@Test
public void testNoSpread() {
final AnnuityCouponIborDefinition definition =
AnnuityCouponIborDefinition.from(SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, INDEX, IS_PAYER);
final CouponIborDefinition[] noSpreadCoupons = definition.getPayments();
final int n = noSpreadCoupons.length;
final double spread = 0.01;
final CouponIborSpreadDefinition[] spreadCoupons = new CouponIborSpreadDefinition[n];
for (int i = 0; i < n; i++) {
final CouponIborDefinition coupon = noSpreadCoupons[i];
spreadCoupons[i] =
new CouponIborSpreadDefinition(
coupon.getCurrency(),
coupon.getPaymentDate(),
coupon.getAccrualStartDate(),
coupon.getAccrualEndDate(),
coupon.getPaymentYearFraction(),
coupon.getNotional(),
coupon.getFixingDate(),
coupon.getIndex(),
spread);
}
assertEquals(
definition,
AnnuityCouponIborDefinition.from(new AnnuityCouponIborSpreadDefinition(spreadCoupons)));
}
