Exemple #1
0
 // -------------------------------------------------------------------------
 public void test_equals() {
   ImmutableIborIndex a =
       ImmutableIborIndex.builder()
           .name("OGIBOR")
           .currency(Currency.GBP)
           .fixingCalendar(GBLO)
           .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO))
           .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO))
           .maturityDateOffset(
               TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE))
           .dayCount(ACT_360)
           .build();
   IborIndex b = a.toBuilder().name("Rubbish").build();
   assertEquals(a.equals(b), false);
 }
Exemple #2
0
 public void test_serialization() {
   IborIndex index =
       ImmutableIborIndex.builder()
           .name("OGIBOR")
           .currency(Currency.GBP)
           .fixingCalendar(GBLO)
           .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO))
           .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO))
           .maturityDateOffset(
               TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE))
           .dayCount(ACT_360)
           .build();
   assertSerialization(index);
 }
Exemple #3
0
 // -------------------------------------------------------------------------
 public void coverage() {
   ImmutableIborIndex index =
       ImmutableIborIndex.builder()
           .name("OGIBOR")
           .currency(Currency.GBP)
           .fixingCalendar(GBLO)
           .fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, GBLO))
           .effectiveDateOffset(DaysAdjustment.ofBusinessDays(2, GBLO))
           .maturityDateOffset(
               TenorAdjustment.ofLastBusinessDay(TENOR_3M, BusinessDayAdjustment.NONE))
           .dayCount(ACT_360)
           .build();
   coverImmutableBean(index);
   coverPrivateConstructor(IborIndices.class);
 }