private static OvernightIndex parseOvernightIndex(CsvRow row) { String name = row.getValue(NAME_FIELD); Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD)); boolean active = Boolean.parseBoolean(row.getValue(ACTIVE_FIELD)); DayCount dayCount = DayCount.of(row.getValue(DAY_COUNT_FIELD)); HolidayCalendarId fixingCal = HolidayCalendarId.of(row.getValue(FIXING_CALENDAR_FIELD)); int publicationDays = Integer.parseInt(row.getValue(PUBLICATION_DAYS_FIELD)); int effectiveDays = Integer.parseInt(row.getValue(EFFECTIVE_DAYS_FIELD)); DayCount fixedLegDayCount = DayCount.of(row.getValue(FIXED_LEG_DAY_COUNT)); // build result return ImmutableOvernightIndex.builder() .name(name) .currency(currency) .active(active) .dayCount(dayCount) .fixingCalendar(fixingCal) .publicationDateOffset(publicationDays) .effectiveDateOffset(effectiveDays) .defaultFixedLegDayCount(fixedLegDayCount) .build(); }
public void test_equals() { ImmutableOvernightIndex a = ImmutableOvernightIndex.builder() .name("Test") .currency(Currency.GBP) .fixingCalendar(GBLO) .publicationDateOffset(0) .effectiveDateOffset(0) .dayCount(ACT_360) .build(); OvernightIndex b = a.toBuilder().name("Rubbish").build(); assertEquals(a.equals(b), false); }
public void test_serialization() { OvernightIndex index = ImmutableOvernightIndex.builder() .name("Test") .currency(Currency.GBP) .fixingCalendar(GBLO) .publicationDateOffset(0) .effectiveDateOffset(0) .dayCount(ACT_360) .build(); assertSerialization(index); }
public void coverage() { ImmutableOvernightIndex index = ImmutableOvernightIndex.builder() .name("Test") .currency(Currency.GBP) .fixingCalendar(GBLO) .publicationDateOffset(0) .effectiveDateOffset(0) .dayCount(ACT_360) .build(); coverImmutableBean(index); coverPrivateConstructor(OvernightIndices.class); }