public void test_of_badDateOrder() { assertThrowsIllegalArg(() -> OvernightAveragedDailyRateComputation.of( USD_FED_FUND, date(2016, 2, 24), date(2016, 2, 24), REF_DATA)); assertThrowsIllegalArg(() -> OvernightAveragedDailyRateComputation.of( USD_FED_FUND, date(2016, 2, 25), date(2016, 2, 24), REF_DATA)); }
public void coverage() { coverPrivateConstructor(FloatingRateNames.class); ImmutableBean test = (ImmutableBean) FloatingRateName.of("GBP-LIBOR-BBA"); coverImmutableBean(test); coverBeanEquals(test, (ImmutableBean) FloatingRateName.of("USD-Federal Funds-H.15")); }
public void test_earliestLatest_whenEmpty() { LocalDateDoubleTimeSeries test = empty(); assertThrows(test::getEarliestDate, NoSuchElementException.class); assertThrows(test::getEarliestValue, NoSuchElementException.class); assertThrows(test::getLatestDate, NoSuchElementException.class); assertThrows(test::getLatestValue, NoSuchElementException.class); }
public void coverage() { coverPrivateConstructor(RollConventions.class); coverEnum(StandardRollConventions.class); }
public void coverage() { coverPrivateConstructor(FxIndices.class); coverImmutableBean((ImmutableBean) EUR_CHF_ECB); }
public void coverage() { OvernightCompoundedRateComputation test = OvernightCompoundedRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA); coverImmutableBean(test); OvernightCompoundedRateComputation test2 = OvernightCompoundedRateComputation.of(GBP_SONIA, date(2014, 6, 3), date(2014, 7, 3), 3, REF_DATA); coverBeanEquals(test, test2); }
public void coverage() { MarketDataFxRateProvider test = provider(); coverImmutableBean(test); MarketDataFxRateProvider test2 = provider2(); coverBeanEquals(test, test2); }
public void coverage() { CashSwaptionSettlement test = CashSwaptionSettlement.of(date(2015, 6, 30), CashSwaptionSettlementMethod.CASH_PRICE); coverImmutableBean(test); CashSwaptionSettlement test2 = CashSwaptionSettlement.of(date(2015, 7, 30), CashSwaptionSettlementMethod.PAR_YIELD); coverBeanEquals(test, test2); coverEnum(CashSwaptionSettlementMethod.class); coverEnum(SettlementType.class); }
public void coverage() { CurveNodeDate test = CurveNodeDate.of(DATE1); coverImmutableBean(test); CurveNodeDate test2 = CurveNodeDate.LAST_FIXING; coverBeanEquals(test, test2); coverEnum(CurveNodeDateType.class); }
public void coverage() { FieldName test = FieldName.of("Foo"); assertEquals(test.toString(), "Foo"); assertSerialization(test); assertJodaConvert(FieldName.class, test); }
public void test_serialization() { OvernightAveragedDailyRateComputation test = OvernightAveragedDailyRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA); assertSerialization(test); }
public void coverage() { ValueStepSequence test = ValueStepSequence.of(date(2016, 4, 20), date(2016, 10, 20), Frequency.P3M, ADJ); coverImmutableBean(test); ValueStepSequence test2 = ValueStepSequence.of(date(2016, 4, 1), date(2016, 10, 1), Frequency.P1M, ADJ2); coverImmutableBean(test2); }
public void test_jodaConvert() { assertJodaConvert(Tenor.class, TENOR_3D); assertJodaConvert(Tenor.class, TENOR_4M); assertJodaConvert(Tenor.class, TENOR_3Y); }
public void test_load_oneDate_invalidDate() { assertThrows( () -> FxRatesCsvLoader.load(date(2015, 10, 2), RATES_INVALID_DATE), IllegalArgumentException.class, "Error processing resource as CSV file: .*"); }
public void test_serialization() { IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_3M, FIXING_DATE, REF_DATA); assertSerialization(test); }
public void coverage() { Result<Object> failure = Result.failure(MISSING_DATA, "message 1"); TestHelper.coverImmutableBean(failure); TestHelper.coverImmutableBean(failure.getFailure()); TestHelper.coverImmutableBean(failure.getFailure().getItems().iterator().next()); Result<String> success = Result.success("Hello"); TestHelper.coverImmutableBean(success); TestHelper.coverEnum(FailureReason.class); }
public void coverage() { coverEnum(AccrualStart.class); }
public void coverage() { coverPrivateConstructor(FraTradeCsvLoader.class); coverPrivateConstructor(SecurityCsvLoader.class); coverPrivateConstructor(SwapTradeCsvLoader.class); coverPrivateConstructor(TermDepositTradeCsvLoader.class); coverPrivateConstructor(FullSwapTradeCsvLoader.class); }
public void test_collector_null() { List<CurrencyAmount> amount = Arrays.asList( CurrencyAmount.of(CCY1, 100), null, CurrencyAmount.of(CCY2, 100)); assertThrowsIllegalArg(() -> amount.stream().collect(toMultiCurrencyAmount())); }
public void coverage() { IborIndexObservation test = IborIndexObservation.of(GBP_LIBOR_3M, date(2014, 6, 30), REF_DATA); coverImmutableBean(test); IborIndexObservation test2 = IborIndexObservation.of(GBP_LIBOR_1M, date(2014, 7, 30), REF_DATA); coverBeanEquals(test, test2); }