public void test_euibor3m() { IborIndex test = IborIndex.of("EUR-EURIBOR-3M"); assertEquals(test.getCurrency(), EUR); assertEquals(test.getName(), "EUR-EURIBOR-3M"); assertEquals(test.getTenor(), TENOR_3M); assertEquals(test.getFixingCalendar(), EUTA); assertEquals(test.getFixingDateOffset(), DaysAdjustment.ofBusinessDays(-2, EUTA)); assertEquals(test.getEffectiveDateOffset(), DaysAdjustment.ofBusinessDays(2, EUTA)); assertEquals( test.getMaturityDateOffset(), TenorAdjustment.ofLastBusinessDay( TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA))); assertEquals(test.getDayCount(), ACT_360); assertEquals(test.toString(), "EUR-EURIBOR-3M"); }
public void test_usdLibor3m() { IborIndex test = IborIndex.of("USD-LIBOR-3M"); assertEquals(test.getCurrency(), USD); assertEquals(test.getName(), "USD-LIBOR-3M"); assertEquals(test.getTenor(), TENOR_3M); assertEquals(test.getFixingCalendar(), GBLO); assertEquals(test.getFixingDateOffset(), DaysAdjustment.ofBusinessDays(-2, GBLO)); assertEquals( test.getEffectiveDateOffset(), DaysAdjustment.ofBusinessDays( 2, GBLO, BusinessDayAdjustment.of(FOLLOWING, GBLO.combineWith(USNY)))); assertEquals( test.getMaturityDateOffset(), TenorAdjustment.ofLastBusinessDay( TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO.combineWith(USNY)))); assertEquals(test.getDayCount(), ACT_360); assertEquals(test.toString(), "USD-LIBOR-3M"); }
public void test_gbpLibor3m() { IborIndex test = IborIndex.of("GBP-LIBOR-3M"); assertEquals(test.getCurrency(), GBP); assertEquals(test.getName(), "GBP-LIBOR-3M"); assertEquals(test.getTenor(), TENOR_3M); assertEquals(test.getFixingCalendar(), GBLO); assertEquals( test.getFixingDateOffset(), DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(PRECEDING, GBLO))); assertEquals( test.getEffectiveDateOffset(), DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(FOLLOWING, GBLO))); assertEquals( test.getMaturityDateOffset(), TenorAdjustment.ofLastBusinessDay( TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO))); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.toString(), "GBP-LIBOR-3M"); }