public void test_metadata_fixed() { LocalDate nodeDate = VAL_DATE.plusMonths(1); FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.of(nodeDate)); DatedParameterMetadata metadata = node.metadata(VAL_DATE, REF_DATA); assertEquals(metadata.getDate(), nodeDate); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_last_fixing() { FraCurveNode node = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD).withDate(CurveNodeDate.LAST_FIXING); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ImmutableMarketData marketData = ImmutableMarketData.builder(valuationDate).addValue(QUOTE_ID, 0.0d).build(); FraTrade trade = node.trade(1d, marketData, REF_DATA); ResolvedFra resolved = trade.getProduct().resolve(REF_DATA); LocalDate fixingDate = ((IborRateComputation) (resolved.getFloatingRate())).getFixingDate(); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(((TenorDateParameterMetadata) metadata).getDate(), fixingDate); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), TENOR_5M); }