createUnadjustedDates(); createAdjustedDates(refData);
.overrideStartDate(AdjustableDate.of(date(2011, 1, 9), BusinessDayAdjustment.of(FOLLOWING, SAT_SUN))) .build(); ImmutableList<LocalDate> test = defn.createUnadjustedDates(REF_DATA); assertEquals(test.get(0), date(2011, 1, 9)); assertEquals(test.subList(1, test.size()), unadjusted.subList(1, test.size())); ImmutableList<LocalDate> testNoRefData = defn.createUnadjustedDates(); assertEquals(testNoRefData.get(0), date(2011, 1, 9)); assertEquals(testNoRefData.subList(1, testNoRefData.size()), unadjusted.subList(1, testNoRefData.size()));
.lastRegularEndDate(lastReg) .build(); ImmutableList<LocalDate> test = defn.createUnadjustedDates(REF_DATA); assertEquals(test, unadjusted); ImmutableList<LocalDate> testNoRefData = defn.createUnadjustedDates(); assertEquals(testNoRefData, unadjusted);
@Test(expectedExceptions = ScheduleException.class) public void test_forwards_badStub() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_17) .endDate(SEP_17) .frequency(P1M) .businessDayAdjustment(BDA) .stubConvention(SHORT_FINAL) .rollConvention(DAY_11) .firstRegularStartDate(null) .lastRegularEndDate(null) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_backwards_badStub() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_17) .endDate(SEP_17) .frequency(P1M) .businessDayAdjustment(BDA) .stubConvention(SHORT_INITIAL) .rollConvention(DAY_11) .firstRegularStartDate(null) .lastRegularEndDate(null) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_termFrequency_badFinalStub() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_04) .endDate(SEP_17) .frequency(TERM) .businessDayAdjustment(BDA) .stubConvention(STUB_NONE) .rollConvention(DAY_4) .firstRegularStartDate(null) .lastRegularEndDate(SEP_04) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_both_badStub() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_17) .endDate(SEP_17) .frequency(P1M) .businessDayAdjustment(BDA) .stubConvention(STUB_BOTH) .rollConvention(null) .firstRegularStartDate(JUN_17) .lastRegularEndDate(SEP_17) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_termFrequency_badInitialStub() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_04) .endDate(SEP_17) .frequency(TERM) .businessDayAdjustment(BDA) .stubConvention(STUB_NONE) .rollConvention(DAY_4) .firstRegularStartDate(JUN_17) .lastRegularEndDate(null) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_none_stubDate() { // Jun 17th to Sep 17th is correct for NONE stub convention, but firstRegularStartDate specified PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_17) .endDate(SEP_17) .frequency(P1M) .businessDayAdjustment(BDA) .stubConvention(STUB_NONE) .rollConvention(DAY_4) .firstRegularStartDate(JUL_17) .lastRegularEndDate(null) .build(); defn.createUnadjustedDates(); }
@Test(expectedExceptions = ScheduleException.class) public void test_none_badStub() { // Jun 4th to Sep 17th requires a stub, but NONE specified PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(JUN_04) .endDate(SEP_17) .frequency(P1M) .businessDayAdjustment(BDA) .stubConvention(STUB_NONE) .rollConvention(DAY_4) .firstRegularStartDate(null) .lastRegularEndDate(null) .build(); defn.createUnadjustedDates(); }
public void test_emptyWhenAdjusted_term_createUnadjustedDates() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(date(2015, 5, 29)) .endDate(date(2015, 5, 31)) .frequency(TERM) .businessDayAdjustment(BDA) .stubConvention(null) .rollConvention(null) .firstRegularStartDate(null) .lastRegularEndDate(null) .build(); ImmutableList<LocalDate> test = defn.createUnadjustedDates(); assertEquals(test, list(date(2015, 5, 29), date(2015, 5, 31))); }
public void test_startEndAdjust() { BusinessDayAdjustment bda1 = BusinessDayAdjustment.of(PRECEDING, SAT_SUN); BusinessDayAdjustment bda2 = BusinessDayAdjustment.of(MODIFIED_PRECEDING, SAT_SUN); PeriodicSchedule test = PeriodicSchedule.builder() .startDate(date(2014, 10, 4)) .endDate(date(2015, 4, 4)) .frequency(P3M) .businessDayAdjustment(BDA) .startDateBusinessDayAdjustment(bda1) .endDateBusinessDayAdjustment(bda2) .stubConvention(STUB_NONE) .build(); assertEquals(test.calculatedStartDate(), AdjustableDate.of(date(2014, 10, 4), bda1)); assertEquals(test.calculatedEndDate(), AdjustableDate.of(date(2015, 4, 4), bda2)); assertEquals(test.createUnadjustedDates(), list(date(2014, 10, 4), date(2015, 1, 4), date(2015, 4, 4))); assertEquals(test.createAdjustedDates(REF_DATA), list(date(2014, 10, 3), date(2015, 1, 5), date(2015, 4, 3))); }
public void test_emptyWhenAdjusted_twoPeriods_createUnadjustedDates() { PeriodicSchedule defn = PeriodicSchedule.builder() .startDate(date(2015, 5, 27)) .endDate(date(2015, 5, 31)) .frequency(Frequency.ofDays(2)) .businessDayAdjustment(BDA) .stubConvention(STUB_NONE) .rollConvention(null) .firstRegularStartDate(null) .lastRegularEndDate(null) .build(); ImmutableList<LocalDate> test = defn.createUnadjustedDates(); assertEquals(test, list(date(2015, 5, 27), date(2015, 5, 29), date(2015, 5, 31))); }
.lastRegularEndDate(null) .build(); defn.createUnadjustedDates();