public virtual void test_full_resolve()
        {
            ResolvedCdsIndexTrade test = sut().resolve(REF_DATA);

            assertEquals(test.Product, PRODUCT.resolve(REF_DATA));
            assertEquals(test.Info, TRADE_INFO);
            assertEquals(test.UpfrontFee.get(), UPFRONT.resolve(REF_DATA));
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM);

            assertEquals(test.resolve(REF_DATA).Premium, PREMIUM.resolve(REF_DATA));
            assertEquals(test.resolve(REF_DATA).Product, SWAPTION.resolve(REF_DATA));
            assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO);
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedBill resolved = US_BILL.resolve(REF_DATA);

            assertEquals(resolved.DayCount, DAY_COUNT);
            assertEquals(resolved.LegalEntityId, LEGAL_ENTITY);
            assertEquals(resolved.Notional, NOTIONAL.resolve(REF_DATA));
            assertEquals(resolved.SecurityId, SECURITY_ID);
            assertEquals(resolved.SettlementDateOffset, SETTLE);
            assertEquals(resolved.YieldConvention, YIELD_CONVENTION);
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxVanillaOptionTrade         test     = sut();
            ResolvedFxVanillaOptionTrade expected = ResolvedFxVanillaOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build();

            assertEquals(test.resolve(REF_DATA), expected);
        }
Beispiel #5
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        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedCmsTrade expected = ResolvedCmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build();

            assertEquals(sut().resolve(REF_DATA), expected);
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            FxSingleBarrierOptionTrade         @base    = sut();
            ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build();

            assertEquals(@base.resolve(REF_DATA), expected);
        }