public void test_expandAllSpecified() {
OvernightRateSwapLegConvention test =
OvernightRateSwapLegConvention.builder()
.index(GBP_SONIA)
.accrualMethod(COMPOUNDED)
.rateCutOffDays(2)
.currency(USD)
.dayCount(ACT_360)
.accrualFrequency(P6M)
.accrualBusinessDayAdjustment(BDA_FOLLOW)
.startDateBusinessDayAdjustment(BDA_FOLLOW)
.endDateBusinessDayAdjustment(BDA_FOLLOW)
.stubConvention(LONG_INITIAL)
.rollConvention(RollConventions.EOM)
.paymentFrequency(P6M)
.paymentDateOffset(PLUS_TWO_DAYS)
.compoundingMethod(CompoundingMethod.FLAT)
.build();
assertEquals(test.getIndex(), GBP_SONIA);
assertEquals(test.getAccrualMethod(), COMPOUNDED);
assertEquals(test.getRateCutOffDays(), 2);
assertEquals(test.getCurrency(), USD);
assertEquals(test.getDayCount(), ACT_360);
assertEquals(test.getAccrualFrequency(), P6M);
assertEquals(test.getAccrualBusinessDayAdjustment(), BDA_FOLLOW);
assertEquals(test.getStartDateBusinessDayAdjustment(), BDA_FOLLOW);
assertEquals(test.getEndDateBusinessDayAdjustment(), BDA_FOLLOW);
assertEquals(test.getStubConvention(), StubConvention.LONG_INITIAL);
assertEquals(test.getRollConvention(), RollConventions.EOM);
assertEquals(test.getPaymentFrequency(), P6M);
assertEquals(test.getPaymentDateOffset(), PLUS_TWO_DAYS);
assertEquals(test.getCompoundingMethod(), CompoundingMethod.FLAT);
}
// -------------------------------------------------------------------------
public void test_of() {
OvernightRateSwapLegConvention test = OvernightRateSwapLegConvention.of(GBP_SONIA, P12M, 2);
assertEquals(test.getIndex(), GBP_SONIA);
assertEquals(test.getAccrualMethod(), COMPOUNDED);
assertEquals(test.getRateCutOffDays(), 0);
assertEquals(test.getCurrency(), GBP);
assertEquals(test.getDayCount(), ACT_365F);
assertEquals(test.getAccrualFrequency(), P12M);
assertEquals(test.getAccrualBusinessDayAdjustment(), BDA_MOD_FOLLOW);
assertEquals(test.getStartDateBusinessDayAdjustment(), BDA_MOD_FOLLOW);
assertEquals(test.getEndDateBusinessDayAdjustment(), BDA_MOD_FOLLOW);
assertEquals(test.getStubConvention(), StubConvention.SHORT_INITIAL);
assertEquals(test.getRollConvention(), RollConventions.NONE);
assertEquals(test.getPaymentFrequency(), P12M);
assertEquals(
test.getPaymentDateOffset(),
DaysAdjustment.ofBusinessDays(2, GBP_SONIA.getFixingCalendar()));
assertEquals(test.getCompoundingMethod(), CompoundingMethod.NONE);
}
