public void test_of() { IborIndexObservation test = IborIndexObservation.of(USD_LIBOR_3M, date(2016, 2, 18), REF_DATA); double yearFraction = USD_LIBOR_3M.getDayCount().yearFraction(date(2016, 2, 22), date(2016, 5, 23)); IborIndexObservation expected = new IborIndexObservation( USD_LIBOR_3M, date(2016, 2, 18), date(2016, 2, 22), date(2016, 5, 23), yearFraction); assertEquals(test, expected); assertEquals(test.getCurrency(), USD); }