//-------------------------------------------------------------------------
public virtual void test_summarize()
{
IborFuturePosition tes = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.IBOR_FUTURE).currencies(Currency.USD).description("IborFuture x 10").build();
assertEquals(tes.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
IborFuturePosition @base = sut();
double quantity = 75343d;
IborFuturePosition computed = @base.withQuantity(quantity);
IborFuturePosition expected = IborFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_builder_resolved()
{
IborFuturePosition test = sut();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.LongQuantity, QUANTITY, 0d);
assertEquals(test.ShortQuantity, 0d, 0d);
assertEquals(test.Quantity, QUANTITY, 0d);
assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFuturePosition other = (IborFuturePosition)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
IborFutureSecurity test = sut();
assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build();
assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
public IborFuturePosition withQuantity(double quantity)
{
return(IborFuturePosition.ofNet(info, product, quantity));
}
public IborFuturePosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
{
return(IborFuturePosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity));
}
public IborFuturePosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
{
return(IborFuturePosition.ofNet(positionInfo, createProduct(refData), quantity));
}
internal static IborFuturePosition sut2()
{
return(IborFuturePosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build());
}
//-------------------------------------------------------------------------
internal static IborFuturePosition sut()
{
return(IborFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build());
}
