public void test_collectIndices_simple() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .unadjustedStartDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .unadjustedEndDate(DATE_2014_09_30) .build(); ImmutableSet.Builder<Index> builder = ImmutableSet.builder(); test.collectIndices(builder); assertEquals(builder.build(), ImmutableSet.of()); }
public void test_builder_defaultDates() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .build(); assertEquals(test.getPayment(), PAYMENT_2014_10_03); assertEquals(test.getStartDate(), DATE_2014_03_30); assertEquals(test.getUnadjustedStartDate(), DATE_2014_03_30); assertEquals(test.getEndDate(), DATE_2014_10_01); assertEquals(test.getUnadjustedEndDate(), DATE_2014_10_01); assertEquals(test.getPaymentDate(), DATE_2014_10_03); assertEquals(test.getCurrency(), GBP); }
public void test_builder_invalid() { assertThrowsIllegalArg(() -> KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .endDate(DATE_2014_10_01) .build()); assertThrowsIllegalArg(() -> KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_10_01) .build()); assertThrowsIllegalArg(() -> KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_10_01) .endDate(DATE_2014_10_01) .build()); }
/** * Obtains an instance based on a payment and schedule period. * * @param payment the payment * @param period the schedule period * @return the period */ public static KnownAmountSwapPaymentPeriod of(Payment payment, SchedulePeriod period) { return KnownAmountSwapPaymentPeriod.builder() .payment(payment) .startDate(period.getStartDate()) .endDate(period.getEndDate()) .unadjustedStartDate(period.getUnadjustedStartDate()) .unadjustedEndDate(period.getUnadjustedEndDate()) .build(); }
public void test_serialization() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .unadjustedStartDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .unadjustedEndDate(DATE_2014_09_30) .build(); assertSerialization(test); }
public void test_adjustPaymentDate() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_01) .startDate(DATE_2014_03_30) .unadjustedStartDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .unadjustedEndDate(DATE_2014_09_30) .build(); KnownAmountSwapPaymentPeriod expected = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .unadjustedStartDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .unadjustedEndDate(DATE_2014_09_30) .build(); assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d -> d.plusDays(0))), test); assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d -> d.plusDays(2))), expected); }
public void coverage() { KnownAmountSwapPaymentPeriod test = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03) .startDate(DATE_2014_03_30) .unadjustedStartDate(DATE_2014_03_30) .endDate(DATE_2014_10_01) .unadjustedEndDate(DATE_2014_09_30) .build(); coverImmutableBean(test); KnownAmountSwapPaymentPeriod test2 = KnownAmountSwapPaymentPeriod.builder() .payment(PAYMENT_2014_10_03.negated()) .startDate(DATE_2014_06_30) .endDate(DATE_2014_09_30) .build(); coverBeanEquals(test, test2); }
.build(); KnownAmountSwapPaymentPeriod rpp1 = KnownAmountSwapPaymentPeriod.builder() .payment(Payment.ofPay(CurrencyAmount.of(GBP, 123d), DATE_02_07)) .startDate(DATE_01_06) .unadjustedStartDate(DATE_01_05) .build(); KnownAmountSwapPaymentPeriod rpp2 = KnownAmountSwapPaymentPeriod.builder() .payment(Payment.ofPay(CurrencyAmount.of(GBP, 234d), DATE_03_07)) .startDate(DATE_02_05) .endDate(DATE_03_05) .build(); KnownAmountSwapPaymentPeriod rpp3 = KnownAmountSwapPaymentPeriod.builder() .payment(Payment.ofPay(CurrencyAmount.of(GBP, 234d), DATE_04_09)) .startDate(DATE_03_05)
MOCK_KNOWN); SwapPaymentPeriod kapp = KnownAmountSwapPaymentPeriod.builder() .payment(Payment.of(CurrencyAmount.of(GBP, 1000), date(2015, 8, 21))) .startDate(date(2015, 5, 19))