public void test_of_index() { ImmutableFraConvention test = ImmutableFraConvention.of(GBP_LIBOR_3M); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getName(), GBP_LIBOR_3M.getName()); assertEquals(test.getCurrency(), GBP); assertEquals(test.getSpotDateOffset(), GBP_LIBOR_3M.getEffectiveDateOffset()); assertEquals(test.getBusinessDayAdjustment(), BDA_MOD_FOLLOW); assertEquals(test.getPaymentDateOffset(), DaysAdjustment.NONE); assertEquals(test.getFixingDateOffset(), GBP_LIBOR_3M.getFixingDateOffset()); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getDiscounting(), ISDA); // ensure other factories match assertEquals(FraConvention.of(GBP_LIBOR_3M), test); assertEquals(FraConventions.of(GBP_LIBOR_3M), test); }
public void test_builder_minSpecified() { ImmutableFraConvention test = ImmutableFraConvention.builder() .index(GBP_LIBOR_3M) .build(); assertEquals(test.getName(), GBP_LIBOR_3M.getName()); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getCurrency(), GBP); assertEquals(test.getSpotDateOffset(), GBP_LIBOR_3M.getEffectiveDateOffset()); assertEquals(test.getBusinessDayAdjustment(), BDA_MOD_FOLLOW); assertEquals(test.getPaymentDateOffset(), DaysAdjustment.NONE); assertEquals(test.getFixingDateOffset(), GBP_LIBOR_3M.getFixingDateOffset()); assertEquals(test.getDayCount(), GBP_LIBOR_3M.getDayCount()); assertEquals(test.getDiscounting(), ISDA); }
public void test_builder_allSpecified() { ImmutableFraConvention test = ImmutableFraConvention.builder() .name(GBP_LIBOR_3M.getName()) .index(GBP_LIBOR_3M) .currency(GBP) .spotDateOffset(PLUS_ONE_DAY) .businessDayAdjustment(BDA_FOLLOW) .paymentDateOffset(PLUS_TWO_DAYS) .fixingDateOffset(MINUS_FIVE_DAYS) .dayCount(ACT_360) .discounting(FraDiscountingMethod.NONE) .build(); assertEquals(test.getName(), GBP_LIBOR_3M.getName()); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getCurrency(), GBP); assertEquals(test.getSpotDateOffset(), PLUS_ONE_DAY); assertEquals(test.getBusinessDayAdjustment(), BDA_FOLLOW); assertEquals(test.getPaymentDateOffset(), PLUS_TWO_DAYS); assertEquals(test.getFixingDateOffset(), MINUS_FIVE_DAYS); assertEquals(test.getDayCount(), ACT_360); assertEquals(test.getDiscounting(), FraDiscountingMethod.NONE); }
.index(index) .fixingDateOffset(getFixingDateOffset()) .dayCount(getDayCount()) .discounting(getDiscounting()) .build())