@Test
public void testStaticConstruction() {
AnnuityCouponIborDefinition definition1 =
AnnuityCouponIborDefinition.from(SETTLEMENT_DATE, ANNUITY_TENOR, NOTIONAL, INDEX, IS_PAYER);
AnnuityCouponIborDefinition definition2 =
AnnuityCouponIborDefinition.from(SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, INDEX, IS_PAYER);
assertEquals(definition1, definition2);
assertEquals(IS_PAYER, definition1.isPayer());
definition2 =
AnnuityCouponIborDefinition.from(
SETTLEMENT_DATE, ANNUITY_TENOR, NOTIONAL, INDEX, !IS_PAYER);
assertFalse(definition1.equals(definition2));
definition2 =
AnnuityCouponIborDefinition.from(
SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, INDEX, !IS_PAYER);
assertFalse(definition1.equals(definition2));
definition1 =
AnnuityCouponIborDefinition.fromAccrualUnadjusted(
SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, INDEX, IS_PAYER);
definition2 =
AnnuityCouponIborDefinition.fromAccrualUnadjusted(
SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, INDEX, !IS_PAYER);
assertFalse(definition1.equals(definition2));
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStaticConstructionNullMaturityDate2() {
AnnuityCouponIborDefinition.fromAccrualUnadjusted(
SETTLEMENT_DATE, null, NOTIONAL, INDEX, IS_PAYER);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStaticConstructionNullIndex3() {
AnnuityCouponIborDefinition.fromAccrualUnadjusted(
SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, null, IS_PAYER);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testStaticConstructionNullSettlementDate3() {
AnnuityCouponIborDefinition.fromAccrualUnadjusted(
null, MATURITY_DATE, NOTIONAL, INDEX, IS_PAYER);
}