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);
}
