public void test_builder_list() { Swap test = Swap.builder() .legs(ImmutableList.of(MOCK_GBP1, MOCK_USD1)) .build(); assertEquals(test.getLegs(), ImmutableList.of(MOCK_GBP1, MOCK_USD1)); assertEquals(test.isCrossCurrency(), true); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, USD)); assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, EUR, USD)); }
public void test_summarize() { Swap test = Swap.builder() .legs(ImmutableList.of(MOCK_GBP1, MOCK_USD1)) .build(); assertEquals(test.summaryDescription(), "7M Pay [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] / Rec [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] : 15Jan12-15Aug12"); }
public void test_builder_varargs() { Swap test = Swap.builder() .legs(MOCK_GBP1, MOCK_USD1) .build(); assertEquals(test.getLegs(), ImmutableList.of(MOCK_GBP1, MOCK_USD1)); }
.calculation(FixedRateCalculation.of(RATE, ACT_360)) .build()) .build(); RatePaymentPeriod pp1 = RatePaymentPeriod.builder() .paymentDate(date(2016, 2, 5)) // 3rd plus two days
private static SwapTrade replaceLegs(SwapTrade trade, ImmutableList<SwapLeg> legs) { return trade.toBuilder() .product(trade.getProduct().toBuilder() .legs(legs) .build()) .build(); }
public void test_resolve() { Swap test = Swap.builder() .legs(ImmutableList.of(MOCK_GBP1, MOCK_USD1)) .build(); assertEquals(test.resolve(REF_DATA), ResolvedSwap.of(MOCK_EXPANDED_GBP1, MOCK_EXPANDED_USD1)); }