/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(Schedule beanToCopy) { this.periods = beanToCopy.getPeriods(); this.frequency = beanToCopy.getFrequency(); this.rollConvention = beanToCopy.getRollConvention(); }
/** * Resolves the value and adjustments against a specific schedule. * <p> * This converts a schedule into a list of values, one for each schedule period. * * @param schedule the schedule * @return the values, one for each schedule period */ public DoubleArray resolveValues(Schedule schedule) { return resolveValues(schedule.getPeriods(), schedule.getRollConvention()); }
private boolean isLastAccrualInPaymentPeriod(SchedulePeriod period, Schedule paymentSchedule) { if (rateCutOffDays == 0) { return true; } return paymentSchedule.getPeriods().stream() .anyMatch(pp -> pp.getUnadjustedEndDate().equals(period.getUnadjustedEndDate())); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case -678739246: // periods return ((Schedule) bean).getPeriods(); case -70023844: // frequency return ((Schedule) bean).getFrequency(); case -10223666: // rollConvention return ((Schedule) bean).getRollConvention(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_ofTerm() { Schedule test = Schedule.ofTerm(P1_STUB); assertEquals(test.size(), 1); assertEquals(test.isTerm(), true); assertEquals(test.isSinglePeriod(), true); assertEquals(test.getFrequency(), TERM); assertEquals(test.getRollConvention(), RollConventions.NONE); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P1_STUB)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getStartDate(), P1_STUB.getStartDate()); assertEquals(test.getEndDate(), P1_STUB.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P1_STUB.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P1_STUB.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P1_STUB); assertEquals(test.getLastPeriod(), P1_STUB); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of(P1_STUB)); assertThrows(() -> test.getPeriod(1), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_04, JUL_17)); }
public void test_of_size3_initialStub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 3); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), false); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getPeriod(1), P2_NORMAL); assertEquals(test.getPeriod(2), P3_NORMAL); assertEquals(test.getStartDate(), P1_STUB.getStartDate()); assertEquals(test.getEndDate(), P3_NORMAL.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P1_STUB.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P3_NORMAL.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P1_STUB); assertEquals(test.getLastPeriod(), P3_NORMAL); assertEquals(test.getInitialStub(), Optional.of(P1_STUB)); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of(P2_NORMAL, P3_NORMAL)); assertThrows(() -> test.getPeriod(3), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_04, JUL_17, AUG_17, SEP_17)); }
public void test_size1_stub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P1_STUB)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 1); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), true); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P1_STUB)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getStartDate(), P1_STUB.getStartDate()); assertEquals(test.getEndDate(), P1_STUB.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P1_STUB.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P1_STUB.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P1_STUB); assertEquals(test.getLastPeriod(), P1_STUB); assertEquals(test.getInitialStub(), Optional.of(P1_STUB)); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of()); assertThrows(() -> test.getPeriod(1), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_04, JUL_17)); }
public void test_of_size2_noStub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P2_NORMAL, P3_NORMAL)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 2); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), false); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P2_NORMAL, P3_NORMAL)); assertEquals(test.getPeriod(0), P2_NORMAL); assertEquals(test.getPeriod(1), P3_NORMAL); assertEquals(test.getStartDate(), P2_NORMAL.getStartDate()); assertEquals(test.getEndDate(), P3_NORMAL.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P2_NORMAL.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P3_NORMAL.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P2_NORMAL); assertEquals(test.getLastPeriod(), P3_NORMAL); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of(P2_NORMAL, P3_NORMAL)); assertThrows(() -> test.getPeriod(2), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_17, AUG_17, SEP_17)); }
public void test_of_size2_initialStub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P1_STUB, P2_NORMAL)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 2); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), false); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P1_STUB, P2_NORMAL)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getPeriod(1), P2_NORMAL); assertEquals(test.getStartDate(), P1_STUB.getStartDate()); assertEquals(test.getEndDate(), P2_NORMAL.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P1_STUB.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P2_NORMAL.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P1_STUB); assertEquals(test.getLastPeriod(), P2_NORMAL); assertEquals(test.getInitialStub(), Optional.of(P1_STUB)); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of(P2_NORMAL)); assertThrows(() -> test.getPeriod(2), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_04, JUL_17, AUG_17)); }
public void test_size1_noStub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P2_NORMAL)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 1); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), true); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P2_NORMAL)); assertEquals(test.getPeriod(0), P2_NORMAL); assertEquals(test.getStartDate(), P2_NORMAL.getStartDate()); assertEquals(test.getEndDate(), P2_NORMAL.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P2_NORMAL.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P2_NORMAL.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P2_NORMAL); assertEquals(test.getLastPeriod(), P2_NORMAL); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getRegularPeriods(), ImmutableList.of(P2_NORMAL)); assertThrows(() -> test.getPeriod(1), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_17, AUG_17)); }
public void test_of_size2_finalStub() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P3_NORMAL, P4_STUB)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 2); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), false); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P3_NORMAL, P4_STUB)); assertEquals(test.getPeriod(0), P3_NORMAL); assertEquals(test.getPeriod(1), P4_STUB); assertEquals(test.getStartDate(), P3_NORMAL.getStartDate()); assertEquals(test.getEndDate(), P4_STUB.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P3_NORMAL.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P4_STUB.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P3_NORMAL); assertEquals(test.getLastPeriod(), P4_STUB); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.of(P4_STUB)); assertEquals(test.getRegularPeriods(), ImmutableList.of(P3_NORMAL)); assertThrows(() -> test.getPeriod(2), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(AUG_17, SEP_17, SEP_30)); }
public void test_of_size4_bothStubs() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL, P4_STUB)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertEquals(test.size(), 4); assertEquals(test.isTerm(), false); assertEquals(test.isSinglePeriod(), false); assertEquals(test.getFrequency(), P1M); assertEquals(test.getRollConvention(), DAY_17); assertEquals(test.isEndOfMonthConvention(), false); assertEquals(test.getPeriods(), ImmutableList.of(P1_STUB, P2_NORMAL, P3_NORMAL, P4_STUB)); assertEquals(test.getPeriod(0), P1_STUB); assertEquals(test.getPeriod(1), P2_NORMAL); assertEquals(test.getPeriod(2), P3_NORMAL); assertEquals(test.getPeriod(3), P4_STUB); assertEquals(test.getStartDate(), P1_STUB.getStartDate()); assertEquals(test.getEndDate(), P4_STUB.getEndDate()); assertEquals(test.getUnadjustedStartDate(), P1_STUB.getUnadjustedStartDate()); assertEquals(test.getUnadjustedEndDate(), P4_STUB.getUnadjustedEndDate()); assertEquals(test.getFirstPeriod(), P1_STUB); assertEquals(test.getLastPeriod(), P4_STUB); assertEquals(test.getInitialStub(), Optional.of(P1_STUB)); assertEquals(test.getFinalStub(), Optional.of(P4_STUB)); assertEquals(test.getRegularPeriods(), ImmutableList.of(P2_NORMAL, P3_NORMAL)); assertThrows(() -> test.getPeriod(4), IndexOutOfBoundsException.class); assertEquals(test.getUnadjustedDates(), ImmutableList.of(JUL_04, JUL_17, AUG_17, SEP_17, SEP_30)); }