BondIborSecurityDefinition extends BondSecurityDefinition<PaymentFixedDefinition, CouponIborDefinition> implements InstrumentDefinitionWithData<BondSecurity<? extends Payment, ? extends Coupon>, DoubleTimeSeries<ZonedDateTime>> { public DayCount getDayCount() { return _dayCount; } BondIborSecurityDefinition(final AnnuityPaymentFixedDefinition nominal, final AnnuityCouponIborDefinition coupon, final int exCouponDays, final int settlementDays, final Calendar calendar,
      final DayCount dayCount, final String issuer);  BondIborSecurityDefinition(final AnnuityPaymentFixedDefinition nominal, final AnnuityCouponIborDefinition coupon, final int exCouponDays, final int settlementDays, final Calendar calendar,
      final DayCount dayCount, final LegalEntity issuer); static BondIborSecurityDefinition from(final ZonedDateTime maturityDate, final ZonedDateTime firstAccrualDate, final IborIndex index, final int settlementDays, final DayCount dayCount,
      final BusinessDayConvention businessDay, final boolean isEOM, final String issuer, final Calendar calendar); static BondIborSecurityDefinition from(final ZonedDateTime maturityDate, final ZonedDateTime firstAccrualDate, final IborIndex index, final int settlementDays, final DayCount dayCount,
      final BusinessDayConvention businessDay, final boolean isEOM, final LegalEntity issuer, final Calendar calendar); DayCount getDayCount(); @Deprecated BondIborSecurity toDerivative(final ZonedDateTime date, final DoubleTimeSeries<ZonedDateTime> indexFixingTS, final ZonedDateTime settlementDate,
      final String... yieldCurveNames); @Override BondIborSecurity toDerivative(final ZonedDateTime date); @Override BondIborSecurity toDerivative(final ZonedDateTime date, final DoubleTimeSeries<ZonedDateTime> indexFixingTS); BondIborSecurity toDerivative(final ZonedDateTime date, final DoubleTimeSeries<ZonedDateTime> indexFixingTS, final ZonedDateTime settlementDate); @Override V accept(final InstrumentDefinitionVisitor<U, V> visitor, final U data); @Override V accept(final InstrumentDefinitionVisitor<?, V> visitor);  }
@Test public void testGetters() { assertEquals(SETTLEMENT_DAYS, FRN_DEFINITION.getSettlementDays()); assertEquals(DAY_COUNT, FRN_DEFINITION.getDayCount()); assertEquals(0, FRN_DEFINITION.getExCouponDays()); final AnnuityCouponIborDefinition coupon = AnnuityCouponIborDefinition.fromAccrualUnadjusted(START_ACCRUAL_DATE, MATURITY_DATE, 1.0, IBOR_INDEX, false, CALENDAR); assertEquals(coupon, FRN_DEFINITION.getCoupons()); final AnnuityDefinition<PaymentFixedDefinition> nominal = new AnnuityDefinition<>(new PaymentFixedDefinition[] {new PaymentFixedDefinition(CUR, BUSINESS_DAY.adjustDate(CALENDAR, MATURITY_DATE), 1.0) }, CALENDAR); assertEquals(nominal.getCurrency(), FRN_DEFINITION.getNominal().getCurrency()); assertEquals(nominal.getNthPayment(0).getPaymentDate(), FRN_DEFINITION.getNominal().getNthPayment(0).getPaymentDate()); assertEquals(nominal.getNthPayment(0).getReferenceAmount(), FRN_DEFINITION.getNominal().getNthPayment(0).getReferenceAmount()); }