private ResolvedFraTrade(TradeInfo info, ResolvedFra product)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedFra other = (ResolvedFra)obj;
return(JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(paymentDate, other.paymentDate) && JodaBeanUtils.equal(startDate, other.startDate) && JodaBeanUtils.equal(endDate, other.endDate) && JodaBeanUtils.equal(yearFraction, other.yearFraction) && JodaBeanUtils.equal(fixedRate, other.fixedRate) && JodaBeanUtils.equal(floatingRate, other.floatingRate) && JodaBeanUtils.equal(discounting, other.discounting));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedFra test = sut();
assertEquals(test.PaymentDate, date(2015, 6, 16));
assertEquals(test.StartDate, date(2015, 6, 15));
assertEquals(test.EndDate, date(2015, 9, 15));
assertEquals(test.YearFraction, 0.25d, 0d);
assertEquals(test.FixedRate, 0.25d, 0d);
assertEquals(test.FloatingRate, IborRateComputation.of(GBP_LIBOR_3M, date(2015, 6, 12), REF_DATA));
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL_1M, 0d);
assertEquals(test.Discounting, ISDA);
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
public virtual void test_resolve_IborInterpolated()
{
Fra fra = Fra.builder().buySell(SELL).notional(NOTIONAL_1M).startDate(date(2015, 6, 12)).endDate(date(2015, 9, 5)).businessDayAdjustment(BDA_MOD_FOLLOW).fixedRate(FIXED_RATE).index(GBP_LIBOR_3M).indexInterpolated(GBP_LIBOR_2M).fixingDateOffset(MINUS_TWO_DAYS).build();
ResolvedFra test = fra.resolve(REF_DATA);
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, -NOTIONAL_1M, 0d); // sell
assertEquals(test.StartDate, date(2015, 6, 12));
assertEquals(test.EndDate, date(2015, 9, 7));
assertEquals(test.PaymentDate, date(2015, 6, 12));
assertEquals(test.FixedRate, FIXED_RATE, 0d);
assertEquals(test.FloatingRate, IborInterpolatedRateComputation.of(GBP_LIBOR_2M, GBP_LIBOR_3M, date(2015, 6, 10), REF_DATA));
assertEquals(test.YearFraction, ACT_365F.yearFraction(date(2015, 6, 12), date(2015, 9, 7)), 0d);
assertEquals(test.Discounting, ISDA);
}
//-------------------------------------------------------------------------
public virtual void test_resolve_Ibor()
{
Fra fra = Fra.builder().buySell(BUY).notional(NOTIONAL_1M).startDate(date(2015, 6, 15)).endDate(date(2015, 9, 15)).paymentDate(AdjustableDate.of(date(2015, 6, 20), BDA_MOD_FOLLOW)).fixedRate(FIXED_RATE).index(GBP_LIBOR_3M).fixingDateOffset(MINUS_TWO_DAYS).build();
ResolvedFra test = fra.resolve(REF_DATA);
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL_1M, 0d);
assertEquals(test.StartDate, date(2015, 6, 15));
assertEquals(test.EndDate, date(2015, 9, 15));
assertEquals(test.PaymentDate, date(2015, 6, 22));
assertEquals(test.FixedRate, FIXED_RATE, 0d);
assertEquals(test.FloatingRate, IborRateComputation.of(GBP_LIBOR_3M, date(2015, 6, 11), REF_DATA));
assertEquals(test.YearFraction, ACT_365F.yearFraction(date(2015, 6, 15), date(2015, 9, 15)), 0d);
assertEquals(test.Discounting, ISDA);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedFra)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
internal static ResolvedFra sut2()
{
return(ResolvedFra.builder().paymentDate(date(2015, 6, 17)).startDate(date(2015, 6, 16)).endDate(date(2015, 9, 16)).yearFraction(0.26d).fixedRate(0.27d).floatingRate(IborRateComputation.of(GBP_LIBOR_2M, date(2015, 6, 12), REF_DATA)).currency(USD).notional(NOTIONAL_2M).discounting(FraDiscountingMethod.NONE).build());
}
//-------------------------------------------------------------------------
internal static ResolvedFra sut()
{
return(ResolvedFra.builder().paymentDate(date(2015, 6, 16)).startDate(date(2015, 6, 15)).endDate(date(2015, 9, 15)).yearFraction(0.25d).fixedRate(0.25d).floatingRate(IborRateComputation.of(GBP_LIBOR_3M, date(2015, 6, 12), REF_DATA)).currency(GBP).notional(NOTIONAL_1M).discounting(ISDA).build());
}
public virtual void test_serialization()
{
ResolvedFra test = sut();
assertSerialization(test);
}
public virtual void test_builder_datesInOrder()
{
assertThrowsIllegalArg(() => ResolvedFra.builder().notional(NOTIONAL_1M).paymentDate(date(2015, 6, 15)).startDate(date(2015, 6, 15)).endDate(date(2015, 6, 14)).fixedRate(0.25d).floatingRate(IborRateComputation.of(GBP_LIBOR_3M, date(2015, 6, 12), REF_DATA)).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a resolved FRA trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the resolved trade </returns>
public static ResolvedFraTrade of(TradeInfo info, ResolvedFra product)
{
return(new ResolvedFraTrade(info, product));
}
/// <summary>
/// Sets the resolved FRA product.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedFra product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedFraTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
