@Test(expectedExceptions = IllegalArgumentException.class) public void testStaticConstructionNullBusinessDay2() { AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, MATURITY_DATE, PAYMENT_FREQUENCY, CALENDAR, DAY_COUNT, null, IS_EOM, NOTIONAL, RATE, IS_PAYER); }
@Test(expectedExceptions = IllegalArgumentException.class) public void testStaticConstructionNullCalendar2() { AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, MATURITY_DATE, PAYMENT_FREQUENCY, null, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); }
@Test(expectedExceptions = IllegalArgumentException.class) public void testStaticConstructionNullPaymentFrequency() { AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, MATURITY_DATE, (PeriodFrequency) null, CALENDAR, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); }
@Test(expectedExceptions = IllegalArgumentException.class) public void testStaticConstructionNullMaturityDate() { AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, (ZonedDateTime) null, PAYMENT_FREQUENCY, CALENDAR, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); }
@Test(expectedExceptions = IllegalArgumentException.class) public void testStaticConstructionNullDayCount1() { AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, PAYMENT_TENOR, ANNUITY_TENOR, CALENDAR, null, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); }
@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)); }
@Test public void testPaymentDates() { AnnuityCouponFixedDefinition fixedAnnuity; ZonedDateTime[] expectedPaymentDate; // End date is modified fixedAnnuity = AnnuityCouponFixedDefinition.from( CUR, SETTLEMENT_DATE, ANNUITY_TENOR, PAYMENT_TENOR, CALENDAR, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); expectedPaymentDate = new ZonedDateTime[] { DateUtils.getUTCDate(2011, 9, 19), DateUtils.getUTCDate(2012, 3, 19), DateUtils.getUTCDate(2012, 9, 17), DateUtils.getUTCDate(2013, 3, 18) }; for (int loopcpn = 0; loopcpn < expectedPaymentDate.length; loopcpn++) { assertEquals( expectedPaymentDate[loopcpn], fixedAnnuity.getNthPayment(loopcpn).getPaymentDate()); } // Check modified in modified following. final ZonedDateTime settlementDateModified = DateUtils.getUTCDate(2011, 3, 31); fixedAnnuity = AnnuityCouponFixedDefinition.from( CUR, settlementDateModified, ANNUITY_TENOR, PAYMENT_TENOR, CALENDAR, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); expectedPaymentDate = new ZonedDateTime[] { DateUtils.getUTCDate(2011, 9, 30), DateUtils.getUTCDate(2012, 3, 30), DateUtils.getUTCDate(2012, 9, 28), DateUtils.getUTCDate(2013, 3, 29) }; for (int loopcpn = 0; loopcpn < expectedPaymentDate.length; loopcpn++) { assertEquals( expectedPaymentDate[loopcpn], fixedAnnuity.getNthPayment(loopcpn).getPaymentDate()); } // End-of-month final ZonedDateTime settlementDateEOM = DateUtils.getUTCDate(2011, 2, 28); fixedAnnuity = AnnuityCouponFixedDefinition.from( CUR, settlementDateEOM, ANNUITY_TENOR, PAYMENT_TENOR, CALENDAR, DAY_COUNT, BUSINESS_DAY, IS_EOM, NOTIONAL, RATE, IS_PAYER); expectedPaymentDate = new ZonedDateTime[] { DateUtils.getUTCDate(2011, 8, 31), DateUtils.getUTCDate(2012, 2, 29), DateUtils.getUTCDate(2012, 8, 31), DateUtils.getUTCDate(2013, 2, 28) }; for (int loopcpn = 0; loopcpn < expectedPaymentDate.length; loopcpn++) { assertEquals( expectedPaymentDate[loopcpn], fixedAnnuity.getNthPayment(loopcpn).getPaymentDate()); } }