void collectIndices(ImmutableSet.Builder<Index> builder) { getIndex().ifPresent(idx -> builder.add(idx)); getIndexInterpolated().ifPresent(idx -> builder.add(idx)); }
void collectCurrencies(ImmutableSet.Builder<Currency> builder) { getKnownAmount().ifPresent(amt -> builder.add(amt.getCurrency())); getIndex().ifPresent(idx -> builder.add(idx.getCurrency())); getIndexInterpolated().ifPresent(idx -> builder.add(idx.getCurrency())); }
public void test_ofIborRate() { IborRateStubCalculation test = IborRateStubCalculation.ofIborRate(GBP_LIBOR_3M); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getIndex(), Optional.of(GBP_LIBOR_3M)); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), true); assertEquals(test.isInterpolated(), false); }
public void test_ofKnownAmount() { IborRateStubCalculation test = IborRateStubCalculation.ofKnownAmount(GBP_P1000); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getKnownAmount(), Optional.of(GBP_P1000)); assertEquals(test.getIndex(), Optional.empty()); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), true); assertEquals(test.isFloatingRate(), false); assertEquals(test.isInterpolated(), false); }
public void test_ofFixedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofFixedRate(0.025d); assertEquals(test.getFixedRate(), OptionalDouble.of(0.025d)); assertEquals(test.getIndex(), Optional.empty()); assertEquals(test.getIndexInterpolated(), Optional.empty()); assertEquals(test.isFixedRate(), true); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), false); assertEquals(test.isInterpolated(), false); }
public void test_ofIborInterpolatedRate() { IborRateStubCalculation test = IborRateStubCalculation.ofIborInterpolatedRate(GBP_LIBOR_1M, GBP_LIBOR_3M); assertEquals(test.getFixedRate(), OptionalDouble.empty()); assertEquals(test.getIndex(), Optional.of(GBP_LIBOR_1M)); assertEquals(test.getIndexInterpolated(), Optional.of(GBP_LIBOR_3M)); assertEquals(test.isFixedRate(), false); assertEquals(test.isKnownAmount(), false); assertEquals(test.isFloatingRate(), true); assertEquals(test.isInterpolated(), true); }