How to use

of

method

in

com.opengamma.strata.basics.date.AdjustableDate

/**
 * Obtains an instance representing an amount where the date is fixed.
 * <p>
 * Whether the payment is pay or receive is determined by the sign of the specified amount.
 * 
 * @param value  the amount of the payment
 * @param date  the date that the payment is made
 * @return the adjustable payment instance
 */
public static AdjustablePayment of(CurrencyAmount value, LocalDate date) {
 return new AdjustablePayment(value, AdjustableDate.of(date));
}

/**
 * Calculates the applicable end date.
 * <p>
 * The result combines the end date and the appropriate business day adjustment.
 * 
 * @return the calculated end date
 */
public AdjustableDate calculatedEndDate() {
 return AdjustableDate.of(endDate, calculatedEndDateBusinessDayAdjustment());
}

@Override
public AdjustableDate getStartDate() {
 return AdjustableDate.of(paymentPeriods.get(0).getStartDate());
}

@Override
public AdjustableDate getEndDate() {
 return AdjustableDate.of(paymentPeriods.get(paymentPeriods.size() - 1).getEndDate());
}

public static MockSwapLeg of(
  SwapLegType type,
  PayReceive payReceive,
  LocalDate startDate,
  LocalDate endDate,
  Currency currency) {
 return new MockSwapLeg(type, payReceive, AdjustableDate.of(startDate), AdjustableDate.of(endDate), currency);
}

/**
 * Obtains an instance representing an amount to be paid where the date is fixed.
 * <p>
 * The sign of the amount will be normalized to be negative, indicating a payment.
 * 
 * @param value  the amount of the payment
 * @param date  the date that the payment is made
 * @return the adjustable payment instance
 */
public static AdjustablePayment ofPay(CurrencyAmount value, LocalDate date) {
 return new AdjustablePayment(value.negative(), AdjustableDate.of(date));
}

public void test_of_null() {
 assertThrowsIllegalArg(() -> AdjustableDate.of(null));
 assertThrowsIllegalArg(() -> AdjustableDate.of(null, BDA_FOLLOW_SAT_SUN));
 assertThrowsIllegalArg(() -> AdjustableDate.of(FRI_2014_07_11, null));
 assertThrowsIllegalArg(() -> AdjustableDate.of(null, null));
}

@Test(dataProvider = "adjusted")
public void test_adjusted(LocalDate date, LocalDate expected) {
 AdjustableDate test = AdjustableDate.of(date, BDA_FOLLOW_SAT_SUN);
 assertEquals(test.adjusted(REF_DATA), expected);
}

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 formatForCsv() {
  AdjustableDate date = AdjustableDate.of(date(2016, 6, 30), BusinessDayAdjustment.of(MODIFIED_FOLLOWING, SAT_SUN));
  assertThat(AdjustableDateValueFormatter.INSTANCE.formatForCsv(date)).isEqualTo("2016-06-30");
 }
}

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_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);
}

public void test_getEndDate() {
 SwapLeg leg1 = MockSwapLeg.of(FIXED, PAY, date(2015, 6, 29), date(2017, 6, 30), Currency.USD);
 SwapLeg leg2 = MockSwapLeg.of(FIXED, RECEIVE, date(2015, 6, 30), date(2017, 6, 29), Currency.USD);
 assertEquals(Swap.of(leg1).getEndDate(), AdjustableDate.of(date(2017, 6, 30)));
 assertEquals(Swap.of(leg2).getEndDate(), AdjustableDate.of(date(2017, 6, 29)));
 assertEquals(Swap.of(leg1, leg2).getEndDate(), AdjustableDate.of(date(2017, 6, 30)));
 assertEquals(Swap.of(leg2, leg1).getEndDate(), AdjustableDate.of(date(2017, 6, 30)));
}

static Swaption sut2() {
 return Swaption.builder()
   .expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 10), ADJUSTMENT))
   .expiryTime(LocalTime.of(14, 0))
   .expiryZone(ZoneId.of("GMT"))
   .longShort(SHORT)
   .swaptionSettlement(CASH_SETTLE)
   .underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M
     .createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA).getProduct())
   .build();
}

public void test_resolve_pay() {
 BulletPayment test = BulletPayment.builder()
   .payReceive(PayReceive.PAY)
   .value(GBP_P1000)
   .date(AdjustableDate.of(DATE_2015_06_30))
   .build();
 ResolvedBulletPayment expected = ResolvedBulletPayment.of(Payment.of(GBP_M1000, DATE_2015_06_30));
 assertEquals(test.resolve(REF_DATA), expected);
}

public void test_resolve_receive() {
 BulletPayment test = BulletPayment.builder()
   .payReceive(PayReceive.RECEIVE)
   .value(GBP_P1000)
   .date(AdjustableDate.of(DATE_2015_06_30))
   .build();
 ResolvedBulletPayment expected = ResolvedBulletPayment.of(Payment.of(GBP_P1000, DATE_2015_06_30));
 assertEquals(test.resolve(REF_DATA), expected);
}

public void test_serialization() {
 BulletPayment test = BulletPayment.builder()
   .payReceive(PayReceive.PAY)
   .value(GBP_P1000)
   .date(AdjustableDate.of(DATE_2015_06_30))
   .build();
 assertSerialization(test);
}

public void test_builder_expiryAfterStart() {
 assertThrowsIllegalArg(() -> Swaption.builder()
   .expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 17), ADJUSTMENT))
   .expiryTime(EXPIRY_TIME)
   .expiryZone(ZONE)
   .longShort(LONG)
   .swaptionSettlement(PHYSICAL_SETTLE)
   .underlying(SWAP)
   .build());
}

public void test_physicalSettlement() {
 Swaption swaption = Swaption
   .builder()
   .expiryDate(AdjustableDate.of(MATURITY, BDA_MF))
   .expiryTime(LocalTime.NOON)
   .expiryZone(ZoneOffset.UTC)
   .swaptionSettlement(PhysicalSwaptionSettlement.DEFAULT)
   .longShort(LONG)
   .underlying(SWAP_PAY)
   .build();
 assertThrowsIllegalArg(() -> PRICER.impliedVolatility(swaption.resolve(REF_DATA), RATE_PROVIDER, VOLS));
}

public void test_physicalSettlement() {
 Swaption swaption = Swaption.builder()
   .swaptionSettlement(PhysicalSwaptionSettlement.DEFAULT)
   .expiryDate(AdjustableDate.of(SWAPTION_EXERCISE_DATE))
   .expiryTime(SWAPTION_EXPIRY_TIME)
   .expiryZone(SWAPTION_EXPIRY_ZONE)
   .longShort(LongShort.LONG)
   .underlying(SWAP_REC)
   .build();
 assertThrowsIllegalArg(() -> PRICER_SWAPTION.presentValue(swaption.resolve(REF_DATA), RATE_PROVIDER, VOLS));
}