@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());
}
}
