@Test public void dates() { final IborIndex fakeIborIndex12 = new IborIndex( CUR, LEG_PAYMENT_PERIOD, IBOR_SETTLEMENT_DAYS, LEG_DAY_COUNT, BUSINESS_DAY, IS_EOM, "Ibor"); final AnnuityCouponIborDefinition iborLeg = AnnuityCouponIborDefinition.from( START_DATE, MATURITY_DATE, NOTIONAL, fakeIborIndex12, IS_PAYER, CALENDAR); for (int loopcpn = 0; loopcpn < iborLeg.getNumberOfPayments(); loopcpn++) { assertEquals( iborLeg.getNthPayment(loopcpn).getAccrualStartDate(), CMS_LEG.getNthPayment(loopcpn).getAccrualStartDate()); assertEquals( iborLeg.getNthPayment(loopcpn).getAccrualEndDate(), CMS_LEG.getNthPayment(loopcpn).getAccrualEndDate()); assertEquals( iborLeg.getNthPayment(loopcpn).getPaymentYearFraction(), CMS_LEG.getNthPayment(loopcpn).getPaymentYearFraction()); assertEquals( iborLeg.getNthPayment(loopcpn).getPaymentDate(), CMS_LEG.getNthPayment(loopcpn).getPaymentDate()); assertEquals( iborLeg.getNthPayment(loopcpn).getFixingDate(), CMS_LEG.getNthPayment(loopcpn).getFixingDate()); } }