public void test_expandAllSpecified() {
ImmutableIborIborSwapConvention test =
ImmutableIborIborSwapConvention.builder()
.name(NAME)
.spreadLeg(IBOR3M)
.flatLeg(IBOR6M)
.spotDateOffset(PLUS_ONE_DAY)
.build()
.expand();
assertEquals(test.getSpreadLeg(), IBOR3M.expand());
assertEquals(test.getFlatLeg(), IBOR6M.expand());
assertEquals(test.getSpotDateOffset(), PLUS_ONE_DAY);
}
// -------------------------------------------------------------------------
public void test_builder_notEnoughData() {
assertThrowsIllegalArg(
() -> ImmutableIborIborSwapConvention.builder().spotDateOffset(NEXT_SAME_BUS_DAY).build());
}
