/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(BusinessDayAdjustment beanToCopy) { this.convention = beanToCopy.getConvention(); this.calendar = beanToCopy.getCalendar(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 2039569265: // convention return ((BusinessDayAdjustment) bean).getConvention(); case -178324674: // calendar return ((BusinessDayAdjustment) bean).getCalendar(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_noAdjust_constant() { BusinessDayAdjustment test = BusinessDayAdjustment.NONE; assertEquals(test.getConvention(), BusinessDayConventions.NO_ADJUST); assertEquals(test.getCalendar(), NO_HOLIDAYS); assertEquals(test.toString(), "NoAdjust"); }
@Test(dataProvider = "dayConvention") public void test_day_convention(IborIborSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getSpreadLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
@Test(dataProvider = "dayConvention") public void test_day_convention(ThreeLegBasisSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getSpreadLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
@Test(dataProvider = "dayConvention") public void test_day_convention(FixedIborSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getFixedLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
@Test(dataProvider = "dayConvention") public void test_day_convention(XCcyIborIborSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getSpreadLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
public void test_basics() { BusinessDayAdjustment test = BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SAT_SUN); assertEquals(test.getConvention(), MODIFIED_FOLLOWING); assertEquals(test.getCalendar(), SAT_SUN); assertEquals(test.toString(), "ModifiedFollowing using calendar Sat/Sun"); }
public void test_noAdjust_factory() { BusinessDayAdjustment test = BusinessDayAdjustment.of(BusinessDayConventions.NO_ADJUST, NO_HOLIDAYS); assertEquals(test.getConvention(), BusinessDayConventions.NO_ADJUST); assertEquals(test.getCalendar(), NO_HOLIDAYS); assertEquals(test.toString(), "NoAdjust"); }
@Test(dataProvider = "dayConvention") public void test_day_convention(OvernightIborSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getOvernightLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
@Test(dataProvider = "dayConvention") public void test_day_convention(FixedOvernightSwapConvention convention, BusinessDayConvention dayConvention) { assertEquals(convention.getFixedLeg().getAccrualBusinessDayAdjustment().getConvention(), dayConvention); }
/** * Resolves this adjustment using the specified reference data, returning an adjuster. * <p> * This returns a {@link DateAdjuster} that performs the same calculation as this adjustment. * It binds the holiday calendar, looked up from the reference data, into the result. * As such, there is no need to pass the reference data in again. * * @param refData the reference data, used to find the holiday calendar * @return the adjuster, bound to a specific holiday calendar */ @Override public DateAdjuster resolve(ReferenceData refData) { HolidayCalendar holCal = adjustment.getCalendar().resolve(refData); BusinessDayConvention bda = adjustment.getConvention(); return date -> bda.adjust(additionConvention.adjust(date, period, holCal), holCal); }
public void test_noAdjust_normalized() { BusinessDayAdjustment test = BusinessDayAdjustment.of(BusinessDayConventions.NO_ADJUST, SAT_SUN); assertEquals(test.getConvention(), BusinessDayConventions.NO_ADJUST); assertEquals(test.getCalendar(), SAT_SUN); assertEquals(test.toString(), "NoAdjust using calendar Sat/Sun"); }
@Test(dataProvider = "spotAndConv") public void test_spotAndConv(ImmutableTermDepositConvention convention, int spotT, BusinessDayConvention conv) { assertEquals(convention.getSpotDateOffset().getDays(), spotT); assertEquals(convention.getBusinessDayAdjustment().getConvention(), conv); }
/** * Adjusts the date, adding the period and then applying the business day adjustment. * <p> * The calculation is performed in two steps. * <p> * Step one, use {@link PeriodAdditionConvention#adjust(LocalDate, Period, HolidayCalendar)} to add the period. * <p> * Step two, use {@link BusinessDayAdjustment#adjust(LocalDate, ReferenceData)} to adjust the result of step one. * * @param date the date to adjust * @param refData the reference data, used to find the holiday calendar * @return the adjusted date */ public LocalDate adjust(LocalDate date, ReferenceData refData) { HolidayCalendar holCal = adjustment.getCalendar().resolve(refData); BusinessDayConvention bda = adjustment.getConvention(); return bda.adjust(additionConvention.adjust(date, period, holCal), holCal); }
/** * Resolves this adjustment using the specified reference data, returning an adjuster. * <p> * This returns a {@link DateAdjuster} that performs the same calculation as this adjustment. * It binds the holiday calendar, looked up from the reference data, into the result. * As such, there is no need to pass the reference data in again. * <p> * The resulting adjuster will be {@link #normalized() normalized}. * * @param refData the reference data, used to find the holiday calendar * @return the adjuster, bound to a specific holiday calendar */ @Override public DateAdjuster resolve(ReferenceData refData) { HolidayCalendar holCalAdj = adjustment.getCalendar().resolve(refData); if (calendar == HolidayCalendarIds.NO_HOLIDAYS) { BusinessDayConvention adjustmentConvention = adjustment.getConvention(); return date -> adjustmentConvention.adjust(LocalDateUtils.plusDays(date, days), holCalAdj); } HolidayCalendar holCalAdd = calendar.resolve(refData); BusinessDayConvention adjustmentConvention = adjustment.getConvention(); return date -> adjustmentConvention.adjust(holCalAdd.shift(date, days), holCalAdj); }
/** * Resolves this adjustment using the specified reference data, returning an adjuster. * <p> * This returns a {@link DateAdjuster} that performs the same calculation as this adjustment. * It binds the holiday calendar, looked up from the reference data, into the result. * As such, there is no need to pass the reference data in again. * * @param refData the reference data, used to find the holiday calendar * @return the adjuster, bound to a specific holiday calendar */ @Override public DateAdjuster resolve(ReferenceData refData) { HolidayCalendar holCal = adjustment.getCalendar().resolve(refData); BusinessDayConvention bda = adjustment.getConvention(); Period period = tenor.getPeriod(); return date -> bda.adjust(additionConvention.adjust(date, period, holCal), holCal); }
/** * Adjusts the date, adding the tenor and then applying the business day adjustment. * <p> * The calculation is performed in two steps. * <p> * Step one, use {@link PeriodAdditionConvention#adjust(LocalDate, Period, HolidayCalendar)} to add the period. * <p> * Step two, use {@link BusinessDayAdjustment#adjust(LocalDate, ReferenceData)} to adjust the result of step one. * * @param date the date to adjust * @param refData the reference data, used to find the holiday calendar * @return the adjusted date */ public LocalDate adjust(LocalDate date, ReferenceData refData) { HolidayCalendar holCal = adjustment.getCalendar().resolve(refData); BusinessDayConvention bda = adjustment.getConvention(); return bda.adjust(additionConvention.adjust(date, tenor.getPeriod(), holCal), holCal); }
public void coverage_builder() { BusinessDayAdjustment test = BusinessDayAdjustment.builder() .convention(MODIFIED_FOLLOWING) .calendar(SAT_SUN) .build(); assertEquals(test.getConvention(), MODIFIED_FOLLOWING); assertEquals(test.getCalendar(), SAT_SUN); }