Package com.opengamma.analytics.financial.instrument.index

Examples of com.opengamma.analytics.financial.instrument.index.GeneratorSwapIborIbor


  @Test
  /**
   * Tests the builder (from) using a Ibor/Ibor swap generator.
   */
  public void from() {
    final GeneratorSwapIborIbor generator = new GeneratorSwapIborIbor("USDLIBOR3MLIBOR6M", USDLIBOR3M, USDLIBOR6M, CALENDAR, CALENDAR);
    final SwapIborIborDefinition swapFrom = SwapIborIborDefinition.from(SETTLEMENT_DATE, ANNUITY_TENOR, generator, NOTIONAL, SPREAD_1, IS_PAYER_1);
    assertEquals("SwapIborIborDefinition: from", swapFrom, SWAP_IBOR_IBOR);
  }
View Full Code Here

TOP

Related Classes of com.opengamma.analytics.financial.instrument.index.GeneratorSwapIborIbor

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.