public void test_euibor3m() {
IborIndex test = IborIndex.of("EUR-EURIBOR-3M");
assertEquals(test.getCurrency(), EUR);
assertEquals(test.getName(), "EUR-EURIBOR-3M");
assertEquals(test.getTenor(), TENOR_3M);
assertEquals(test.getFixingCalendar(), EUTA);
assertEquals(test.getFixingDateOffset(), DaysAdjustment.ofBusinessDays(-2, EUTA));
assertEquals(test.getEffectiveDateOffset(), DaysAdjustment.ofBusinessDays(2, EUTA));
assertEquals(
test.getMaturityDateOffset(),
TenorAdjustment.ofLastBusinessDay(
TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, EUTA)));
assertEquals(test.getDayCount(), ACT_360);
assertEquals(test.toString(), "EUR-EURIBOR-3M");
}
public void test_usdLibor3m() {
IborIndex test = IborIndex.of("USD-LIBOR-3M");
assertEquals(test.getCurrency(), USD);
assertEquals(test.getName(), "USD-LIBOR-3M");
assertEquals(test.getTenor(), TENOR_3M);
assertEquals(test.getFixingCalendar(), GBLO);
assertEquals(test.getFixingDateOffset(), DaysAdjustment.ofBusinessDays(-2, GBLO));
assertEquals(
test.getEffectiveDateOffset(),
DaysAdjustment.ofBusinessDays(
2, GBLO, BusinessDayAdjustment.of(FOLLOWING, GBLO.combineWith(USNY))));
assertEquals(
test.getMaturityDateOffset(),
TenorAdjustment.ofLastBusinessDay(
TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO.combineWith(USNY))));
assertEquals(test.getDayCount(), ACT_360);
assertEquals(test.toString(), "USD-LIBOR-3M");
}
public void test_gbpLibor3m() {
IborIndex test = IborIndex.of("GBP-LIBOR-3M");
assertEquals(test.getCurrency(), GBP);
assertEquals(test.getName(), "GBP-LIBOR-3M");
assertEquals(test.getTenor(), TENOR_3M);
assertEquals(test.getFixingCalendar(), GBLO);
assertEquals(
test.getFixingDateOffset(),
DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(PRECEDING, GBLO)));
assertEquals(
test.getEffectiveDateOffset(),
DaysAdjustment.ofCalendarDays(0, BusinessDayAdjustment.of(FOLLOWING, GBLO)));
assertEquals(
test.getMaturityDateOffset(),
TenorAdjustment.ofLastBusinessDay(
TENOR_3M, BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO)));
assertEquals(test.getDayCount(), ACT_365F);
assertEquals(test.toString(), "GBP-LIBOR-3M");
}
@Test(dataProvider = "name")
public void test_name(IborIndex convention, String name) {
assertEquals(convention.getName(), name);
}