@Test
public void getter() {
assertEquals(
"CouponONCompounded definition: getter",
EUR_OIS,
ON_COMPOUNDED_COUPON_DEFINITION.getIndex());
final ZonedDateTime[] FixingDateArray = ON_COMPOUNDED_COUPON_DEFINITION.getFixingPeriodDates();
final ZonedDateTime firstFixingPeriod = FixingDateArray[0];
final ZonedDateTime lastFixingPeriodEndDate = FixingDateArray[FixingDateArray.length - 1];
assertEquals("CouponONCompounded definition: getter", START_ACCRUAL_DATE, firstFixingPeriod);
assertEquals(
"CouponONCompounded definition: getter", lastFixingPeriodEndDate, EUR_END_ACCRUAL_DATE);
assertEquals(
"CouponONCompounded definition: getter",
EUR_LAST_FIXING_DATE,
LocalDateTime.of(2011, 9, 15, 0, 0, 0, 0).atZone(ZoneOffset.UTC));
assertEquals(
"CouponONCompounded definition: getter",
lastFixingPeriodEndDate,
LocalDateTime.of(2011, 9, 16, 0, 0, 0, 0).atZone(ZoneOffset.UTC));
double aftot = 0.0;
for (int loopperiod = 0;
loopperiod < ON_COMPOUNDED_COUPON_DEFINITION.getFixingPeriodAccrualFactors().length;
loopperiod++) {
aftot += ON_COMPOUNDED_COUPON_DEFINITION.getFixingPeriodAccrualFactors()[loopperiod];
}
assertEquals("CouponONCompounded definition: getter", EUR_FIXING_YEAR_FRACTION, aftot, 1.0E-10);
}
// -------------------------------------------------------------------------
private static ZonedDateTime zdt(
int y, int m, int d, int hr, int min, int sec, int nanos, ZoneId zone) {
return LocalDateTime.of(y, m, d, hr, min, sec, nanos).atZone(zone);
}
public class TestPersistentLocalDateTimeAsString extends DatabaseCapable {
private static final LocalDateTime[] localDateTimes =
new LocalDateTime[] {
LocalDateTime.of(2004, 2, 25, 12, 11, 10), LocalDateTime.of(1980, 3, 11, 13, 12, 11)
};
private static EntityManagerFactory factory;
@BeforeClass
public static void setup() {
factory = Persistence.createEntityManagerFactory("test1");
}
@AfterClass
public static void tearDown() {
factory.close();
}
@Test
public void testPersist() {
EntityManager manager = factory.createEntityManager();
manager.getTransaction().begin();
for (int i = 0; i < localDateTimes.length; i++) {
LocalDateTimeAsStringHolder item = new LocalDateTimeAsStringHolder();
item.setId(i);
item.setName("test_" + i);
item.setLocalDateTime(localDateTimes[i]);
manager.persist(item);
}
manager.flush();
manager.getTransaction().commit();
manager.close();
manager = factory.createEntityManager();
for (int i = 0; i < localDateTimes.length; i++) {
LocalDateTimeAsStringHolder item =
manager.find(LocalDateTimeAsStringHolder.class, Long.valueOf(i));
assertNotNull(item);
assertEquals(i, item.getId());
assertEquals("test_" + i, item.getName());
assertEquals(localDateTimes[i], item.getLocalDateTime());
}
verifyDatabaseTable(
manager, LocalDateTimeAsStringHolder.class.getAnnotation(Table.class).name());
manager.close();
}
}
/**
* Get US bond future security for testing
*
* @return the bond future security
*/
public static BondFutureSecurity getBondFutureSecurity() {
Expiry expiry =
new Expiry(
ZonedDateTime.of(LocalDateTime.of(2010, Month.JUNE, 21, 19, 0), ZoneOffset.UTC),
ExpiryAccuracy.MIN_HOUR_DAY_MONTH_YEAR);
Set<BondFutureDeliverable> basket = new HashSet<BondFutureDeliverable>();
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810EV6")), 1.0858));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FB9")), 1.0132));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810PX0")), 0.7984));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FG8")), 0.9169));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QD3")), 0.7771));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FF0")), 0.9174));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810PW2")), 0.7825));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FE3")), 0.9454));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QH4")), 0.7757));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810PU6")), 0.8675));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810EX2")), 1.0765));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FT0")), 0.8054));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FJ2")), 1.0141));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810PT9")), 0.8352));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QE1")), 0.8109));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FP8")), 0.9268));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QA9")), 0.6606));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FM5")), 1.0286));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810EY0")), 1.0513));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QB7")), 0.7616));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810QC5")), 0.795));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810EZ7")), 1.0649));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810EW4")), 1.0));
basket.add(
new BondFutureDeliverable(
ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId("GV912810FA1")), 1.0396));
BondFutureSecurity sec =
new BondFutureSecurity(
expiry,
"XCBT",
"XCBT",
Currency.USD,
1000,
basket,
LocalDate.of(2010, 6, 01).atStartOfDay(ZoneOffset.UTC),
LocalDate.of(2010, 6, 01).atStartOfDay(ZoneOffset.UTC),
"Bond");
sec.setName("US LONG BOND(CBT) Jun10");
Set<ExternalId> identifiers = new HashSet<ExternalId>();
identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX8530684-0"));
identifiers.add(ExternalSchemes.cusipSecurityId("USM10"));
identifiers.add(ExternalSchemes.bloombergTickerSecurityId("USM10 Comdty"));
sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
return sec;
}