@Test(expectedExceptions = IllegalArgumentException.class)
public void nullMain() {
new CouponIborRatchet(
CUR,
RATCHET_IBOR.getPaymentTime(),
DISCOUNTING_CURVE_NAME,
RATCHET_IBOR.getPaymentYearFraction(),
NOTIONAL,
RATCHET_IBOR.getFixingTime(),
RATCHET_IBOR.getFixingPeriodStartTime(),
RATCHET_IBOR.getFixingPeriodEndTime(),
RATCHET_IBOR.getFixingYearFraction(),
FORWARD_CURVE_NAME,
INDEX_IBOR,
null,
FLOOR_COEF,
CAP_COEF);
}
@Test
public void testEqualHash() {
assertEquals("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR, RATCHET_IBOR);
CouponIborRatchet other =
new CouponIborRatchet(
CUR,
RATCHET_IBOR.getPaymentTime(),
DISCOUNTING_CURVE_NAME,
RATCHET_IBOR.getPaymentYearFraction(),
NOTIONAL,
RATCHET_IBOR.getFixingTime(),
RATCHET_IBOR.getFixingPeriodStartTime(),
RATCHET_IBOR.getFixingPeriodEndTime(),
RATCHET_IBOR.getFixingYearFraction(),
FORWARD_CURVE_NAME,
INDEX_IBOR,
MAIN_COEF,
FLOOR_COEF,
CAP_COEF);
assertEquals("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR, other);
assertEquals("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR.hashCode(), other.hashCode());
CouponIborRatchet modified;
modified =
new CouponIborRatchet(
CUR,
RATCHET_IBOR.getPaymentTime(),
DISCOUNTING_CURVE_NAME,
RATCHET_IBOR.getPaymentYearFraction(),
NOTIONAL,
RATCHET_IBOR.getFixingTime(),
RATCHET_IBOR.getFixingPeriodStartTime(),
RATCHET_IBOR.getFixingPeriodEndTime(),
RATCHET_IBOR.getFixingYearFraction(),
FORWARD_CURVE_NAME,
INDEX_IBOR,
new double[3],
FLOOR_COEF,
CAP_COEF);
assertFalse("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR_DEFINITION.equals(modified));
modified =
new CouponIborRatchet(
CUR,
RATCHET_IBOR.getPaymentTime(),
DISCOUNTING_CURVE_NAME,
RATCHET_IBOR.getPaymentYearFraction(),
NOTIONAL,
RATCHET_IBOR.getFixingTime(),
RATCHET_IBOR.getFixingPeriodStartTime(),
RATCHET_IBOR.getFixingPeriodEndTime(),
RATCHET_IBOR.getFixingYearFraction(),
FORWARD_CURVE_NAME,
INDEX_IBOR,
MAIN_COEF,
new double[3],
CAP_COEF);
assertFalse("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR_DEFINITION.equals(modified));
modified =
new CouponIborRatchet(
CUR,
RATCHET_IBOR.getPaymentTime(),
DISCOUNTING_CURVE_NAME,
RATCHET_IBOR.getPaymentYearFraction(),
NOTIONAL,
RATCHET_IBOR.getFixingTime(),
RATCHET_IBOR.getFixingPeriodStartTime(),
RATCHET_IBOR.getFixingPeriodEndTime(),
RATCHET_IBOR.getFixingYearFraction(),
FORWARD_CURVE_NAME,
INDEX_IBOR,
MAIN_COEF,
FLOOR_COEF,
new double[3]);
assertFalse("Ratchet Ibor Coupon: equal/hash", RATCHET_IBOR_DEFINITION.equals(modified));
}
@Test
public void getter() {
assertEquals("Ratchet Ibor Coupon: getter", MAIN_COEF, RATCHET_IBOR.getMainCoefficients());
assertEquals("Ratchet Ibor Coupon: getter", FLOOR_COEF, RATCHET_IBOR.getFloorCoefficients());
assertEquals("Ratchet Ibor Coupon: getter", CAP_COEF, RATCHET_IBOR.getCapCoefficients());
}
