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_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); }