public void test_serialization() { InflationInterpolatedRateComputation test = InflationInterpolatedRateComputation.of( GB_HICP, START_MONTH_FIRST, END_MONTH_FIRST, WEIGHT); assertSerialization(test); }
public void test_serialization() { IborInterpolatedRateComputation test = IborInterpolatedRateComputation.of(GBP_LIBOR_1M, GBP_LIBOR_3M, FIXING_DATE, REF_DATA); assertSerialization(test); }
public void test_serialization() { SwaptionSurfaceExpiryTenorParameterMetadata test = SwaptionSurfaceExpiryTenorParameterMetadata.of(TIME_TO_EXPIRY, TENOR); assertSerialization(test); }
public void test_serialization() { HullWhiteOneFactorPiecewiseConstantParameters test = HullWhiteOneFactorPiecewiseConstantParameters.of(MEAN_REVERSION, VOLATILITY, VOLATILITY_TIME); assertSerialization(test); } }
public void test_serialization() { ImmutableTermDepositConvention test = ImmutableTermDepositConvention.of( "EUR-Deposit", EUR, BDA_MOD_FOLLOW, ACT_360, PLUS_TWO_DAYS); assertSerialization(test); }
public void test_serialization() { InflationEndInterpolatedRateComputation test = InflationEndInterpolatedRateComputation.of( GB_HICP, START_INDEX, END_MONTH_FIRST, WEIGHT); assertSerialization(test); }
public void coverage() { FieldName test = FieldName.of("Foo"); assertEquals(test.toString(), "Foo"); assertSerialization(test); assertJodaConvert(FieldName.class, test); }
public void test_serialization() { OvernightAveragedDailyRateComputation test = OvernightAveragedDailyRateComputation.of(USD_FED_FUND, date(2016, 2, 24), date(2016, 3, 24), REF_DATA); assertSerialization(test); }
public void test_serialization() { ResolvedSwap test = ResolvedSwap.builder() .legs(LEG1) .build(); assertSerialization(test); }
public void test_serialization() { FxResetNotionalExchange test = FxResetNotionalExchange.of( CurrencyAmount.of(USD, 1000d), DATE_2014_06_30, FxIndexObservation.of(GBP_USD_WM, DATE_2014_03_28, REF_DATA)); assertSerialization(test); }
public void test_serialization() { Schedule test = Schedule.builder() .periods(ImmutableList.of(P1_STUB, P2_NORMAL)) .frequency(P1M) .rollConvention(DAY_17) .build(); assertSerialization(test); }
public void test_serialization() { TermDepositTrade test = TermDepositTrade.builder() .product(DEPOSIT) .info(TRADE_INFO) .build(); assertSerialization(test); }
public void test_serialization() { IborFixingDepositTrade test = IborFixingDepositTrade.builder() .product(DEPOSIT) .info(TRADE_INFO) .build(); assertSerialization(test); }
public void test_serialization() { ResolvedCdsTrade test = ResolvedCdsTrade.builder() .product(PRODUCT) .upfrontFee(UPFRONT) .info(TRADE_INFO) .build(); assertSerialization(test); }
public void test_serialization() { RatePeriodSwapLeg test = RatePeriodSwapLeg.builder() .type(IBOR) .payReceive(RECEIVE) .paymentPeriods(RPP1) .paymentEvents(NOTIONAL_EXCHANGE) .build(); assertSerialization(test); }
public void test_serialization() { ResolvedOvernightFutureTrade test = ResolvedOvernightFutureTrade.builder() .info(TRADE_INFO) .product(PRODUCT) .quantity(QUANTITY) .tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)) .build(); assertSerialization(test); }
public void test_serialization() { RatePaymentPeriod test = RatePaymentPeriod.builder() .paymentDate(DATE_2014_10_01) .accrualPeriods(RAP1, RAP2) .dayCount(ACT_365F) .currency(GBP) .notional(1000d) .compoundingMethod(CompoundingMethod.STRAIGHT) .build(); assertSerialization(test); }
public void test_serialization() { IborFixingDeposit test = IborFixingDeposit.builder() .buySell(SELL) .notional(NOTIONAL) .startDate(START_DATE) .endDate(END_DATE) .businessDayAdjustment(BDA_MOD_FOLLOW) .index(GBP_LIBOR_6M) .fixedRate(RATE) .build(); assertSerialization(test); }
public void test_serialization() { TradeInfo test = TradeInfo.builder() .counterparty(COUNTERPARTY) .tradeDate(date(2014, 6, 20)) .tradeTime(LocalTime.MIDNIGHT) .zone(ZoneOffset.UTC) .settlementDate(date(2014, 6, 20)) .build(); assertSerialization(test); }
public void test_serialization() { ResolvedIborFixingDeposit test = ResolvedIborFixingDeposit.builder() .currency(GBP) .notional(NOTIONAL) .startDate(START_DATE) .endDate(END_DATE) .yearFraction(YEAR_FRACTION) .floatingRate(RATE_COMP) .fixedRate(RATE) .build(); assertSerialization(test); }