/** * Returns a curve node for a term deposit. * <p> * The label will be created using {@code tenor}. * * @param observableId the observable ID * @param spotDateOffset the spot date offset * @param businessDayAdjustment the business day adjustment * @param tenor the tenor * @param dayCount the day count * @return the curve node */ public static DepositIsdaCreditCurveNode of( ObservableId observableId, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment, Tenor tenor, DayCount dayCount) { return DepositIsdaCreditCurveNode.builder() .observableId(observableId) .tenor(tenor) .businessDayAdjustment(businessDayAdjustment) .dayCount(dayCount) .spotDateOffset(spotDateOffset) .build(); }
public void coverage() { DepositIsdaCreditCurveNode test1 = DepositIsdaCreditCurveNode.of(OBS_ID, ADJ_3D, BUS_ADJ, TENOR, ACT_360); coverImmutableBean(test1); DepositIsdaCreditCurveNode test2 = DepositIsdaCreditCurveNode.builder() .observableId(QuoteId.of(StandardId.of("OG", "foo"))) .spotDateOffset(DaysAdjustment.NONE) .businessDayAdjustment(BusinessDayAdjustment.NONE) .tenor(Tenor.TENOR_6M) .dayCount(DayCounts.ACT_365F) .label("test2") .build(); coverBeanEquals(test1, test2); }