private static SwapIndex parseSwapIndex(CsvRow row) { String name = row.getField(NAME_FIELD); boolean active = Boolean.parseBoolean(row.getField(ACTIVE_FIELD)); FixedIborSwapConvention convention = FixedIborSwapConvention.of(row.getField(CONVENTION_FIELD)); Tenor tenor = Tenor.parse(row.getField(TENOR_FIELD)); LocalTime time = LocalTime.parse(row.getField(FIXING_TIME_FIELD), TIME_FORMAT); ZoneId zoneId = ZoneId.of(row.getField(FIXING_ZONE_FIELD)); // build result return ImmutableSwapIndex.builder() .name(name) .active(active) .fixingTime(time) .fixingZone(zoneId) .template(FixedIborSwapTemplate.of(tenor, convention)) .build(); }
public void test_serialization() { SwapIndex index = ImmutableSwapIndex.builder() .name("FooIndex") .fixingTime(LocalTime.of(12, 30)) .fixingZone(ZoneId.of("Africa/Abidjan")) .template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)) .build(); assertSerialization(index); }
public void coverage() { ImmutableSwapIndex index = ImmutableSwapIndex.builder() .name("FooIndex") .fixingTime(LocalTime.of(12, 30)) .fixingZone(ZoneId.of("Africa/Abidjan")) .template(FixedIborSwapTemplate.of(Tenor.TENOR_9M, FixedIborSwapConventions.CHF_FIXED_1Y_LIBOR_3M)) .build(); coverImmutableBean(index); coverPrivateConstructor(SwapIndices.class); }