Examples of com.opengamma.financial.convention.businessday.ModifiedFollowingBusinessDayConvention

  @Test
  public void testAdjustedDates() {
    final ZonedDateTime effective = DateUtils.getUTCDate(2010, 1, 1);
    final ZonedDateTime maturity = DateUtils.getUTCDate(2011, 1, 1);
    final ZonedDateTime[] unadjusted = ScheduleCalculator.getUnadjustedDateSchedule(effective, maturity, PeriodFrequency.MONTHLY);
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new ModifiedFollowingBusinessDayConvention(), ALL), unadjusted);
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new FollowingBusinessDayConvention(), ALL), unadjusted);
    assertDateArray(ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new PrecedingBusinessDayConvention(), ALL), unadjusted);
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new ModifiedFollowingBusinessDayConvention(), WEEKEND),
        new ZonedDateTime[] {DateUtils.getUTCDate(2010, 2, 1), DateUtils.getUTCDate(2010, 3, 1), DateUtils.getUTCDate(2010, 4, 1), DateUtils.getUTCDate(2010, 5, 3), DateUtils.getUTCDate(2010, 6, 1),
          DateUtils.getUTCDate(2010, 7, 1), DateUtils.getUTCDate(2010, 8, 2), DateUtils.getUTCDate(2010, 9, 1), DateUtils.getUTCDate(2010, 10, 1), DateUtils.getUTCDate(2010, 11, 1),
          DateUtils.getUTCDate(2010, 12, 1), DateUtils.getUTCDate(2011, 1, 3) });
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new FollowingBusinessDayConvention(), WEEKEND),
        new ZonedDateTime[] {DateUtils.getUTCDate(2010, 2, 1), DateUtils.getUTCDate(2010, 3, 1), DateUtils.getUTCDate(2010, 4, 1), DateUtils.getUTCDate(2010, 5, 3), DateUtils.getUTCDate(2010, 6, 1),
          DateUtils.getUTCDate(2010, 7, 1), DateUtils.getUTCDate(2010, 8, 2), DateUtils.getUTCDate(2010, 9, 1), DateUtils.getUTCDate(2010, 10, 1), DateUtils.getUTCDate(2010, 11, 1),
          DateUtils.getUTCDate(2010, 12, 1), DateUtils.getUTCDate(2011, 1, 3) });
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new PrecedingBusinessDayConvention(), WEEKEND),
        new ZonedDateTime[] {DateUtils.getUTCDate(2010, 2, 1), DateUtils.getUTCDate(2010, 3, 1), DateUtils.getUTCDate(2010, 4, 1), DateUtils.getUTCDate(2010, 4, 30), DateUtils.getUTCDate(2010, 6, 1),
          DateUtils.getUTCDate(2010, 7, 1), DateUtils.getUTCDate(2010, 7, 30), DateUtils.getUTCDate(2010, 9, 1), DateUtils.getUTCDate(2010, 10, 1), DateUtils.getUTCDate(2010, 11, 1),
          DateUtils.getUTCDate(2010, 12, 1), DateUtils.getUTCDate(2010, 12, 31) });
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new ModifiedFollowingBusinessDayConvention(), FIRST),
        new ZonedDateTime[] {DateUtils.getUTCDate(2010, 2, 2), DateUtils.getUTCDate(2010, 3, 2), DateUtils.getUTCDate(2010, 4, 2), DateUtils.getUTCDate(2010, 5, 3), DateUtils.getUTCDate(2010, 6, 2),
          DateUtils.getUTCDate(2010, 7, 2), DateUtils.getUTCDate(2010, 8, 2), DateUtils.getUTCDate(2010, 9, 2), DateUtils.getUTCDate(2010, 10, 4), DateUtils.getUTCDate(2010, 11, 2),
          DateUtils.getUTCDate(2010, 12, 2), DateUtils.getUTCDate(2011, 1, 3) });
    assertDateArray(
        ScheduleCalculator.getAdjustedDateSchedule(unadjusted, new FollowingBusinessDayConvention(), FIRST),

    });
  }


  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullDateArray1() {
    ScheduleCalculator.getAdjustedDateSchedule(null, new ModifiedFollowingBusinessDayConvention(), ALL, 0);
  }

    ScheduleCalculator.getTimes(null, new ThirtyEThreeSixty(), NOW);
  }


  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testEmptyDateArray1() {
    ScheduleCalculator.getAdjustedDateSchedule(new ZonedDateTime[0], new ModifiedFollowingBusinessDayConvention(), ALL, 0);
  }

    ScheduleCalculator.getAdjustedDateSchedule(new ZonedDateTime[] {DateUtils.getUTCDate(2010, 6, 1) }, null, ALL, 0);
  }


  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullCalendar() {
    ScheduleCalculator.getAdjustedDateSchedule(new ZonedDateTime[] {DateUtils.getUTCDate(2010, 6, 1) }, new ModifiedFollowingBusinessDayConvention(), null, 0);
  }

Examples of com.opengamma.financial.convention.businessday.ModifiedFollowingBusinessDayConvention

Related Classes of com.opengamma.financial.convention.businessday.ModifiedFollowingBusinessDayConvention