/**
* Copyright (C) 2011 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.cash.derivative;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import static org.testng.AssertJUnit.assertTrue;
import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.index.IborIndex;
import com.opengamma.analytics.financial.instrument.index.IndexIborMaster;
import com.opengamma.analytics.financial.schedule.ScheduleCalculator;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.financial.convention.calendar.Calendar;
import com.opengamma.financial.convention.calendar.MondayToFridayCalendar;
import com.opengamma.util.money.Currency;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class DepositIborTest {
private static final Calendar TARGET = new MondayToFridayCalendar("TARGET");
private static final IborIndex INDEX = IndexIborMaster.getInstance().getIndex("EURIBOR6M");
private static final Currency EUR = INDEX.getCurrency();
private static final ZonedDateTime TRADE_DATE = DateUtils.getUTCDate(2011, 12, 12);
private static final ZonedDateTime SPOT_DATE = ScheduleCalculator.getAdjustedDate(TRADE_DATE, INDEX.getSpotLag(), TARGET);
private static final double NOTIONAL = 100000000;
private static final double RATE = 0.0250;
private static final ZonedDateTime END_DATE = ScheduleCalculator.getAdjustedDate(SPOT_DATE, INDEX, TARGET);
private static final double DEPOSIT_AF = INDEX.getDayCount().getDayCountFraction(SPOT_DATE, END_DATE);
private static final double SPOT_TIME = TimeCalculator.getTimeBetween(TRADE_DATE, SPOT_DATE);
private static final double END_TIME = TimeCalculator.getTimeBetween(TRADE_DATE, END_DATE);
private static final DepositIbor DEPOSIT_IBOR = new DepositIbor(EUR, SPOT_TIME, END_TIME, NOTIONAL, NOTIONAL, RATE, DEPOSIT_AF, INDEX);
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullIndex() {
new DepositIbor(EUR, SPOT_TIME, END_TIME, NOTIONAL, NOTIONAL, RATE, DEPOSIT_AF, null);
}
@SuppressWarnings("deprecation")
@Test(expectedExceptions = IllegalStateException.class)
public void testGetCurveName() {
DEPOSIT_IBOR.getYieldCurveName();
}
@Test
/**
* Tests the getters
*/
public void getter() {
assertEquals("DepositIbor: getter", SPOT_TIME, DEPOSIT_IBOR.getStartTime());
assertEquals("DepositIbor: getter", END_TIME, DEPOSIT_IBOR.getEndTime());
assertEquals("DepositIbor: getter", NOTIONAL, DEPOSIT_IBOR.getNotional());
assertEquals("DepositIbor: getter", RATE, DEPOSIT_IBOR.getRate());
assertEquals("DepositIbor: getter", EUR, DEPOSIT_IBOR.getCurrency());
assertEquals("DepositIbor: getter", DEPOSIT_AF, DEPOSIT_IBOR.getAccrualFactor());
assertEquals("DepositIbor: getter", RATE * NOTIONAL * DEPOSIT_AF, DEPOSIT_IBOR.getInterestAmount());
assertEquals("DepositIbor: getter", INDEX, DEPOSIT_IBOR.getIndex());
}
@Test
/**
* Tests the equal and hash code methods.
*/
public void equalHash() {
assertTrue("DepositIbor: equal hash", DEPOSIT_IBOR.equals(DEPOSIT_IBOR));
final DepositIbor depositIbor2 = new DepositIbor(EUR, SPOT_TIME, END_TIME, NOTIONAL, NOTIONAL, RATE, DEPOSIT_AF, INDEX);
assertTrue("DepositIbor: equal hash", DEPOSIT_IBOR.equals(depositIbor2));
assertEquals("DepositIbor: equal hash", DEPOSIT_IBOR.hashCode(), depositIbor2.hashCode());
DepositIbor other;
other = new DepositIbor(EUR, SPOT_TIME, END_TIME, NOTIONAL, NOTIONAL, RATE, DEPOSIT_AF, IndexIborMaster.getInstance().getIndex("EURIBOR3M"));
assertFalse("DepositIbor: equal hash", DEPOSIT_IBOR.equals(other));
}
}