/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.schedule;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.internal.junit.ArrayAsserts.assertArrayEquals;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class EndOfMonthAnnualScheduleCalculatorTest {
private static final EndOfMonthAnnualScheduleCalculator CALCULATOR = new EndOfMonthAnnualScheduleCalculator();
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullStart1() {
CALCULATOR.getSchedule(null, LocalDate.of(2011, 1, 1), true, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullStart2() {
CALCULATOR.getSchedule(null, DateUtils.getUTCDate(2010, 1, 1), true, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullEnd1() {
CALCULATOR.getSchedule(LocalDate.of(2000, 1, 1), null, true, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullEnd2() {
CALCULATOR.getSchedule(DateUtils.getUTCDate(2000, 1, 1), null, true, true);
}
@Test
public void testShortSeries() {
final LocalDate start1 = LocalDate.of(2009, 3, 31);
final LocalDate end1 = LocalDate.of(2010, 2, 28);
LocalDate[] schedule1 = CALCULATOR.getSchedule(start1, end1, true);
assertEquals(schedule1.length, 1);
assertEquals(schedule1[0], end1);
schedule1 = CALCULATOR.getSchedule(start1, end1, false);
assertEquals(schedule1.length, 1);
assertEquals(schedule1[0], start1);
final ZonedDateTime start2 = DateUtils.getUTCDate(2009, 3, 1);
final ZonedDateTime end2 = DateUtils.getUTCDate(2010, 2, 28);
ZonedDateTime[] schedule2 = CALCULATOR.getSchedule(start2, end2, true);
assertEquals(schedule2.length, 1);
assertEquals(schedule2[0], end2);
schedule2 = CALCULATOR.getSchedule(start2, end2, false);
assertEquals(schedule2.length, 1);
assertEquals(schedule2[0], DateUtils.getUTCDate(2009, 3, 31));
}
@Test
public void test1() {
LocalDate start1 = LocalDate.of(1994, 8, 31);
LocalDate end1 = LocalDate.of(2004, 8, 31);
final LocalDate[] expected = new LocalDate[] {LocalDate.of(1994, 8, 31), LocalDate.of(1995, 8, 31), LocalDate.of(1996, 8, 31), LocalDate.of(1997, 8, 31), LocalDate.of(1998, 8, 31),
LocalDate.of(1999, 8, 31), LocalDate.of(2000, 8, 31), LocalDate.of(2001, 8, 31), LocalDate.of(2002, 8, 31), LocalDate.of(2003, 8, 31), LocalDate.of(2004, 8, 31)};
LocalDate[] result = CALCULATOR.getSchedule(start1, end1, true);
assertArrayEquals(expected, result);
result = CALCULATOR.getSchedule(start1, end1, false);
assertArrayEquals(expected, result);
start1 = LocalDate.of(1994, 6, 30);
end1 = LocalDate.of(2004, 8, 31);
final LocalDate[] backward = new LocalDate[] {LocalDate.of(1994, 8, 31), LocalDate.of(1995, 8, 31), LocalDate.of(1996, 8, 31), LocalDate.of(1997, 8, 31), LocalDate.of(1998, 8, 31),
LocalDate.of(1999, 8, 31), LocalDate.of(2000, 8, 31), LocalDate.of(2001, 8, 31), LocalDate.of(2002, 8, 31), LocalDate.of(2003, 8, 31), LocalDate.of(2004, 8, 31)};
result = CALCULATOR.getSchedule(start1, end1, true);
assertArrayEquals(backward, result);
final LocalDate[] forward = new LocalDate[] {LocalDate.of(1994, 6, 30), LocalDate.of(1995, 6, 30), LocalDate.of(1996, 6, 30), LocalDate.of(1997, 6, 30), LocalDate.of(1998, 6, 30),
LocalDate.of(1999, 6, 30), LocalDate.of(2000, 6, 30), LocalDate.of(2001, 6, 30), LocalDate.of(2002, 6, 30), LocalDate.of(2003, 6, 30), LocalDate.of(2004, 6, 30)};
result = CALCULATOR.getSchedule(start1, end1, false);
assertArrayEquals(forward, result);
}
@Test
public void test2() {
ZonedDateTime start1 = DateUtils.getUTCDate(1994, 8, 31);
ZonedDateTime end1 = DateUtils.getUTCDate(2004, 8, 31);
final ZonedDateTime[] expected = new ZonedDateTime[] {DateUtils.getUTCDate(1994, 8, 31), DateUtils.getUTCDate(1995, 8, 31), DateUtils.getUTCDate(1996, 8, 31), DateUtils.getUTCDate(1997, 8, 31),
DateUtils.getUTCDate(1998, 8, 31), DateUtils.getUTCDate(1999, 8, 31), DateUtils.getUTCDate(2000, 8, 31), DateUtils.getUTCDate(2001, 8, 31), DateUtils.getUTCDate(2002, 8, 31),
DateUtils.getUTCDate(2003, 8, 31), DateUtils.getUTCDate(2004, 8, 31)};
ZonedDateTime[] result = CALCULATOR.getSchedule(start1, end1, true);
assertArrayEquals(expected, result);
result = CALCULATOR.getSchedule(start1, end1, false);
assertArrayEquals(expected, result);
start1 = DateUtils.getUTCDate(1994, 6, 30);
end1 = DateUtils.getUTCDate(2004, 8, 31);
final ZonedDateTime[] backward = new ZonedDateTime[] {DateUtils.getUTCDate(1994, 8, 31), DateUtils.getUTCDate(1995, 8, 31), DateUtils.getUTCDate(1996, 8, 31), DateUtils.getUTCDate(1997, 8, 31),
DateUtils.getUTCDate(1998, 8, 31), DateUtils.getUTCDate(1999, 8, 31), DateUtils.getUTCDate(2000, 8, 31), DateUtils.getUTCDate(2001, 8, 31), DateUtils.getUTCDate(2002, 8, 31),
DateUtils.getUTCDate(2003, 8, 31), DateUtils.getUTCDate(2004, 8, 31)};
result = CALCULATOR.getSchedule(start1, end1, true);
assertArrayEquals(backward, result);
final ZonedDateTime[] forward = new ZonedDateTime[] {DateUtils.getUTCDate(1994, 6, 30), DateUtils.getUTCDate(1995, 6, 30), DateUtils.getUTCDate(1996, 6, 30), DateUtils.getUTCDate(1997, 6, 30),
DateUtils.getUTCDate(1998, 6, 30), DateUtils.getUTCDate(1999, 6, 30), DateUtils.getUTCDate(2000, 6, 30), DateUtils.getUTCDate(2001, 6, 30), DateUtils.getUTCDate(2002, 6, 30),
DateUtils.getUTCDate(2003, 6, 30), DateUtils.getUTCDate(2004, 6, 30)};
result = CALCULATOR.getSchedule(start1, end1, false);
assertArrayEquals(forward, result);
}
}