public void test_serialization() { TermDepositTemplate test = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION); assertSerialization(test); }
public void test_of() { TermDepositTemplate test = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION); assertEquals(test.getConvention(), CONVENTION); assertEquals(test.getDepositPeriod(), DEPOSIT_PERIOD); }
private static CurveNode curveTermDepositCurveNode( String conventionStr, String timeStr, String label, QuoteId quoteId, double spread, CurveNodeDate date, CurveNodeDateOrder order) { Matcher matcher = SIMPLE_YMD_TIME_REGEX.matcher(timeStr.toUpperCase(Locale.ENGLISH)); if (!matcher.matches()) { throw new IllegalArgumentException(Messages.format("Invalid time format for Term Deposit: {}", timeStr)); } Period periodToEnd = Period.parse("P" + matcher.group(1)); TermDepositConvention convention = TermDepositConvention.of(conventionStr); TermDepositTemplate template = TermDepositTemplate.of(periodToEnd, convention); return TermDepositCurveNode.builder() .template(template) .rateId(quoteId) .additionalSpread(spread) .label(label) .date(date) .dateOrder(order) .build(); }
public void coverage() { TermDepositTemplate test1 = TermDepositTemplate.of(DEPOSIT_PERIOD, CONVENTION); coverImmutableBean(test1); TermDepositTemplate test2 = TermDepositTemplate.of(Period.ofMonths(6), ImmutableTermDepositConvention.of( "GBP-Dep", GBP, BDA_MOD_FOLLOW, ACT_365F, DaysAdjustment.ofBusinessDays(2, GBLO))); coverBeanEquals(test1, test2); }
public void coverage() { TermDepositCurveNode test = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); TermDepositCurveNode test2 = TermDepositCurveNode.of( TermDepositTemplate.of(Period.ofMonths(1), CONVENTION), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }