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 = (ResolvedCapitalIndexedBond)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case 73828649: // settlement
this.settlement_Renamed = (ResolvedCapitalIndexedBondSettlement)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(ResolvedCapitalIndexedBondTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.settlement_Renamed = beanToCopy.settlement;
}
public virtual void test_of()
{
ResolvedCapitalIndexedBondSettlement test = sut();
assertEquals(test.SettlementDate, SETTLE_DATE);
assertEquals(test.Price, PRICE);
assertEquals(test.Payment, SETTLE_PERIOD);
}
/// <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="settlement"> the value of the property </param>
internal ResolvedCapitalIndexedBondTrade(PortfolioItemInfo info, ResolvedCapitalIndexedBond product, double quantity, ResolvedCapitalIndexedBondSettlement settlement)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.settlement = settlement;
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedCapitalIndexedBondSettlement other = (ResolvedCapitalIndexedBondSettlement)obj;
return(JodaBeanUtils.equal(settlementDate, other.settlementDate) && JodaBeanUtils.equal(price, other.price) && JodaBeanUtils.equal(payment, other.payment));
}
return(false);
}
internal static ResolvedCapitalIndexedBondSettlement sut2()
{
return(ResolvedCapitalIndexedBondSettlement.of(SETTLE_DATE2, PRICE2, SETTLE_PERIOD2));
}
/// <summary>
/// Sets the settlement details of the bond trade.
/// <para>
/// When this class is used to represent a position, this property will be empty.
/// </para>
/// </summary>
/// <param name="settlement"> the new value </param>
/// <returns> this, for chaining, not null </returns>
public Builder settlement(ResolvedCapitalIndexedBondSettlement settlement)
{
this.settlement_Renamed = settlement;
return(this);
}
public virtual void test_resolve1()
{
ResolvedCapitalIndexedBondTrade test = sut1().resolve(REF_DATA);
ResolvedCapitalIndexedBondTrade expected = ResolvedCapitalIndexedBondTrade.builder().info(TRADE_INFO).product(PRODUCT1.resolve(REF_DATA)).quantity(QUANTITY).settlement(ResolvedCapitalIndexedBondSettlement.of(SETTLEMENT_DATE, PRICE, SETTLEMENT1)).build();
assertEquals(test, expected);
}
public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData)
{
ResolvedCapitalIndexedBond resolvedProduct = product.resolve(refData);
LocalDate settlementDate = calculateSettlementDate(refData);
double accruedInterest = resolvedProduct.accruedInterest(settlementDate) / product.Notional;
if (settlementDate.isBefore(resolvedProduct.StartDate))
{
throw new System.ArgumentException("Settlement date must not be before bond starts");
}
BondPaymentPeriod settlePeriod;
if (product.YieldConvention.Equals(CapitalIndexedBondYieldConvention.GB_IL_FLOAT))
{
settlePeriod = KnownAmountBondPaymentPeriod.of(Payment.of(product.Currency, -product.Notional * quantity * (price + accruedInterest), settlementDate), SchedulePeriod.of(resolvedProduct.StartDate, settlementDate, product.AccrualSchedule.StartDate, settlementDate));
}
else
{
RateComputation rateComputation = product.RateCalculation.createRateComputation(settlementDate);
settlePeriod = CapitalIndexedBondPaymentPeriod.builder().startDate(resolvedProduct.StartDate).unadjustedStartDate(product.AccrualSchedule.StartDate).endDate(settlementDate).rateComputation(rateComputation).currency(product.Currency).notional(-product.Notional * quantity * (price + accruedInterest)).realCoupon(1d).build();
}
return(ResolvedCapitalIndexedBondTrade.builder().info(info).product(resolvedProduct).quantity(quantity).settlement(ResolvedCapitalIndexedBondSettlement.of(settlementDate, price, settlePeriod)).build());
}
