public void test_ofIborRate() { IborRateStubCalculation test = IborRateStubCalculation.ofIborRate(GBP_LIBOR_3M); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getIndex(), Optional.of(GBP_LIBOR_3M)); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), true); assertEquals(test.isInterpolated(), false); }
public void test_ofKnownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getKnownAmount(), Optional.of(GBP_P1000)); assertEquals(test.getIndex(), Optional.empty()); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), true); assertEquals(test.isFloatingRate(), false); assertEquals(test.isInterpolated(), false); }
public void test_ofFixedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d); assertEquals(test.getFixedRate(), OptionalDouble.of(0.025d)); assertEquals(test.getIndex(), Optional.empty()); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), true); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), false); assertEquals(test.isInterpolated(), false); }
public void test_ofIborInterpolatedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofIborInterpolatedRate(GBP_LIBOR_1M, GBP_LIBOR_3M); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getIndex(), Optional.of(GBP_LIBOR_1M)); assertEquals(test.getIndexInterpolated(), Optional.of(GBP_LIBOR_3M)); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), true); assertEquals(test.isInterpolated(), true); }
/** * Creates the {@code RateComputation} for the stub. * * @param fixingDate the fixing date * @param defaultIndex the default index to use if the stub has no rules * @param refData the reference data * @return the rate observation */ RateComputation createRateComputation(LocalDate fixingDate, IborIndex defaultIndex, ReferenceData refData) { if (isInterpolated()) { return IborInterpolatedRateComputation.of(index, indexInterpolated, fixingDate, refData); } else if (isFloatingRate()) { return IborRateComputation.of(index, fixingDate, refData); } else if (isFixedRate()) { return FixedRateComputation.of(fixedRate); } else if (isKnownAmount()) { return KnownAmountRateComputation.of(knownAmount); } else { return IborRateComputation.of(defaultIndex, fixingDate, refData); } }