@Test(dataProvider = "name")
public void test_extendedEnum(IborIborSwapConvention convention, String name) {
IborIborSwapConvention.of(name); // ensures map is populated
ImmutableMap<String, IborIborSwapConvention> map =
IborIborSwapConvention.extendedEnum().lookupAll();
assertEquals(map.get(name), convention);
}
// -------------------------------------------------------------------------
public void test_toTrade_tenor() {
IborIborSwapConvention base = ImmutableIborIborSwapConvention.of(NAME, IBOR3M, IBOR6M);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate startDate = date(2015, 5, 7);
LocalDate endDate = date(2025, 5, 7);
SwapTrade test = base.toTrade(tradeDate, TENOR_10Y, BUY, NOTIONAL_2M, 0.25d);
Swap expected =
Swap.of(
IBOR3M.toLeg(startDate, endDate, PAY, NOTIONAL_2M, 0.25d),
IBOR6M.toLeg(startDate, endDate, RECEIVE, NOTIONAL_2M));
assertEquals(test.getTradeInfo().getTradeDate(), Optional.of(tradeDate));
assertEquals(test.getProduct(), expected);
}
public void test_of_lookup_null() {
assertThrowsIllegalArg(() -> IborIborSwapConvention.of((String) null));
}
public void test_of_lookup_notFound() {
assertThrowsIllegalArg(() -> IborIborSwapConvention.of("Rubbish"));
}
@Test(dataProvider = "name")
public void test_of_lookup(IborIborSwapConvention convention, String name) {
assertEquals(IborIborSwapConvention.of(name), convention);
}
@Test(dataProvider = "name")
public void test_toString(IborIborSwapConvention convention, String name) {
assertEquals(convention.toString(), name);
}