Optional<IborIndex> stubIndex2Opt = findValue(row, leg, interpolatedField).map(s -> IborIndex.of(s)); if (stubRateOpt.isPresent() && !stubAmountOpt.isPresent() && !stubIndexOpt.isPresent() && !stubIndex2Opt.isPresent()) { return Optional.of(IborRateStubCalculation.ofFixedRate(stubRateOpt.get()));
public void test_createRateComputation_fixedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d); assertEquals(test.createRateComputation(DATE, GBP_LIBOR_3M, REF_DATA), FixedRateComputation.of(0.025d)); }
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); }
private IborRateStubCalculation parseStubCalculation(XmlElement baseEl, FpmlDocument document) { Optional<XmlElement> rateOptEl = baseEl.findChild("stubRate"); if (rateOptEl.isPresent()) { return IborRateStubCalculation.ofFixedRate(document.parseDecimal(rateOptEl.get()));
public void coverage() { IborRateStubCalculation test = IborRateStubCalculation.ofIborInterpolatedRate(GBP_LIBOR_1M, GBP_LIBOR_3M); coverImmutableBean(test); IborRateStubCalculation test2 = IborRateStubCalculation.ofFixedRate(0.028d); coverBeanEquals(test, test2); IborRateStubCalculation test3 = IborRateStubCalculation.ofKnownAmount(GBP_P1000); coverBeanEquals(test, test3); }
.build()) .firstRegularRate(0.028d) .initialStub(IborRateStubCalculation.ofFixedRate(0.030d)) .build();
.fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, EUTA)) .spread(ValueSchedule.of(0.001)) .initialStub(IborRateStubCalculation.ofFixedRate(0.05125)) .finalStub(IborRateStubCalculation.ofIborRate(EUR_EURIBOR_3M)) .build())