public void test_of_spotDateOffset() { ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M, PLUS_ONE_DAY); assertEquals(test.getName(), NAME); assertEquals(test.getSpreadLeg(), FIXED); assertEquals(test.getSpreadFloatingLeg(), IBOR6M); assertEquals(test.getFlatFloatingLeg(), IBOR12M); assertEquals(test.getSpotDateOffset(), PLUS_ONE_DAY); }
// ------------------------------------------------------------------------- public void test_of() { ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.of(NAME, FIXED, IBOR6M, IBOR12M); assertEquals(test.getName(), NAME); assertEquals(test.getSpreadLeg(), FIXED); assertEquals(test.getSpreadFloatingLeg(), IBOR6M); assertEquals(test.getFlatFloatingLeg(), IBOR12M); assertEquals(test.getSpotDateOffset(), EUR_EURIBOR_6M.getEffectiveDateOffset()); }
public void test_builder() { ImmutableThreeLegBasisSwapConvention test = ImmutableThreeLegBasisSwapConvention.builder() .name(NAME) .spreadLeg(FIXED) .spreadFloatingLeg(IBOR6M) .flatFloatingLeg(IBOR12M) .spotDateOffset(PLUS_ONE_DAY) .build(); assertEquals(test.getName(), NAME); assertEquals(test.getSpreadLeg(), FIXED); assertEquals(test.getSpreadFloatingLeg(), IBOR6M); assertEquals(test.getFlatFloatingLeg(), IBOR12M); assertEquals(test.getSpotDateOffset(), PLUS_ONE_DAY); }