public void test_metadata_end() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); LocalDate valuationDate = LocalDate.of(2015, 1, 22); ParameterMetadata metadata = node.metadata(valuationDate, REF_DATA); // 2015-01-22 is Thursday, start is 2015-01-26, but 2025-01-26 is Sunday, so end is 2025-01-27 assertEquals(((TenorDateParameterMetadata) metadata).getDate(), LocalDate.of(2025, 1, 27)); assertEquals(((TenorDateParameterMetadata) metadata).getTenor(), Tenor.TENOR_10Y); }
public void test_metadata_last_fixing() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.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() { OvernightIborSwapCurveNode node = OvernightIborSwapCurveNode.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()); }