public void test_metadata_last_fixing() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.LAST_FIXING); LocalDate valuationDate = LocalDate.of(2015, 1, 22); LocalDate fixingExpected = LocalDate.of(2024, 10, 24); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.getDate(), fixingExpected); assertEquals(metadata.getLabel(), node.getLabel()); }
public void test_metadata_fixed() { FixedIborSwapCurveNode node = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD, LABEL).withDate(CurveNodeDate.of(VAL_DATE)); LocalDate valuationDate = LocalDate.of(2015, 1, 22); DatedParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); assertEquals(metadata.getDate(), VAL_DATE); assertEquals(metadata.getLabel(), node.getLabel()); }