//-------------------------------------------------------------------------
public virtual void test_builder_noDeliveryDate()
{
ResolvedBondFuture @base = sut();
ResolvedBondFuture test = ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).firstDeliveryDate(@base.FirstDeliveryDate).lastDeliveryDate(@base.LastDeliveryDate).lastTradeDate(@base.LastTradeDate).rounding(@base.Rounding).build();
assertEquals(test, @base);
}
public virtual void test_builder_fail()
{
ResolvedBondFuture @base = sut();
// wrong size
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket.subList(0, 1)).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// first notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// last notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// basket list empty
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// notional mismatch
ResolvedFixedCouponBond bond0 = @base.DeliveryBasket.get(0);
ResolvedFixedCouponBond bond1 = bond0.toBuilder().nominalPayment(Payment.of(USD, 100, date(2016, 6, 30))).build();
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(bond0, bond1).conversionFactors(1d, 2d).firstNoticeDate(@base.FirstNoticeDate).firstDeliveryDate(@base.FirstDeliveryDate).lastNoticeDate(@base.LastNoticeDate).lastDeliveryDate(@base.LastDeliveryDate).lastTradeDate(@base.LastTradeDate).rounding(@base.Rounding).build());
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedBondFuture expected = ResolvedBondFuture.builder().securityId(SECURITY_ID).deliveryBasket(RESOLVED_BASKET).conversionFactors(CONVERSION_FACTOR).lastTradeDate(LAST_TRADING_DATE).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).rounding(ROUNDING).build();
assertEquals(sut().resolve(REF_DATA), expected);
}