@Test
public void test() {
final Object o = "G";
final String s = " + data";
int count = 0;
for (final InstrumentDefinition<?> definition : TestInstrumentDefinitions.getAllInstruments()) {
assertEquals(definition.accept(VISITOR), definition.getClass().getSimpleName());
assertEquals(definition.accept(VISITOR, o), definition.getClass().getSimpleName() + s);
count += 2;
}
// assertEquals("Have not tested all methods - need to make sure that the accept() method in the
// definition points to the right method:",
// InstrumentDefinitionVisitor.class.getMethods().length, count);
}
private String getValue(final InstrumentDefinition<?> definition, final boolean withData) {
String result = definition.getClass().getSimpleName();
if (withData) {
result += " + data";
}
return result;
}
@Test
public void testPayCashFlowsNoNetting() {
for (final InstrumentDefinition<?> definition : NO_NETTING_PAY_INSTRUMENTS) {
final TreeMap<LocalDate, MultipleCurrencyAmount> pay =
new TreeMap<LocalDate, MultipleCurrencyAmount>(definition.accept(PAY_CASH_FLOWS));
final TreeMap<LocalDate, MultipleCurrencyAmount> netted =
new TreeMap<LocalDate, MultipleCurrencyAmount>(definition.accept(VISITOR));
assertEquals(pay.size(), netted.size());
assertEquals(pay.keySet(), netted.keySet());
final Iterator<Map.Entry<LocalDate, MultipleCurrencyAmount>> nettedIterator =
netted.entrySet().iterator();
for (final Map.Entry<LocalDate, MultipleCurrencyAmount> payEntry : pay.entrySet()) {
final Map.Entry<LocalDate, MultipleCurrencyAmount> nettedEntry = nettedIterator.next();
assertEquals(payEntry.getKey(), nettedEntry.getKey());
assertEquals(payEntry.getValue().size(), nettedEntry.getValue().size());
final Iterator<CurrencyAmount> nettedMCAIterator = nettedEntry.getValue().iterator();
for (final CurrencyAmount payCA : payEntry.getValue()) {
final CurrencyAmount nettedCA = nettedMCAIterator.next();
assertEquals(payCA.getCurrency(), nettedCA.getCurrency());
assertEquals(payCA.getAmount(), -nettedCA.getAmount());
}
}
}
}
@Test
public void testMultipleCashFlowsNoNetting() {
for (final InstrumentDefinition<?> definition : NO_NETTING_MULTIPLE_CASHFLOWS) {
final TreeMap<LocalDate, MultipleCurrencyAmount> pay =
new TreeMap<LocalDate, MultipleCurrencyAmount>(
definition.accept(PAY_CASH_FLOWS, IBOR_FIXING_SERIES));
final TreeMap<LocalDate, MultipleCurrencyAmount> receive =
new TreeMap<LocalDate, MultipleCurrencyAmount>(
definition.accept(RECEIVE_CASH_FLOWS, IBOR_FIXING_SERIES));
final TreeMap<LocalDate, MultipleCurrencyAmount> netted =
new TreeMap<LocalDate, MultipleCurrencyAmount>(
definition.accept(VISITOR, IBOR_FIXING_SERIES));
final Set<LocalDate> combinedDates = new HashSet<LocalDate>();
combinedDates.addAll(pay.keySet());
combinedDates.addAll(receive.keySet());
assertEquals(combinedDates.size(), netted.size());
for (final Map.Entry<LocalDate, MultipleCurrencyAmount> entry : netted.entrySet()) {
final LocalDate date = entry.getKey();
final MultipleCurrencyAmount payAmount = pay.get(date);
final MultipleCurrencyAmount receiveAmount = receive.get(date);
MultipleCurrencyAmount combinedAmountForDate = null;
if (payAmount != null) {
combinedAmountForDate = payAmount.multipliedBy(-1);
if (receiveAmount != null) {
combinedAmountForDate = combinedAmountForDate.plus(receiveAmount);
}
} else {
if (receiveAmount != null) {
combinedAmountForDate = receiveAmount;
}
}
assertNotNull(combinedAmountForDate);
assertEquals(combinedAmountForDate, entry.getValue());
}
}
}
