.effectiveDateOffset(PLUS_TWO_DAYS) .maturityDateOffset(TenorAdjustment.ofLastDay(TENOR_3M, BDA_MOD_FOLLOW)) .fixingCalendar(SAT_SUN) .fixingTime(LocalTime.NOON) .fixingZone(ZoneId.of("Australia/Sydney"))
.effectiveDateOffset(PLUS_TWO_DAYS) .maturityDateOffset(TenorAdjustment.ofLastDay(TENOR_3M, BDA_MOD_FOLLOW)) .fixingCalendar(SAT_SUN) .fixingTime(LocalTime.NOON) .fixingZone(ZoneId.of("NZ"))
.active(active) .dayCount(dayCount) .fixingCalendar(fixingCal) .fixingDateOffset(fixingOffset) .effectiveDateOffset(effectiveOffset)
public void coverage() { ImmutableIborIndex index = ImmutableIborIndex.builder() .name("Test-3M") .currency(Currency.GBP) .fixingCalendar(GBLO) .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)) .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)) .dayCount(ACT_360) .fixingTime(LocalTime.NOON) .fixingZone(ZoneId.of("Europe/London")) .build(); coverImmutableBean(index); coverPrivateConstructor(IborIndices.class); }
public void test_equals() { ImmutableIborIndex a = ImmutableIborIndex.builder() .name("Test-3M") .currency(Currency.GBP) .fixingCalendar(GBLO) .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)) .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)) .dayCount(ACT_360) .fixingTime(LocalTime.NOON) .fixingZone(ZoneId.of("Europe/London")) .build(); IborIndex b = a.toBuilder().name("Rubbish-3M").build(); assertEquals(a.equals(b), false); }
private static IborIndex lockIndexCalendar(IborIndex index) { return ((ImmutableIborIndex) index).toBuilder() .fixingCalendar(CalendarUSD.NYC) .effectiveDateOffset(index.getEffectiveDateOffset().toBuilder() .calendar(CalendarUSD.NYC) .adjustment(index.getEffectiveDateOffset().getAdjustment().toBuilder() .calendar(CalendarUSD.NYC) .build()) .build()) .maturityDateOffset(index.getMaturityDateOffset().toBuilder() .adjustment(index.getMaturityDateOffset().getAdjustment().toBuilder() .calendar(CalendarUSD.NYC) .build()) .build()) .build(); }
public void test_serialization() { IborIndex index = ImmutableIborIndex.builder() .name("Test-3M") .currency(Currency.GBP) .fixingCalendar(GBLO) .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO)) .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .maturityDateOffset(TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE)) .dayCount(ACT_360) .fixingTime(LocalTime.NOON) .fixingZone(ZoneId.of("Europe/London")) .build(); assertSerialization(index); }