How to use

builder

method

in

com.opengamma.strata.product.capfloor.IborCapletFloorletPeriod

public void test_builder_min() {
 IborCapletFloorletPeriod test = IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .startDate(START)
   .endDate(END)
   .yearFraction(YEAR_FRACTION)
   .caplet(STRIKE)
   .iborRate(RATE_COMP)
   .build();
 assertEquals(test.getCaplet().getAsDouble(), STRIKE);
 assertEquals(test.getFloorlet().isPresent(), false);
 assertEquals(test.getStrike(), STRIKE);
 assertEquals(test.getStartDate(), START);
 assertEquals(test.getEndDate(), END);
 assertEquals(test.getPaymentDate(), test.getEndDate());
 assertEquals(test.getCurrency(), EUR);
 assertEquals(test.getNotional(), NOTIONAL);
 assertEquals(test.getIborRate(), RATE_COMP);
 assertEquals(test.getIndex(), EUR_EURIBOR_3M);
 assertEquals(test.getFixingDate(), FIXING_TIME_ZONE.toLocalDate());
 assertEquals(test.getFixingDateTime(), FIXING_TIME_ZONE);
 assertEquals(test.getPutCall(), PutCall.CALL);
 assertEquals(test.getUnadjustedStartDate(), START);
 assertEquals(test.getUnadjustedEndDate(), END);
 assertEquals(test.getYearFraction(), YEAR_FRACTION);
}

static IborCapletFloorletPeriod sut() {
 return IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .startDate(START)
   .endDate(END)
   .caplet(STRIKE)
   .iborRate(RATE_COMP)
   .build();
}

public void test_builder_fail() {
 // rate observation missing
 assertThrowsIllegalArg(() -> IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .caplet(STRIKE)
   .build());
 // cap and floor missing
 assertThrowsIllegalArg(() -> IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .iborRate(RATE_COMP)
   .build());
 // cap and floor present
 assertThrowsIllegalArg(() -> IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .caplet(STRIKE)
   .floorlet(STRIKE)
   .iborRate(RATE_COMP)
   .build());
}

public void test_builder_full() {
 IborCapletFloorletPeriod test = IborCapletFloorletPeriod.builder()
   .notional(NOTIONAL)
   .startDate(START)
   .endDate(END)
   .unadjustedStartDate(START_UNADJ)
   .unadjustedEndDate(END_UNADJ)
   .paymentDate(PAYMENT)
   .yearFraction(YEAR_FRACTION)
   .currency(GBP)
   .floorlet(STRIKE)
   .iborRate(RATE_COMP)
   .build();
 assertEquals(test.getFloorlet().getAsDouble(), STRIKE);
 assertEquals(test.getCaplet().isPresent(), false);
 assertEquals(test.getStrike(), STRIKE);
 assertEquals(test.getStartDate(), START);
 assertEquals(test.getEndDate(), END);
 assertEquals(test.getUnadjustedStartDate(), START_UNADJ);
 assertEquals(test.getUnadjustedEndDate(), END_UNADJ);
 assertEquals(test.getPaymentDate(), PAYMENT);
 assertEquals(test.getCurrency(), GBP);
 assertEquals(test.getNotional(), NOTIONAL);
 assertEquals(test.getIborRate(), RATE_COMP);
 assertEquals(test.getIndex(), EUR_EURIBOR_3M);
 assertEquals(test.getFixingDateTime(), FIXING_TIME_ZONE);
 assertEquals(test.getPutCall(), PutCall.PUT);
 assertEquals(test.getYearFraction(), YEAR_FRACTION);
}

static IborCapletFloorletPeriod sut2() {
 return IborCapletFloorletPeriod.builder()
   .notional(-NOTIONAL)
   .startDate(START.plusDays(1))
   .endDate(END.plusDays(1))
   .floorlet(STRIKE)
   .iborRate(IborRateComputation.of(USD_LIBOR_6M, LocalDate.of(2013, 2, 15), REF_DATA))
   .build();
}

public void test_builder_fail() {
 IborCapletFloorletPeriod periodGbp = IborCapletFloorletPeriod.builder()
   .caplet(STRIKE)
   .notional(NOTIONAL)
   .build());
 IborCapletFloorletPeriod periodLibor = IborCapletFloorletPeriod.builder()
   .caplet(STRIKE)
   .notional(NOTIONAL)

    period.getEndDate());
double signedNotional = payReceive.normalize(notionals.get(i));
periodsBuild.add(IborCapletFloorletPeriod.builder()
  .unadjustedStartDate(period.getUnadjustedStartDate())
  .unadjustedEndDate(period.getUnadjustedEndDate())

double yearFraction = EUR_EURIBOR_3M.getDayCount().relativeYearFraction(start, end);
LocalDate fixingDate = RATE_CALCULATION.getFixingDateOffset().adjust(start, REF_DATA);
periods[i] = IborCapletFloorletPeriod.builder()
  .floorlet(STRIKES[i])
  .currency(GBP)

LocalDate end = BUSS_ADJ.adjust(unadjustedDates[i + 1], REF_DATA);
double yearFraction = EUR_EURIBOR_3M.getDayCount().relativeYearFraction(start, end);
periods[i] = IborCapletFloorletPeriod.builder()
  .caplet(CAP.getInitialValue())
  .currency(EUR)