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Use defaults instead of null in IborRateSwapLegConvention #2622

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merged 5 commits into from
Jan 3, 2024
Merged

Use defaults instead of null in IborRateSwapLegConvention #2622

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60dd566
PROD-29409: default stub convention to SI
milenorf Dec 18, 2023
36e36db
PROD-29409: use getters everywhere
milenorf Dec 18, 2023
48e3f98
default only stub convention
milenorf Dec 18, 2023
22f4a9e
small copy paste fix
milenorf Dec 18, 2023
6bc3df9
another copy paste fix
milenorf Dec 18, 2023
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2 changes: 1 addition & 1 deletion ...duct/src/main/java/com/opengamma/strata/product/swap/type/FixedRateSwapLegConvention.java
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Original file line number Diff line number Diff line change
Expand Up @@ -344,7 +344,7 @@ public RateCalculationSwapLeg toLeg(
.businessDayAdjustment(accrualBusinessDayAdjustment)
.startDateBusinessDayAdjustment(startDateBusinessDayAdjustment)
.endDateBusinessDayAdjustment(endDateBusinessDayAdjustment)
.stubConvention(stubConvention)
.stubConvention(getStubConvention())
.rollConvention(rollConvention)
.build())
.paymentSchedule(PaymentSchedule.builder()
Expand Down
2 changes: 1 addition & 1 deletion ...oduct/src/main/java/com/opengamma/strata/product/swap/type/IborRateSwapLegConvention.java
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Expand Up @@ -498,7 +498,7 @@ public RateCalculationSwapLeg toLeg(
.businessDayAdjustment(getAccrualBusinessDayAdjustment())
.startDateBusinessDayAdjustment(startDateBusinessDayAdjustment)
.endDateBusinessDayAdjustment(endDateBusinessDayAdjustment)
.stubConvention(stubConvention)
.stubConvention(getStubConvention())
.rollConvention(rollConvention)
.build())
.paymentSchedule(PaymentSchedule.builder()
Expand Down
3 changes: 3 additions & 0 deletions ...t/src/test/java/com/opengamma/strata/product/swap/type/IborRateSwapLegConventionTest.java
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Expand Up @@ -16,6 +16,7 @@
import static com.opengamma.strata.basics.schedule.Frequency.P3M;
import static com.opengamma.strata.basics.schedule.Frequency.P6M;
import static com.opengamma.strata.basics.schedule.StubConvention.LONG_INITIAL;
import static com.opengamma.strata.basics.schedule.StubConvention.SMART_INITIAL;
import static com.opengamma.strata.collect.TestHelper.assertSerialization;
import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
Expand Down Expand Up @@ -152,6 +153,7 @@ public void test_toLeg() {
.startDate(startDate)
.endDate(endDate)
.businessDayAdjustment(BDA_MOD_FOLLOW)
.stubConvention(SMART_INITIAL)
.build())
.paymentSchedule(PaymentSchedule.builder()
.paymentFrequency(P3M)
Expand All @@ -178,6 +180,7 @@ public void test_toLeg_withSpread() {
.startDate(startDate)
.endDate(endDate)
.businessDayAdjustment(BDA_MOD_FOLLOW)
.stubConvention(SMART_INITIAL)
.build())
.paymentSchedule(PaymentSchedule.builder()
.paymentFrequency(P3M)
Expand Down
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