public virtual void test_resolve_twoLegs()
{
IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG);
ResolvedIborCapFloor test = @base.resolve(REF_DATA);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
}
private IborCapFloorTrade(TradeInfo info, IborCapFloor product, AdjustablePayment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.premium = premium;
}
public virtual void test_resolve_oneLeg()
{
IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG);
ResolvedIborCapFloor test = @base.resolve(REF_DATA);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.Present, false);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborCapFloor test1 = IborCapFloor.of(CAPFLOOR_LEG);
coverImmutableBean(test1);
IborCapFloorLeg capFloor = IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(RECEIVE).build();
IborCapFloor test2 = IborCapFloor.of(capFloor, PAY_LEG);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborCapFloorTrade test1 = sut();
coverImmutableBean(test1);
IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build());
IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build();
coverBeanEquals(test1, test2);
}
public virtual void test_of_twoLegs_xccy()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG_XCCY);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG);
assertEquals(test.PayLeg.get(), PAY_LEG_XCCY);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, EUR));
assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, EUR));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M, EUR_EURIBOR_3M));
}
public virtual void test_of_oneLeg()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG);
assertEquals(test.CapFloorLeg, CAPFLOOR_LEG);
assertEquals(test.PayLeg.Present, false);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR));
assertEquals(test.allCurrencies(), ImmutableSet.of(EUR));
assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M));
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborCapFloor other = (IborCapFloor)obj;
return(JodaBeanUtils.equal(capFloorLeg, other.capFloorLeg) && JodaBeanUtils.equal(payLeg, other.payLeg));
}
return(false);
}
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 = (IborCapFloor)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (AdjustablePayment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_serialization()
{
IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG);
assertSerialization(test);
}
/// <summary>
/// Sets the cap/floor product that was agreed when the trade occurred.
/// <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(IborCapFloor 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(IborCapFloorTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.premium;
}
