public void test_builder_defaults() { IborFuture test = IborFuture.builder() .securityId(SECURITY_ID) .currency(GBP) .notional(NOTIONAL) .lastTradeDate(LAST_TRADE_DATE) .index(GBP_LIBOR_2M) .build(); assertEquals(test.getSecurityId(), SECURITY_ID); assertEquals(test.getCurrency(), GBP); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getAccrualFactor(), ACCRUAL_FACTOR2); assertEquals(test.getLastTradeDate(), LAST_TRADE_DATE); assertEquals(test.getIndex(), GBP_LIBOR_2M); assertEquals(test.getRounding(), Rounding.none()); assertEquals(test.getFixingDate(), LAST_TRADE_DATE); }
static IborFuture sut() { return IborFuture.builder() .securityId(SECURITY_ID) .currency(USD) .notional(NOTIONAL) .accrualFactor(ACCRUAL_FACTOR) .lastTradeDate(LAST_TRADE_DATE) .index(USD_LIBOR_3M) .rounding(ROUNDING) .build(); }
public void test_builder_noIndex() { assertThrowsIllegalArg(() -> IborFuture.builder() .securityId(SECURITY_ID) .notional(NOTIONAL) .currency(GBP) .lastTradeDate(LAST_TRADE_DATE) .rounding(ROUNDING) .build()); }
public void test_builder_noLastTradeDate() { assertThrowsIllegalArg(() -> IborFuture.builder() .securityId(SECURITY_ID) .notional(NOTIONAL) .currency(GBP) .index(GBP_LIBOR_2M) .rounding(ROUNDING) .build()); }
static IborFuture sut2() { return IborFuture.builder() .securityId(SECURITY_ID2) .currency(GBP) .notional(NOTIONAL2) .accrualFactor(ACCRUAL_FACTOR2) .lastTradeDate(LAST_TRADE_DATE2) .index(GBP_LIBOR_2M) .build(); }