/**
* 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.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 com.opengamma.strata.collect.TestHelper.date;
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.currency.CurrencyAmount;
import com.opengamma.strata.basics.currency.Payment;
import com.opengamma.strata.basics.index.Index;
import com.opengamma.strata.basics.schedule.SchedulePeriod;
/**
* Test {@link KnownAmountBondPaymentPeriod}.
*/
@Test
public class KnownAmountBondPaymentPeriodTest {
private static final CurrencyAmount GBP_P1000 = CurrencyAmount.of(GBP, 1000);
private static final LocalDate DATE_2014_03_30 = date(2014, 3, 30);
private static final LocalDate DATE_2014_06_30 = date(2014, 6, 30);
private static final LocalDate DATE_2014_09_30 = date(2014, 9, 30);
private static final LocalDate DATE_2014_10_01 = date(2014, 10, 1);
private static final LocalDate DATE_2014_10_03 = date(2014, 10, 3);
private static final Payment PAYMENT_2014_10_01 = Payment.of(GBP_P1000, DATE_2014_10_01);
private static final Payment PAYMENT_2014_10_03 = Payment.of(GBP_P1000, DATE_2014_10_03);
//-------------------------------------------------------------------------
public void test_of() {
SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.of(PAYMENT_2014_10_03, sched);
assertEquals(test.getPayment(), PAYMENT_2014_10_03);
assertEquals(test.getStartDate(), DATE_2014_03_30);
assertEquals(test.getUnadjustedStartDate(), DATE_2014_03_30);
assertEquals(test.getEndDate(), DATE_2014_09_30);
assertEquals(test.getUnadjustedEndDate(), DATE_2014_09_30);
assertEquals(test.getPaymentDate(), DATE_2014_10_03);
assertEquals(test.getCurrency(), GBP);
}
public void test_builder_defaultDates() {
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.build();
assertEquals(test.getPayment(), PAYMENT_2014_10_03);
assertEquals(test.getStartDate(), DATE_2014_03_30);
assertEquals(test.getUnadjustedStartDate(), DATE_2014_03_30);
assertEquals(test.getEndDate(), DATE_2014_10_01);
assertEquals(test.getUnadjustedEndDate(), DATE_2014_10_01);
assertEquals(test.getPaymentDate(), DATE_2014_10_03);
assertEquals(test.getCurrency(), GBP);
}
public void test_builder_invalid() {
assertThrowsIllegalArg(() -> KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.endDate(DATE_2014_10_01)
.build());
assertThrowsIllegalArg(() -> KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_10_01)
.build());
assertThrowsIllegalArg(() -> KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_10_01)
.endDate(DATE_2014_10_01)
.build());
}
//-------------------------------------------------------------------------
public void test_adjustPaymentDate() {
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_01)
.startDate(DATE_2014_03_30)
.unadjustedStartDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.unadjustedEndDate(DATE_2014_09_30)
.build();
KnownAmountBondPaymentPeriod expected = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_03_30)
.unadjustedStartDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.unadjustedEndDate(DATE_2014_09_30)
.build();
assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d -> d.plusDays(0))), test);
assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d -> d.plusDays(2))), expected);
}
//-------------------------------------------------------------------------
public void test_collectIndices_simple() {
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_03_30)
.unadjustedStartDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.unadjustedEndDate(DATE_2014_09_30)
.build();
ImmutableSet.Builder<Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of());
}
//-------------------------------------------------------------------------
public void coverage() {
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_03_30)
.unadjustedStartDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.unadjustedEndDate(DATE_2014_09_30)
.build();
coverImmutableBean(test);
KnownAmountBondPaymentPeriod test2 = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03.negated())
.startDate(DATE_2014_06_30)
.endDate(DATE_2014_09_30)
.build();
coverBeanEquals(test, test2);
}
public void test_serialization() {
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder()
.payment(PAYMENT_2014_10_03)
.startDate(DATE_2014_03_30)
.unadjustedStartDate(DATE_2014_03_30)
.endDate(DATE_2014_10_01)
.unadjustedEndDate(DATE_2014_09_30)
.build();
assertSerialization(test);
}
}