@Test /** Tests the getters */ public void getter() { assertEquals("DepositZeroDefinition: getter", SPOT_DATE, DEPOSIT_DEFINITION.getStartDate()); assertEquals("DepositZeroDefinition: getter", END_DATE, DEPOSIT_DEFINITION.getEndDate()); assertEquals("DepositZeroDefinition: getter", NOTIONAL, DEPOSIT_DEFINITION.getNotional()); assertEquals("DepositZeroDefinition: getter", RATE, DEPOSIT_DEFINITION.getRate()); assertEquals("DepositZeroDefinition: getter", EUR, DEPOSIT_DEFINITION.getCurrency()); assertEquals( "DepositZeroDefinition: getter", DEPOSIT_AF, DEPOSIT_DEFINITION.getPaymentAccrualFactor()); final double interestAmount = (1.0 / RATE.getDiscountFactor(DEPOSIT_AF) - 1) * NOTIONAL; assertEquals( "DepositZeroDefinition: getter", interestAmount, DEPOSIT_DEFINITION.getInterestAmount()); }
@Test /** Tests toDerivative. */ public void toDerivativeBetweenTradeAndSettle() { final ZonedDateTime referenceDate = DateUtils.getUTCDate(2011, 12, 13); final DepositZero converted = DEPOSIT_DEFINITION.toDerivative(referenceDate); final double startTime = TimeCalculator.getTimeBetween(referenceDate, SPOT_DATE); final double endTime = TimeCalculator.getTimeBetween(referenceDate, END_DATE); final DepositZero expected = new DepositZero( EUR, startTime, endTime, NOTIONAL, NOTIONAL, DEPOSIT_AF, RATE, DEPOSIT_DEFINITION.getInterestAmount()); assertEquals("DepositZeroDefinition: toDerivative", expected, converted); }
@Test /** Tests toDerivative. */ public void toDerivativeMaturity() { final ZonedDateTime referenceDate = END_DATE; final DepositZero converted = DEPOSIT_DEFINITION.toDerivative(referenceDate); final double startTime = 0; final double endTime = TimeCalculator.getTimeBetween(referenceDate, END_DATE); final DepositZero expected = new DepositZero( EUR, startTime, endTime, 0.0, NOTIONAL, DEPOSIT_AF, RATE, DEPOSIT_DEFINITION.getInterestAmount()); assertEquals("DepositZeroDefinition: toDerivative", expected, converted); }
@SuppressWarnings("deprecation") @Test /** Tests toDerivative. */ public void toDerivativeBetweenSettleMaturityDeprecated() { final ZonedDateTime referenceDate = DateUtils.getUTCDate(2011, 12, 20); final DepositZero converted = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVE_NAME); final double startTime = 0; final double endTime = TimeCalculator.getTimeBetween(referenceDate, END_DATE); final DepositZero expected = new DepositZero( EUR, startTime, endTime, 0.0, NOTIONAL, DEPOSIT_AF, RATE, DEPOSIT_DEFINITION.getInterestAmount(), CURVE_NAME); assertEquals("DepositZeroDefinition: toDerivative", expected, converted); }