.payReceive(payReceive) .accrualSchedule(accrualSchedule) .paymentSchedule(paymentSchedule) .amount(amountSchedule) .currency(document.parseCurrency(knownAmountEl.getChild("currency")))
public void test_collectIndices() { KnownAmountSwapLeg test = KnownAmountSwapLeg.builder() .payReceive(PAY) .accrualSchedule(PeriodicSchedule.builder() .startDate(DATE_01_05) .endDate(DATE_04_05) .frequency(P1M) .businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .build()) .amount(ValueSchedule.of(123d)) .currency(GBP) .build(); ImmutableSet.Builder<Index> builder = ImmutableSet.builder(); test.collectIndices(builder); assertEquals(builder.build(), ImmutableSet.of()); assertEquals(test.allIndices(), ImmutableSet.of()); }
public void test_builder() { BusinessDayAdjustment bda = BusinessDayAdjustment.of(FOLLOWING, GBLO); PeriodicSchedule accrualSchedule = PeriodicSchedule.builder() .startDate(DATE_01_05) .endDate(DATE_04_05) .frequency(P1M) .businessDayAdjustment(bda) .build(); PaymentSchedule paymentSchedule = PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .build(); ValueSchedule amountSchedule = ValueSchedule.of(123d); KnownAmountSwapLeg test = KnownAmountSwapLeg.builder() .payReceive(PAY) .accrualSchedule(accrualSchedule) .paymentSchedule(paymentSchedule) .amount(amountSchedule) .currency(GBP) .build(); assertEquals(test.getPayReceive(), PAY); assertEquals(test.getStartDate(), AdjustableDate.of(DATE_01_05, bda)); assertEquals(test.getEndDate(), AdjustableDate.of(DATE_04_05, bda)); assertEquals(test.getAccrualSchedule(), accrualSchedule); assertEquals(test.getPaymentSchedule(), paymentSchedule); assertEquals(test.getAmount(), amountSchedule); assertEquals(test.getCurrency(), GBP); assertEquals(test.allCurrencies(), ImmutableSet.of(GBP)); }
.stubConvention(StubConvention.SHORT_INITIAL) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P6M) .paymentDateOffset(DaysAdjustment.NONE)
.stubConvention(StubConvention.SHORT_INITIAL) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P6M) .paymentDateOffset(DaysAdjustment.NONE)
.businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(PLUS_TWO_DAYS)
.businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(PLUS_TWO_DAYS) .businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(PLUS_THREE_DAYS)
public void test_serialization() { KnownAmountSwapLeg test = KnownAmountSwapLeg.builder() .payReceive(PAY) .accrualSchedule(PeriodicSchedule.builder() .startDate(DATE_01_05) .endDate(DATE_04_05) .frequency(P1M) .businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, GBLO)) .build()) .paymentSchedule(PaymentSchedule.builder() .paymentFrequency(P1M) .paymentDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO)) .build()) .amount(ValueSchedule.of(123d)) .currency(GBP) .build(); assertSerialization(test); }