//-------------------------------------------------------------------------
public virtual void test_resolve()
{
OvernightFuture @base = sut();
ResolvedOvernightFuture expected = ResolvedOvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).overnightRate(OvernightRateComputation.of(USD_FED_FUND, START_DATE, END_DATE, 0, OvernightAccrualMethod.AVERAGED_DAILY, REF_DATA)).lastTradeDate(LAST_TRADE_DATE).rounding(ROUNDING).build();
assertEquals(@base.resolve(REF_DATA), expected);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedOvernightFuture)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedOvernightFutureTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedOvernightFuture test1 = ResolvedOvernightFuture.builder().currency(USD).accrualFactor(ACCRUAL_FACTOR_1M).lastTradeDate(LAST_TRADE_DATE).overnightRate(RATE_COMPUTATION).notional(NOTIONAL).rounding(ROUNDING).securityId(SECURITY_ID).build();
coverImmutableBean(test1);
ResolvedOvernightFuture test2 = ResolvedOvernightFuture.builder().currency(GBP).accrualFactor(0.25).lastTradeDate(date(2018, 9, 28)).overnightRate(OvernightRateComputation.of(GBP_SONIA, date(2018, 9, 1), date(2018, 9, 30), 0, OvernightAccrualMethod.AVERAGED_DAILY, REF_DATA)).notional(1.0e8).securityId(SecurityId.of("OG-Test", "OnFuture2")).build();
coverBeanEquals(test1, test2);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedOvernightFutureTrade(PortfolioItemInfo info, ResolvedOvernightFuture product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
public ResolvedOvernightFutureTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedOvernightFuture resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedOvernightFutureTrade(info, resolved, quantity, tradedPrice));
}
public virtual void test_builder_default()
{
ResolvedOvernightFuture test = ResolvedOvernightFuture.builder().accrualFactor(ACCRUAL_FACTOR_1M).lastTradeDate(LAST_TRADE_DATE).overnightRate(RATE_COMPUTATION).notional(NOTIONAL).securityId(SECURITY_ID).build();
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR_1M);
assertEquals(test.Currency, USD);
assertEquals(test.Index, USD_FED_FUND);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.OvernightRate, RATE_COMPUTATION);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.SecurityId, SECURITY_ID);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedOvernightFuture other = (ResolvedOvernightFuture)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(accrualFactor, other.accrualFactor) && JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) && JodaBeanUtils.equal(overnightRate, other.overnightRate) && JodaBeanUtils.equal(rounding, other.rounding));
}
return(false);
}
public virtual void test_serialization()
{
ResolvedOvernightFuture test = ResolvedOvernightFuture.builder().currency(USD).accrualFactor(ACCRUAL_FACTOR_1M).lastTradeDate(LAST_TRADE_DATE).overnightRate(RATE_COMPUTATION).notional(NOTIONAL).rounding(ROUNDING).securityId(SECURITY_ID).build();
assertSerialization(test);
}
public ResolvedOvernightFutureTrade resolve(ReferenceData refData)
{
ResolvedOvernightFuture resolved = product.resolve(refData);
return(new ResolvedOvernightFutureTrade(info, resolved, Quantity, null));
}
/// <summary>
/// Sets the future that was traded.
/// <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(ResolvedOvernightFuture product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
