// ------------------------------------------------------------------------- public void test_getStartDate() { SwapLeg leg1 = MockSwapLeg.of(FIXED, PAY, date(2015, 6, 29), date(2017, 6, 30), Currency.USD); SwapLeg leg2 = MockSwapLeg.of(FIXED, RECEIVE, date(2015, 6, 30), date(2017, 6, 29), Currency.USD); assertEquals(Swap.of(leg1).getStartDate(), date(2015, 6, 29)); assertEquals(Swap.of(leg2).getStartDate(), date(2015, 6, 30)); assertEquals(Swap.of(leg1, leg2).getStartDate(), date(2015, 6, 29)); assertEquals(Swap.of(leg2, leg1).getStartDate(), date(2015, 6, 29)); }
public void test_getLeg_PayReceive() { assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLeg(PAY), Optional.of(MOCK_GBP1)); assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLeg(RECEIVE), Optional.of(MOCK_USD1)); assertEquals(Swap.of(MOCK_GBP1).getLeg(PAY), Optional.of(MOCK_GBP1)); assertEquals(Swap.of(MOCK_USD1).getLeg(PAY), Optional.empty()); assertEquals(Swap.of(MOCK_GBP1).getLeg(RECEIVE), Optional.empty()); assertEquals(Swap.of(MOCK_USD1).getLeg(RECEIVE), Optional.of(MOCK_USD1)); }
public void test_getReceiveLeg() { assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getReceiveLeg(), Optional.of(MOCK_USD1)); assertEquals(Swap.of(MOCK_GBP1).getReceiveLeg(), Optional.empty()); assertEquals(Swap.of(MOCK_USD1).getReceiveLeg(), Optional.of(MOCK_USD1)); }
// ------------------------------------------------------------------------- public void test_getLegs_SwapLegType() { assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLegs(FIXED), ImmutableList.of(MOCK_GBP1)); assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLegs(IBOR), ImmutableList.of(MOCK_USD1)); assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLegs(OVERNIGHT), ImmutableList.of()); assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).getLegs(OTHER), ImmutableList.of()); }
public void test_of_list() { Swap test = Swap.of(ImmutableList.of(MOCK_GBP1, MOCK_USD1)); assertEquals(test.getLegs(), ImmutableList.of(MOCK_GBP1, MOCK_USD1)); assertEquals(ImmutableList.copyOf(test.getLegs()), ImmutableList.of(MOCK_GBP1, MOCK_USD1)); assertThrowsIllegalArg(() -> Swap.of((List<SwapLeg>) null)); }
public void test_serialization() { Swap test = Swap.of(MOCK_GBP1, MOCK_USD1); assertSerialization(test); }
// ------------------------------------------------------------------------- public void coverage() { Swap test = Swap.of(MOCK_GBP1, MOCK_USD1); coverImmutableBean(test); Swap test2 = Swap.of(MOCK_GBP1); coverBeanEquals(test, test2); }
// ------------------------------------------------------------------------- public void test_allIndices() { Swap test = Swap.of(MOCK_GBP1, MOCK_USD1); assertEquals(test.allIndices(), ImmutableSet.of()); }
// ------------------------------------------------------------------------- public void test_isCrossCurrency() { assertEquals(Swap.of(MOCK_GBP1, MOCK_USD1).isCrossCurrency(), true); assertEquals(Swap.of(MOCK_GBP1, MOCK_GBP2, MOCK_USD1).isCrossCurrency(), true); assertEquals(Swap.of(MOCK_GBP1, MOCK_GBP2).isCrossCurrency(), false); assertEquals(Swap.of(MOCK_GBP1).isCrossCurrency(), false); }