public void test_of_indexOnly() { ImmutableIborFixingDepositConvention test = ImmutableIborFixingDepositConvention.of(GBP_LIBOR_6M); assertEquals( test.getBusinessDayAdjustment(), BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBP_LIBOR_6M.getFixingCalendar())); assertEquals(test.getCurrency(), GBP_LIBOR_6M.getCurrency()); assertEquals(test.getDayCount(), GBP_LIBOR_6M.getDayCount()); assertEquals(test.getFixingDateOffset(), GBP_LIBOR_6M.getFixingDateOffset()); assertEquals(test.getIndex(), GBP_LIBOR_6M); assertEquals(test.getSpotDateOffset(), GBP_LIBOR_6M.getEffectiveDateOffset()); }
public void test_builder_full() { ImmutableIborFixingDepositConvention test = ImmutableIborFixingDepositConvention.builder() .businessDayAdjustment(BDA_MOD_FOLLOW) .currency(EUR) .dayCount(ACT_365F) .fixingDateOffset(FIXING_ADJ) .index(EUR_LIBOR_3M) .spotDateOffset(SPOT_ADJ) .build(); assertEquals(test.getBusinessDayAdjustment(), BDA_MOD_FOLLOW); assertEquals(test.getCurrency(), EUR); assertEquals(test.getDayCount(), ACT_365F); assertEquals(test.getFixingDateOffset(), FIXING_ADJ); assertEquals(test.getIndex(), EUR_LIBOR_3M); assertEquals(test.getName(), EUR_LIBOR_3M.getName()); assertEquals(test.getSpotDateOffset(), SPOT_ADJ); }