@Override public OvernightIndex toOvernightIndex() { if (!type.isOvernight()) { throw new IllegalStateException("Incorrect index type, expected Overnight: " + externalName); } if (indexName.endsWith(AVERAGE_SUFFIX)) { return OvernightIndex.of(indexName.substring(0, indexName.length() - 4)); } return OvernightIndex.of(indexName); }
public void test_isOvernight() { assertEquals(FloatingRateType.IBOR.isOvernight(), false); assertEquals(FloatingRateType.OVERNIGHT_AVERAGED.isOvernight(), true); assertEquals(FloatingRateType.OVERNIGHT_COMPOUNDED.isOvernight(), true); assertEquals(FloatingRateType.PRICE.isOvernight(), false); assertEquals(FloatingRateType.OTHER.isOvernight(), false); }