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);
}
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);
}
