public void test_of_indexOnly() {
ImmutableIborFixingDepositConvention test =
ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
assertEquals(
test.getBusinessDayAdjustment(),
BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBP_LIBOR_6M.getFixingCalendar()));
assertEquals(test.getCurrency(), GBP_LIBOR_6M.getCurrency());
assertEquals(test.getDayCount(), GBP_LIBOR_6M.getDayCount());
assertEquals(test.getFixingDateOffset(), GBP_LIBOR_6M.getFixingDateOffset());
assertEquals(test.getIndex(), GBP_LIBOR_6M);
assertEquals(test.getSpotDateOffset(), GBP_LIBOR_6M.getEffectiveDateOffset());
}
public void test_builder_full() {
ImmutableIborFixingDepositConvention test =
ImmutableIborFixingDepositConvention.builder()
.businessDayAdjustment(BDA_MOD_FOLLOW)
.currency(EUR)
.dayCount(ACT_365F)
.fixingDateOffset(FIXING_ADJ)
.index(EUR_LIBOR_3M)
.spotDateOffset(SPOT_ADJ)
.build();
assertEquals(test.getBusinessDayAdjustment(), BDA_MOD_FOLLOW);
assertEquals(test.getCurrency(), EUR);
assertEquals(test.getDayCount(), ACT_365F);
assertEquals(test.getFixingDateOffset(), FIXING_ADJ);
assertEquals(test.getIndex(), EUR_LIBOR_3M);
assertEquals(test.getName(), EUR_LIBOR_3M.getName());
assertEquals(test.getSpotDateOffset(), SPOT_ADJ);
}
