// -------------------------------------------------------------------------
@DataProvider(name = "name")
static Object[][] data_name() {
return new Object[][] {
{ImmutableIborFixingDepositConvention.of(GBP_LIBOR_3M), "GBP-LIBOR-3M"},
{ImmutableIborFixingDepositConvention.of(USD_LIBOR_3M), "USD-LIBOR-3M"},
};
}
// -------------------------------------------------------------------------
public void coverage() {
ImmutableIborFixingDepositConvention test1 =
ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
coverImmutableBean(test1);
ImmutableIborFixingDepositConvention test2 =
ImmutableIborFixingDepositConvention.of(EUR_LIBOR_3M).toBuilder().name("Foo").build();
coverBeanEquals(test1, test2);
coverPrivateConstructor(IborFixingDepositConventions.class);
coverPrivateConstructor(IborFixingDepositConventionLookup.class);
}
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_expand() {
ImmutableIborFixingDepositConvention base =
ImmutableIborFixingDepositConvention.of(EUR_LIBOR_3M);
IborFixingDepositConvention test = base.expand();
IborFixingDepositConvention expected =
ImmutableIborFixingDepositConvention.builder()
.businessDayAdjustment(
BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUR_LIBOR_3M.getFixingCalendar()))
.currency(EUR_LIBOR_3M.getCurrency())
.dayCount(EUR_LIBOR_3M.getDayCount())
.fixingDateOffset(EUR_LIBOR_3M.getFixingDateOffset())
.index(EUR_LIBOR_3M)
.name(EUR_LIBOR_3M.getName())
.spotDateOffset(EUR_LIBOR_3M.getEffectiveDateOffset())
.build();
assertEquals(test.getName(), EUR_LIBOR_3M.getName());
assertEquals(test, expected);
}
public void test_serialization() {
ImmutableIborFixingDepositConvention test =
ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M);
assertSerialization(test);
}
