@Theory
public void test_isIn_assertion(ZonedDateTime referenceDate) {
// WHEN
assertThat(referenceDate)
.isIn(referenceDate.toString(), referenceDate.plus(1, ChronoUnit.MILLIS).toString());
// THEN
verify_that_isIn_assertion_fails_and_throws_AssertionError(referenceDate);
}
private static void verify_that_isNotIn_assertion_fails_and_throws_AssertionError(
ZonedDateTime reference) {
try {
assertThat(reference)
.isNotIn(reference.toString(), reference.plus(1, ChronoUnit.MILLIS).toString());
} catch (AssertionError e) {
// AssertionError was expected
return;
}
fail("Should have thrown AssertionError");
}
public static void main(String[] args) {
ZonedDateTime apollo11launch =
ZonedDateTime.of(1969, 7, 16, 9, 32, 0, 0, ZoneId.of("America/New_York"));
// 1969-07-16T09:32-04:00[America/New_York]
System.out.println("apollo11launch: " + apollo11launch);
Instant instant = apollo11launch.toInstant();
System.out.println("instant: " + instant);
ZonedDateTime zonedDateTime = instant.atZone(ZoneId.of("UTC"));
System.out.println("zonedDateTime: " + zonedDateTime);
ZonedDateTime skipped =
ZonedDateTime.of(
LocalDate.of(2013, 3, 31), LocalTime.of(2, 30), ZoneId.of("Europe/Berlin"));
// Constructs March 31 3:30
System.out.println("skipped: " + skipped);
ZonedDateTime ambiguous =
ZonedDateTime.of(
LocalDate.of(2013, 10, 27), // End of daylight savings time
LocalTime.of(2, 30),
ZoneId.of("Europe/Berlin"));
// 2013-10-27T02:30+02:00[Europe/Berlin]
ZonedDateTime anHourLater = ambiguous.plusHours(1);
// 2013-10-27T02:30+01:00[Europe/Berlin]
System.out.println("ambiguous: " + ambiguous);
System.out.println("anHourLater: " + anHourLater);
ZonedDateTime meeting =
ZonedDateTime.of(
LocalDate.of(2013, 10, 31), LocalTime.of(14, 30), ZoneId.of("America/Los_Angeles"));
System.out.println("meeting: " + meeting);
ZonedDateTime nextMeeting = meeting.plus(Duration.ofDays(7));
// Caution! Won’t work with daylight savings time
System.out.println("nextMeeting: " + nextMeeting);
nextMeeting = meeting.plus(Period.ofDays(7)); // OK
System.out.println("nextMeeting: " + nextMeeting);
}
/**
* New conditions element.
*
* @param issuedAt the issued at
* @param audienceUri the service id
* @param issueLength the issue length
* @return the conditions
*/
public Conditions newConditions(
final ZonedDateTime issuedAt, final String audienceUri, final long issueLength) {
final Conditions conditions = newSamlObject(Conditions.class);
conditions.setNotBefore(DateTimeUtils.dateTimeOf(issuedAt));
conditions.setNotOnOrAfter(
DateTimeUtils.dateTimeOf(issuedAt.plus(issueLength, ChronoUnit.MILLIS)));
final AudienceRestrictionCondition audienceRestriction =
newSamlObject(AudienceRestrictionCondition.class);
final Audience audience = newSamlObject(Audience.class);
audience.setUri(audienceUri);
audienceRestriction.getAudiences().add(audience);
conditions.getAudienceRestrictionConditions().add(audienceRestriction);
return conditions;
}
/** Tests related to the construction of CMS cap/floor. */
@Test
public class AnnuityCapFloorCMSDefinitionTest {
private static final Currency CUR = Currency.EUR;
private static final HolidayCalendar CALENDAR = HolidayCalendars.SAT_SUN;
// Ibor index
private static final BusinessDayConvention BUSINESS_DAY =
BusinessDayConventions.MODIFIED_FOLLOWING;
private static final boolean IS_EOM = true;
private static final Period IBOR_TENOR = Period.ofMonths(3);
private static final int IBOR_SETTLEMENT_DAYS = 2;
private static final DayCount IBOR_DAY_COUNT = DayCounts.ACT_360;
private static final IborIndex IBOR_INDEX =
new IborIndex(
CUR, IBOR_TENOR, IBOR_SETTLEMENT_DAYS, IBOR_DAY_COUNT, BUSINESS_DAY, IS_EOM, "Ibor");
// CMS 10Y
private static final Period CMS_TENOR = Period.ofYears(10);
private static final Period FIXED_PAYMENT_PERIOD = Period.ofMonths(6);
private static final DayCount FIXED_DAY_COUNT = DayCounts.THIRTY_U_360;
private static final IndexSwap CMS_INDEX =
new IndexSwap(FIXED_PAYMENT_PERIOD, FIXED_DAY_COUNT, IBOR_INDEX, CMS_TENOR, CALENDAR);
// Annuity
private static final ZonedDateTime START_DATE = DateUtils.getUTCDate(2011, 3, 17);
private static final Period ANNUITY_TENOR = Period.ofYears(5);
private static final ZonedDateTime MATURITY_DATE = START_DATE.plus(ANNUITY_TENOR);
private static final double NOTIONAL = 100000000; // 100m
private static final Period LEG_PAYMENT_PERIOD = Period.ofMonths(12);
private static final DayCount LEG_DAY_COUNT = DayCounts.ACT_365F;
private static final boolean IS_PAYER = true;
private static final double STRIKE = 0.04;
private static final boolean IS_CAP = true;
private static final AnnuityCapFloorCMSDefinition CMS_LEG =
AnnuityCapFloorCMSDefinition.from(
START_DATE,
MATURITY_DATE,
NOTIONAL,
CMS_INDEX,
LEG_PAYMENT_PERIOD,
LEG_DAY_COUNT,
IS_PAYER,
STRIKE,
IS_CAP,
CALENDAR);
@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());
}
}
@Test
public void common() {
for (int loopcpn = 0; loopcpn < CMS_LEG.getNumberOfPayments(); loopcpn++) {
assertEquals(CMS_INDEX, CMS_LEG.getNthPayment(loopcpn).getCMSIndex());
assertEquals(
NOTIONAL * (IS_PAYER ? -1.0 : 1.0), CMS_LEG.getNthPayment(loopcpn).getNotional());
assertEquals(STRIKE, CMS_LEG.getNthPayment(loopcpn).getStrike());
assertEquals(IS_CAP, CMS_LEG.getNthPayment(loopcpn).isCap());
}
final AnnuityCapFloorCMSDefinition cmsCapReceiver =
AnnuityCapFloorCMSDefinition.from(
START_DATE,
MATURITY_DATE,
NOTIONAL,
CMS_INDEX,
LEG_PAYMENT_PERIOD,
LEG_DAY_COUNT,
!IS_PAYER,
STRIKE,
IS_CAP,
CALENDAR);
for (int loopcpn = 0; loopcpn < CMS_LEG.getNumberOfPayments(); loopcpn++) {
assertEquals(CMS_INDEX, cmsCapReceiver.getNthPayment(loopcpn).getCMSIndex());
assertEquals(
-NOTIONAL * (IS_PAYER ? -1.0 : 1.0), cmsCapReceiver.getNthPayment(loopcpn).getNotional());
}
}
}
