@Override public void collectIndices(ImmutableSet.Builder<Index> builder) { builder.add(index); getInitialStub().ifPresent(stub -> stub.collectIndices(builder)); getFinalStub().ifPresent(stub -> stub.collectIndices(builder)); }
@Override public void collectCurrencies(ImmutableSet.Builder<Currency> builder) { builder.add(index.getCurrency()); getInitialStub().ifPresent(stub -> stub.collectCurrencies(builder)); getFinalStub().ifPresent(stub -> stub.collectCurrencies(builder)); }
public void test_of() { IborRateCalculation test = IborRateCalculation.of(GBP_LIBOR_3M); assertEquals(test.getType(), SwapLegType.IBOR); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getResetPeriods(), Optional.empty()); assertEquals(test.getFixingRelativeTo(), PERIOD_START); assertEquals(test.getFixingDateOffset(), GBP_LIBOR_3M.getFixingDateOffset()); assertEquals(test.getNegativeRateMethod(), ALLOW_NEGATIVE); assertEquals(test.getFirstRegularRate(), OptionalDouble.empty()); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getGearing(), Optional.empty()); assertEquals(test.getSpread(), Optional.empty()); }
public void test_builder_ensureDefaults() { IborRateCalculation test = IborRateCalculation.builder() .index(GBP_LIBOR_3M) .build(); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getResetPeriods(), Optional.empty()); assertEquals(test.getFixingRelativeTo(), PERIOD_START); assertEquals(test.getFixingDateOffset(), GBP_LIBOR_3M.getFixingDateOffset()); assertEquals(test.getNegativeRateMethod(), ALLOW_NEGATIVE); assertEquals(test.getFirstRegularRate(), OptionalDouble.empty()); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getGearing(), Optional.empty()); assertEquals(test.getSpread(), Optional.empty()); }
public void test_builder_ensureOptionalDouble() { IborRateCalculation test = IborRateCalculation.builder() .dayCount(ACT_365F) .index(GBP_LIBOR_3M) .fixingDateOffset(MINUS_TWO_DAYS) .firstRegularRate(0.028d) .build(); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getIndex(), GBP_LIBOR_3M); assertEquals(test.getResetPeriods(), Optional.empty()); assertEquals(test.getFixingRelativeTo(), PERIOD_START); assertEquals(test.getFixingDateOffset(), MINUS_TWO_DAYS); assertEquals(test.getNegativeRateMethod(), ALLOW_NEGATIVE); assertEquals(test.getFirstRegularRate(), OptionalDouble.of(0.028d)); assertEquals(test.getInitialStub(), Optional.empty()); assertEquals(test.getFinalStub(), Optional.empty()); assertEquals(test.getGearing(), Optional.empty()); assertEquals(test.getSpread(), Optional.empty()); }