public void test_beanBuilder() { TenorAdjustment test = TenorAdjustment.builder() .tenor(TENOR_3M) .additionConvention(LAST_DAY) .adjustment(BDA_FOLLOW_SAT_SUN) .build(); assertEquals(test.getTenor(), TENOR_3M); assertEquals(test.getAdditionConvention(), LAST_DAY); assertEquals(test.getAdjustment(), BDA_FOLLOW_SAT_SUN); }
private static IborIndex lockIndexCalendar(IborIndex index) { return ((ImmutableIborIndex) index).toBuilder() .fixingCalendar(CalendarUSD.NYC) .effectiveDateOffset(index.getEffectiveDateOffset().toBuilder() .calendar(CalendarUSD.NYC) .adjustment(index.getEffectiveDateOffset().getAdjustment().toBuilder() .calendar(CalendarUSD.NYC) .build()) .build()) .maturityDateOffset(index.getMaturityDateOffset().toBuilder() .adjustment(index.getMaturityDateOffset().getAdjustment().toBuilder() .calendar(CalendarUSD.NYC) .build()) .build()) .build(); }