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private void myMethod () {OutputStreamWriter o =
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@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 482476551: // unadjusted return ((AdjustableDate) bean).getUnadjusted(); case 1977085293: // adjustment return ((AdjustableDate) bean).getAdjustment(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_of_1arg() { AdjustableDate test = AdjustableDate.of(FRI_2014_07_11); assertEquals(test.getUnadjusted(), FRI_2014_07_11); assertEquals(test.getAdjustment(), BDA_NONE); assertEquals(test.toString(), "2014-07-11"); assertEquals(test.adjusted(REF_DATA), FRI_2014_07_11); }
public void test_of_2args_withNoAdjustment() { AdjustableDate test = AdjustableDate.of(FRI_2014_07_11, BDA_NONE); assertEquals(test.getUnadjusted(), FRI_2014_07_11); assertEquals(test.getAdjustment(), BDA_NONE); assertEquals(test.toString(), "2014-07-11"); assertEquals(test.adjusted(REF_DATA), FRI_2014_07_11); }
public void test_of_2args_withAdjustment() { AdjustableDate test = AdjustableDate.of(FRI_2014_07_11, BDA_FOLLOW_SAT_SUN); assertEquals(test.getUnadjusted(), FRI_2014_07_11); assertEquals(test.getAdjustment(), BDA_FOLLOW_SAT_SUN); assertEquals(test.toString(), "2014-07-11 adjusted by Following using calendar Sat/Sun"); assertEquals(test.adjusted(REF_DATA), FRI_2014_07_11); }
private void assertFra(List<Trade> trades, boolean interpolatedParty1) { assertEquals(trades.size(), 1); Trade trade = trades.get(0); assertEquals(trade.getClass(), FraTrade.class); FraTrade fraTrade = (FraTrade) trade; assertEquals(fraTrade.getInfo().getTradeDate(), Optional.of(date(1991, 5, 14))); StandardId party1id = StandardId.of("http://www.hsbc.com/swaps/trade-id", "MB87623"); StandardId party2id = StandardId.of("http://www.abnamro.com/swaps/trade-id", "AA9876"); assertEquals(fraTrade.getInfo().getId(), Optional.of(interpolatedParty1 ? party1id : party2id)); Fra fra = fraTrade.getProduct(); assertEquals(fra.getBuySell(), interpolatedParty1 ? BUY : SELL); assertEquals(fra.getStartDate(), date(1991, 7, 17)); assertEquals(fra.getEndDate(), date(1992, 1, 17)); assertEquals(fra.getBusinessDayAdjustment(), Optional.empty()); assertEquals(fra.getPaymentDate().getUnadjusted(), date(1991, 7, 17)); assertEquals(fra.getPaymentDate().getAdjustment(), BusinessDayAdjustment.of(FOLLOWING, CHZU)); assertEquals(fra.getFixingDateOffset().getDays(), -2); assertEquals(fra.getFixingDateOffset().getCalendar(), GBLO); assertEquals(fra.getFixingDateOffset().getAdjustment(), BusinessDayAdjustment.NONE); assertEquals(fra.getDayCount(), ACT_360); assertEquals(fra.getCurrency(), CHF); assertEquals(fra.getNotional(), 25000000d); assertEquals(fra.getFixedRate(), 0.04d); assertEquals(fra.getIndex(), interpolatedParty1 ? CHF_LIBOR_3M : CHF_LIBOR_6M); assertEquals(fra.getIndexInterpolated(), interpolatedParty1 ? Optional.of(CHF_LIBOR_6M) : Optional.empty()); assertEquals(fra.getDiscounting(), FraDiscountingMethod.ISDA); }
.orElseGet(() -> document.parseAdjustedRelativeDateOffset(calcPeriodDatesEl.getChild("relativeEffectiveDate"))); accrualScheduleBuilder.startDate(startDate.getUnadjusted()); if (!bda.equals(startDate.getAdjustment())) { accrualScheduleBuilder.startDateBusinessDayAdjustment(startDate.getAdjustment()); .orElseGet(() -> document.parseAdjustedRelativeDateOffset(calcPeriodDatesEl.getChild("relativeTerminationDate"))); accrualScheduleBuilder.endDate(endDate.getUnadjusted()); if (!bda.equals(endDate.getAdjustment())) { accrualScheduleBuilder.endDateBusinessDayAdjustment(endDate.getAdjustment());
public void fra_noParty() { String location = "classpath:com/opengamma/strata/loader/fpml/ird-ex08-fra.xml"; ByteSource resource = ResourceLocator.of(location).getByteSource(); List<Trade> trades = FpmlDocumentParser.of(FpmlPartySelector.any()).parseTrades(resource); assertEquals(trades.size(), 1); Trade trade = trades.get(0); assertEquals(trade.getClass(), FraTrade.class); FraTrade fraTrade = (FraTrade) trade; assertEquals(fraTrade.getInfo().getTradeDate(), Optional.of(date(1991, 5, 14))); Fra fra = fraTrade.getProduct(); assertEquals(fra.getBuySell(), BUY); assertEquals(fra.getStartDate(), date(1991, 7, 17)); assertEquals(fra.getEndDate(), date(1992, 1, 17)); assertEquals(fra.getBusinessDayAdjustment(), Optional.empty()); assertEquals(fra.getPaymentDate().getUnadjusted(), date(1991, 7, 17)); assertEquals(fra.getPaymentDate().getAdjustment(), BusinessDayAdjustment.of(FOLLOWING, CHZU)); assertEquals(fra.getFixingDateOffset().getDays(), -2); assertEquals(fra.getFixingDateOffset().getCalendar(), GBLO); assertEquals(fra.getFixingDateOffset().getAdjustment(), BusinessDayAdjustment.NONE); assertEquals(fra.getDayCount(), ACT_360); assertEquals(fra.getCurrency(), CHF); assertEquals(fra.getNotional(), 25000000d); assertEquals(fra.getFixedRate(), 0.04d); assertEquals(fra.getIndex(), CHF_LIBOR_6M); assertEquals(fra.getIndexInterpolated(), Optional.empty()); assertEquals(fra.getDiscounting(), FraDiscountingMethod.ISDA); // check same when using a specific selector instead of FpmlPartySelector.any() List<Trade> trades2 = FpmlDocumentParser.of(allParties -> ImmutableList.of()).parseTrades(resource); assertEquals(trades2, trades); }
PeriodicSchedule.Builder scheduleBuilder = PeriodicSchedule.builder() .startDate(effectiveDate.getUnadjusted()) .startDateBusinessDayAdjustment(effectiveDate.getAdjustment()) .endDate(terminationDate.getUnadjusted()) .endDateBusinessDayAdjustment(terminationDate.getAdjustment()) .businessDayAdjustment(bda);