@Test
/** Tests the getters. */
public void getter() {
assertEquals("CouponIbor: getter", EUR, CPN_IBOR.getCurrency());
assertEquals("CouponIbor: getter", INDEX_EURIBOR3M, CPN_IBOR.getIndex());
assertEquals("CouponIbor: getter", FIXING_START_TIME, CPN_IBOR.getFixingPeriodStartTime());
assertEquals("CouponIbor: getter", FIXING_END_TIME, CPN_IBOR.getFixingPeriodEndTime());
assertEquals("CouponIbor: getter", FIXING_ACCRUAL_FACTOR, CPN_IBOR.getFixingAccrualFactor());
}
@Test
public void testWithNotional() {
final double notional = NOTIONAL + 1000;
final CouponIbor expected =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
notional,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertEquals(expected, CPN_IBOR.withNotional(notional));
}
@Test
/** Tests the equal and hash code. */
public void testEqualHash() {
assertEquals("CouponIbor: equal-hash", CPN_IBOR, CPN_IBOR);
final CouponIbor other =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertEquals("CouponIbor: equal-hash", other, CPN_IBOR);
assertEquals("CouponIbor: equal-hash", other.hashCode(), CPN_IBOR.hashCode());
CouponIbor modified;
modified =
new CouponIbor(
EUR,
PAYMENT_TIME + 0.1,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR + 0.1,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL + 1.0,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME - 0.1,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
Currency.USD,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_IBOR_MASTER.getIndex("USDLIBOR3M"),
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME + 0.1,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME + 0.1,
FIXING_ACCRUAL_FACTOR);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
modified =
new CouponIbor(
EUR,
PAYMENT_TIME,
ACCRUAL_FACTOR,
NOTIONAL,
FIXING_TIME,
INDEX_EURIBOR3M,
FIXING_START_TIME,
FIXING_END_TIME,
FIXING_ACCRUAL_FACTOR + 0.1);
assertFalse("CouponIbor: equal-hash", CPN_IBOR.equals(modified));
}
