ResolvedSwapLeg expandedPayLeg = payLeg.resolve(refData); assertEquals(expandedPayLeg.getPaymentPeriods().size(), 10); assertIborPaymentPeriod(expandedPayLeg, 0, "1995-06-14", "1995-01-16", "1995-06-14", 50000000d, "1995-01-12"); assertIborPaymentPeriod(expandedPayLeg, 1, "1995-12-14", "1995-06-14", "1995-12-14", 50000000d, "1995-06-12"); assertIborPaymentPeriod(expandedPayLeg, 2, "1996-06-14", "1995-12-14", "1996-06-14", 40000000d, "1995-12-12"); assertIborPaymentPeriod(expandedPayLeg, 3, "1996-12-16", "1996-06-14", "1996-12-16", 40000000d, "1996-06-12"); assertIborPaymentPeriod(expandedPayLeg, 4, "1997-06-16", "1996-12-16", "1997-06-16", 30000000d, "1996-12-12"); assertIborPaymentPeriod(expandedPayLeg, 5, "1997-12-15", "1997-06-16", "1997-12-15", 30000000d, "1997-06-12"); assertIborPaymentPeriod(expandedPayLeg, 6, "1998-06-15", "1997-12-15", "1998-06-15", 20000000d, "1997-12-11"); assertIborPaymentPeriod(expandedPayLeg, 7, "1998-12-14", "1998-06-15", "1998-12-14", 20000000d, "1998-06-11"); assertIborPaymentPeriod(expandedPayLeg, 8, "1999-06-14", "1998-12-14", "1999-06-14", 10000000d, "1998-12-10"); assertIborPaymentPeriod(expandedPayLeg, 9, "1999-12-14", "1999-06-14", "1999-12-14", 10000000d, "1999-06-10"); ResolvedSwapLeg expandedRecLeg = recLeg.resolve(refData); assertEquals(expandedRecLeg.getPaymentPeriods().size(), 5);