/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(ResolvedIborFixingDeposit beanToCopy) { this.currency = beanToCopy.getCurrency(); this.notional = beanToCopy.getNotional(); this.startDate = beanToCopy.getStartDate(); this.endDate = beanToCopy.getEndDate(); this.yearFraction = beanToCopy.getYearFraction(); this.fixedRate = beanToCopy.getFixedRate(); this.floatingRate = beanToCopy.getFloatingRate(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 575402001: // currency return ((ResolvedIborFixingDeposit) bean).getCurrency(); case 1585636160: // notional return ((ResolvedIborFixingDeposit) bean).getNotional(); case -2129778896: // startDate return ((ResolvedIborFixingDeposit) bean).getStartDate(); case -1607727319: // endDate return ((ResolvedIborFixingDeposit) bean).getEndDate(); case -1731780257: // yearFraction return ((ResolvedIborFixingDeposit) bean).getYearFraction(); case 747425396: // fixedRate return ((ResolvedIborFixingDeposit) bean).getFixedRate(); case -2130225658: // floatingRate return ((ResolvedIborFixingDeposit) bean).getFloatingRate(); } return super.propertyGet(bean, propertyName, quiet); }
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); }
public void test_resolve() { IborFixingDeposit base = IborFixingDeposit.builder() .buySell(SELL) .notional(NOTIONAL) .startDate(START_DATE) .endDate(END_DATE) .businessDayAdjustment(BDA_MOD_FOLLOW) .index(GBP_LIBOR_6M) .fixedRate(RATE) .build(); ResolvedIborFixingDeposit test = base.resolve(REF_DATA); LocalDate expectedEndDate = BDA_MOD_FOLLOW.adjust(END_DATE, REF_DATA); double expectedYearFraction = ACT_365F.yearFraction(START_DATE, expectedEndDate); IborRateComputation expectedObservation = IborRateComputation.of( GBP_LIBOR_6M, GBP_LIBOR_6M.getFixingDateOffset().adjust(START_DATE, REF_DATA), REF_DATA); assertEquals(test.getCurrency(), GBP); assertEquals(test.getStartDate(), START_DATE); assertEquals(test.getEndDate(), expectedEndDate); assertEquals(test.getFloatingRate(), expectedObservation); assertEquals(test.getNotional(), -NOTIONAL); assertEquals(test.getFixedRate(), RATE); assertEquals(test.getYearFraction(), expectedYearFraction); }