// -------------------------------------------------------------------------
public void test_toTrade_tenor() {
ThreeLegBasisSwapConvention base =
ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 5, 7);
LocalDate endDate = date(2025, 5, 7);
SwapTrade test = base.createTrade(tradeDate, TENOR_10Y, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Swap expected =
Swap.of(
FIXED.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
IBOR6M.toLeg(startDate, endDate, PAY, NOTIONAL_2M),
IBOR12M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
@Override
public DatedCurveParameterMetadata metadata(LocalDate valuationDate) {
SwapTrade trade = template.toTrade(valuationDate, BuySell.BUY, 1, 1, 0);
return TenorCurveNodeMetadata.of(trade.getProduct().getEndDate(), template.getTenor(), label);
}