FixedCouponBondPaymentPeriodTest.java

/**
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.product.bond;

import static com.opengamma.strata.basics.currency.Currency.GBP;
import static com.opengamma.strata.basics.currency.Currency.USD;
import static com.opengamma.strata.collect.TestHelper.assertSerialization;
import static com.opengamma.strata.collect.TestHelper.assertThrowsIllegalArg;
import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
import static org.testng.Assert.assertEquals;

import java.time.LocalDate;
import java.time.temporal.TemporalAdjusters;

import org.testng.annotations.Test;

import com.google.common.collect.ImmutableSet;
import com.opengamma.strata.basics.index.Index;

/**
 * Test {@link FixedCouponBondPaymentPeriod}.
 */
@Test
public class FixedCouponBondPaymentPeriodTest {

  private static final LocalDate START = LocalDate.of(2015, 2, 2);
  private static final LocalDate END = LocalDate.of(2015, 8, 2);
  private static final LocalDate START_ADJUSTED = LocalDate.of(2015, 2, 2);
  private static final LocalDate END_ADJUSTED = LocalDate.of(2015, 8, 3);
  private static final LocalDate DETACHMENT_DATE = LocalDate.of(2015, 7, 27);
  private static final double FIXED_RATE = 0.025;
  private static final double NOTIONAL = 1.0e7;
  private static final double YEAR_FRACTION = 0.5;

  public void test_of() {
    FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(DETACHMENT_DATE)
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build();
    assertEquals(test.getCurrency(), USD);
    assertEquals(test.getUnadjustedStartDate(), START);
    assertEquals(test.getStartDate(), START_ADJUSTED);
    assertEquals(test.getUnadjustedEndDate(), END);
    assertEquals(test.getEndDate(), END_ADJUSTED);
    assertEquals(test.getPaymentDate(), END_ADJUSTED);
    assertEquals(test.getDetachmentDate(), DETACHMENT_DATE);
    assertEquals(test.getFixedRate(), FIXED_RATE);
    assertEquals(test.getNotional(), NOTIONAL);
    assertEquals(test.getYearFraction(), YEAR_FRACTION);
    assertEquals(test.hasExCouponPeriod(), true);

    // the object is not changed
    assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d -> d.plusDays(2))), test);
    ImmutableSet.Builder<Index> builder = ImmutableSet.builder();
    test.collectIndices(builder);
    assertEquals(test.getCurrency(), USD);
    assertEquals(test.getUnadjustedStartDate(), START);
    assertEquals(test.getStartDate(), START_ADJUSTED);
    assertEquals(test.getUnadjustedEndDate(), END);
    assertEquals(test.getEndDate(), END_ADJUSTED);
    assertEquals(test.getPaymentDate(), END_ADJUSTED);
    assertEquals(test.getDetachmentDate(), DETACHMENT_DATE);
    assertEquals(test.getFixedRate(), FIXED_RATE);
    assertEquals(test.getNotional(), NOTIONAL);
    assertEquals(test.getYearFraction(), YEAR_FRACTION);
    assertEquals(test.hasExCouponPeriod(), true);
  }

  public void test_of_noExCoupon() {
    FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(END_ADJUSTED)
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build();
    assertEquals(test.hasExCouponPeriod(), false);
  }

  public void test_of_wrongDates() {
    assertThrowsIllegalArg(() -> FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(LocalDate.of(2015, 2, 3))
        .unadjustedEndDate(LocalDate.of(2015, 2, 2))
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build());
    assertThrowsIllegalArg(() -> FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(LocalDate.of(2015, 8, 3))
        .unadjustedStartDate(LocalDate.of(2015, 8, 2))
        .endDate(LocalDate.of(2015, 8, 3))
        .unadjustedEndDate(LocalDate.of(2015, 8, 3))
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build());
    assertThrowsIllegalArg(() -> FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(LocalDate.of(2015, 8, 6))
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build());
  }

  //-------------------------------------------------------------------------
  public void test_contains() {
    FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(DETACHMENT_DATE)
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build();
    assertEquals(test.contains(START.minusDays(1)), false);
    assertEquals(test.contains(START), true);
    assertEquals(test.contains(START.plusDays(1)), true);
    assertEquals(test.contains(END.minusDays(1)), true);
    assertEquals(test.contains(END), false);
  }

  //-------------------------------------------------------------------------
  public void coverage() {
    FixedCouponBondPaymentPeriod test1 = FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(DETACHMENT_DATE)
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build();
    coverImmutableBean(test1);
    FixedCouponBondPaymentPeriod test2 = FixedCouponBondPaymentPeriod.builder()
        .currency(GBP)
        .startDate(LocalDate.of(2014, 3, 4))
        .unadjustedStartDate(LocalDate.of(2014, 3, 2))
        .endDate(LocalDate.of(2015, 3, 4))
        .unadjustedEndDate(LocalDate.of(2015, 3, 3))
        .notional(1.0e8)
        .fixedRate(0.005)
        .yearFraction(1d)
        .build();
    coverBeanEquals(test1, test2);
  }

  public void test_serialization() {
    FixedCouponBondPaymentPeriod test = FixedCouponBondPaymentPeriod.builder()
        .currency(USD)
        .startDate(START_ADJUSTED)
        .unadjustedStartDate(START)
        .endDate(END_ADJUSTED)
        .unadjustedEndDate(END)
        .detachmentDate(DETACHMENT_DATE)
        .notional(NOTIONAL)
        .fixedRate(FIXED_RATE)
        .yearFraction(YEAR_FRACTION)
        .build();
    assertSerialization(test);
  }

}