public void test_builder() { ResolvedIborFixingDeposit test = ResolvedIborFixingDeposit.builder() .currency(GBP) .notional(NOTIONAL) .startDate(START_DATE) .endDate(END_DATE) .yearFraction(YEAR_FRACTION) .floatingRate(RATE_COMP) .fixedRate(RATE) .build(); assertEquals(test.getCurrency(), GBP); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getStartDate(), START_DATE); assertEquals(test.getEndDate(), END_DATE); assertEquals(test.getYearFraction(), YEAR_FRACTION); assertEquals(test.getFloatingRate(), RATE_COMP); assertEquals(test.getFixedRate(), RATE); }
@Override public ResolvedIborFixingDeposit resolve(ReferenceData refData) { DateAdjuster bda = getBusinessDayAdjustment().orElse(BusinessDayAdjustment.NONE).resolve(refData); LocalDate start = bda.adjust(startDate); LocalDate end = bda.adjust(endDate); double yearFraction = dayCount.yearFraction(start, end); LocalDate fixingDate = fixingDateOffset.adjust(startDate, refData); return ResolvedIborFixingDeposit.builder() .startDate(start) .endDate(end) .yearFraction(yearFraction) .currency(getCurrency()) .notional(buySell.normalize(notional)) .floatingRate(IborRateComputation.of(index, fixingDate, refData)) .fixedRate(fixedRate) .build(); }
public void test_builder_wrongDates() { assertThrowsIllegalArg(() -> ResolvedIborFixingDeposit.builder() .currency(GBP) .notional(NOTIONAL) .startDate(LocalDate.of(2015, 8, 20)) .endDate(END_DATE) .yearFraction(YEAR_FRACTION) .floatingRate(RATE_COMP) .fixedRate(RATE) .build()); }
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); }
public void coverage() { ResolvedIborFixingDeposit test1 = ResolvedIborFixingDeposit.builder() .currency(GBP) .notional(NOTIONAL) .startDate(START_DATE) .endDate(END_DATE) .yearFraction(YEAR_FRACTION) .floatingRate(RATE_COMP) .fixedRate(RATE) .build(); coverImmutableBean(test1); ResolvedIborFixingDeposit test2 = ResolvedIborFixingDeposit.builder() .currency(GBP) .notional(-100000000d) .startDate(START_DATE) .endDate(LocalDate.of(2015, 4, 20)) .yearFraction(0.25) .floatingRate(IborRateComputation.of(GBP_LIBOR_3M, FIXING_DATE, REF_DATA)) .fixedRate(0.0375) .build(); coverBeanEquals(test1, test2); }