@Test
public void testEqualHash() {
final double sign = IS_PAYER ? -1.0 : 1.0;
final CouponFixedDefinition[] coupons = new CouponFixedDefinition[PAYMENT_DATES.length];
coupons[0] =
new CouponFixedDefinition(
CUR,
PAYMENT_DATES[0],
SETTLEMENT_DATE,
PAYMENT_DATES[0],
DAY_COUNT.getDayCountFraction(SETTLEMENT_DATE, PAYMENT_DATES[0]),
sign * NOTIONAL,
RATE);
for (int loopcpn = 1; loopcpn < PAYMENT_DATES.length; loopcpn++) {
coupons[loopcpn] =
new CouponFixedDefinition(
CUR,
PAYMENT_DATES[loopcpn],
PAYMENT_DATES[loopcpn - 1],
PAYMENT_DATES[loopcpn],
DAY_COUNT.getDayCountFraction(PAYMENT_DATES[loopcpn - 1], PAYMENT_DATES[loopcpn]),
sign * NOTIONAL,
RATE);
}
final AnnuityCouponFixedDefinition fixedAnnuity = new AnnuityCouponFixedDefinition(coupons);
final AnnuityCouponFixedDefinition fixedAnnuity2 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
ANNUITY_TENOR,
PAYMENT_TENOR,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertEquals(fixedAnnuity, fixedAnnuity2);
assertEquals(fixedAnnuity.hashCode(), fixedAnnuity2.hashCode());
final AnnuityCouponFixedDefinition modifiedFixedAnnuity1 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
ANNUITY_TENOR,
PAYMENT_TENOR,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
!IS_PAYER);
assertFalse(fixedAnnuity.equals(modifiedFixedAnnuity1));
final AnnuityCouponFixedDefinition modifiedFixedAnnuity2 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
ANNUITY_TENOR,
PAYMENT_TENOR,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertFalse(modifiedFixedAnnuity2.equals(modifiedFixedAnnuity1));
final AnnuityCouponFixedDefinition bond1 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
!IS_PAYER);
AnnuityCouponFixedDefinition bond2 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertFalse(bond1.equals(bond2));
bond2 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
2,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertFalse(bond1.equals(bond2));
bond2 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
2,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
!IS_PAYER);
assertEquals(bond1, bond2);
final CouponFixedDefinition[] payments = bond2.getPayments();
bond2 = new AnnuityCouponFixedDefinition(payments);
assertEquals(bond1, bond2);
}
@Test
public void testStaticConstruction() {
AnnuityCouponFixedDefinition definition1 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
ANNUITY_TENOR,
PAYMENT_TENOR,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
AnnuityCouponFixedDefinition definition2 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_FREQUENCY,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertEquals(definition1, definition2);
assertEquals(IS_PAYER, definition1.isPayer());
definition2 =
AnnuityCouponFixedDefinition.from(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_FREQUENCY,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
!IS_PAYER);
assertFalse(definition1.equals(definition2));
assertEquals(!IS_PAYER, definition2.isPayer());
definition1 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
definition2 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
2,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
IS_PAYER);
assertEquals(definition1, definition2);
definition2 =
AnnuityCouponFixedDefinition.fromAccrualUnadjusted(
CUR,
SETTLEMENT_DATE,
MATURITY_DATE,
PAYMENT_TENOR,
2,
true,
true,
CALENDAR,
DAY_COUNT,
BUSINESS_DAY,
IS_EOM,
NOTIONAL,
RATE,
!IS_PAYER);
assertFalse(definition1.equals(definition2));
}
