final double fixingPeriodAccrualFactor = 0.267;
final double paymentAccrualFactor = 0.25;
final double refrencePrice = 0.0;
final InterestRateFutureTransaction ir = new InterestRateFutureTransaction(lastTradingTime, iborIndex, fixingPeriodStartTime, fixingPeriodEndTime, fixingPeriodAccrualFactor, refrencePrice, 1,
paymentAccrualFactor, 1, "S");
assertEquals(fixingPeriodEndTime, ir.accept(LDC), 1e-12);
}
@Test
public void testFixedCouponAnnuity() {
final AnnuityCouponFixed annuity = new AnnuityCouponFixed(CUR, new double[] {1, 2, 3, 4, 5, 6, 7, 8, 9, 10 }, 1.0, 1.0, true);