@Test
public void equalHash() {
assertTrue(ERU2.equals(ERU2));
InterestRateFutureSecurity other =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertTrue(ERU2.equals(other));
assertTrue(ERU2.hashCode() == other.hashCode());
assertEquals(ERU2.toString(), other.toString());
InterestRateFutureSecurity modifiedFuture;
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME - 0.01,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME + 0.01,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME + 0.01,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL + 0.01,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL + 1.0,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR + 0.25,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME + "NO",
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME + "NO");
assertFalse(ERU2.equals(modifiedFuture));
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
IBOR_INDEX,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME + NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
IborIndex otherIndex =
new IborIndex(
CUR, TENOR, SETTLEMENT_DAYS, CALENDAR, DAY_COUNT_INDEX, BUSINESS_DAY, !IS_EOM);
modifiedFuture =
new InterestRateFutureSecurity(
LAST_TRADING_TIME,
otherIndex,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL,
NOTIONAL,
FUTURE_FACTOR,
NAME,
DISCOUNTING_CURVE_NAME,
FORWARD_CURVE_NAME);
assertFalse(ERU2.equals(modifiedFuture));
assertFalse(ERU2.equals(LAST_TRADING_DATE));
assertFalse(ERU2.equals(null));
}
