculation.NONE; assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), IborRateComputation.of(GBP_LIBOR_3M, DATE, REF_DATA)); }