/** * Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.instrument.index; import static org.testng.AssertJUnit.assertEquals; import org.testng.annotations.Test; import org.threeten.bp.Period; import org.threeten.bp.ZonedDateTime; import com.opengamma.analytics.financial.instrument.cash.DepositCounterpartDefinition; import com.opengamma.analytics.financial.schedule.ScheduleCalculator; import com.opengamma.financial.convention.calendar.Calendar; import com.opengamma.financial.convention.calendar.MondayToFridayCalendar; import com.opengamma.financial.convention.daycount.DayCount; import com.opengamma.financial.convention.daycount.DayCounts; import com.opengamma.util.money.Currency; import com.opengamma.util.test.TestGroup; import com.opengamma.util.time.DateUtils; /** * Tests the constructor and method of GeneratorDepositON. */ @Test(groups = TestGroup.UNIT) public class GeneratorDepositONCounterpartTest { private static final String NAME_GENERATOR = "US Govt Deposit ON"; private static final Calendar CALENDAR = new MondayToFridayCalendar("A"); private static final DayCount DAY_COUNT = DayCounts.ACT_360; private static final Currency CUR = Currency.EUR; private static final String NAME_COUNTERPART = "US GOVT"; private static final GeneratorDepositONCounterpart GENERATOR_DEPOSIT_ON_USD = new GeneratorDepositONCounterpart(NAME_GENERATOR, CUR, CALENDAR, DAY_COUNT, NAME_COUNTERPART); @Test(expectedExceptions = IllegalArgumentException.class) public void nullGenName() { new GeneratorDepositONCounterpart(null, CUR, CALENDAR, DAY_COUNT, NAME_COUNTERPART); } @Test(expectedExceptions = IllegalArgumentException.class) public void nullCurrency() { new GeneratorDepositONCounterpart(NAME_GENERATOR, null, CALENDAR, DAY_COUNT, NAME_COUNTERPART); } @Test(expectedExceptions = IllegalArgumentException.class) public void nullCalendar() { new GeneratorDepositONCounterpart(NAME_GENERATOR, CUR, null, DAY_COUNT, NAME_COUNTERPART); } @Test(expectedExceptions = IllegalArgumentException.class) public void nullDayCount() { new GeneratorDepositONCounterpart(NAME_GENERATOR, CUR, CALENDAR, null, NAME_COUNTERPART); } @Test(expectedExceptions = IllegalArgumentException.class) public void nullCounterpartName() { new GeneratorDepositONCounterpart(NAME_GENERATOR, CUR, CALENDAR, DAY_COUNT, null); } @Test public void getter() { assertEquals("Generator Deposit Counterpart: getter", NAME_GENERATOR, GENERATOR_DEPOSIT_ON_USD.getName()); assertEquals("Generator Deposit Counterpart: getter", CUR, GENERATOR_DEPOSIT_ON_USD.getCurrency()); assertEquals("Generator Deposit Counterpart: getter", CALENDAR, GENERATOR_DEPOSIT_ON_USD.getCalendar()); assertEquals("Generator Deposit Counterpart: getter", DAY_COUNT, GENERATOR_DEPOSIT_ON_USD.getDayCount()); assertEquals("Generator Deposit Counterpart: getter", NAME_COUNTERPART, GENERATOR_DEPOSIT_ON_USD.getNameCounterpart()); } @Test public void generateInstrument() { final ZonedDateTime referenceDate = DateUtils.getUTCDate(2012, 7, 17); final Period tenor = Period.ofDays(2); final double rate = 0.01; final double notional = 12345; final GeneratorAttributeIR attribute = new GeneratorAttributeIR(tenor, tenor); final DepositCounterpartDefinition insGenerated = GENERATOR_DEPOSIT_ON_USD.generateInstrument(referenceDate, rate, notional, attribute); final ZonedDateTime startDate = ScheduleCalculator.getAdjustedDate(referenceDate, tenor, CALENDAR); final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, 1, CALENDAR); final double accrualFactor = DAY_COUNT.getDayCountFraction(startDate, endDate); final DepositCounterpartDefinition insExpected = new DepositCounterpartDefinition(CUR, startDate, endDate, notional, rate, accrualFactor, NAME_COUNTERPART); assertEquals("Generator Deposit Counterpart: generate instrument", insExpected, insGenerated); } }