private ResolvedIborFixingDepositTrade(TradeInfo info, ResolvedIborFixingDeposit product)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedIborFixingDeposit test1 = ResolvedIborFixingDeposit.builder().currency(GBP).notional(NOTIONAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).floatingRate(RATE_COMP).fixedRate(RATE).build();
coverImmutableBean(test1);
ResolvedIborFixingDeposit test2 = ResolvedIborFixingDeposit.builder().currency(GBP).notional(-100000000d).startDate(START_DATE).endDate(LocalDate.of(2015, 4, 20)).yearFraction(0.25).floatingRate(IborRateComputation.of(GBP_LIBOR_3M, FIXING_DATE, REF_DATA)).fixedRate(0.0375).build();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedIborFixingDeposit test = ResolvedIborFixingDeposit.builder().currency(GBP).notional(NOTIONAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).floatingRate(RATE_COMP).fixedRate(RATE).build();
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, END_DATE);
assertEquals(test.YearFraction, YEAR_FRACTION);
assertEquals(test.FloatingRate, RATE_COMP);
assertEquals(test.FixedRate, RATE);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedIborFixingDeposit other = (ResolvedIborFixingDeposit)obj;
return(JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && 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));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFixingDeposit @base = IborFixingDeposit.builder().buySell(SELL).notional(NOTIONAL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).index(GBP_LIBOR_6M).fixedRate(RATE).build();
ResolvedIborFixingDeposit test = @base.resolve(REF_DATA);
LocalDate expectedEndDate = BDA_MOD_FOLLOW.adjust(END_DATE, REF_DATA);
double expectedYearFraction = ACT_365F.yearFraction(START_DATE, expectedEndDate);
IborRateComputation expectedObservation = IborRateComputation.of(GBP_LIBOR_6M, GBP_LIBOR_6M.FixingDateOffset.adjust(START_DATE, REF_DATA), REF_DATA);
assertEquals(test.Currency, GBP);
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, expectedEndDate);
assertEquals(test.FloatingRate, expectedObservation);
assertEquals(test.Notional, -NOTIONAL);
assertEquals(test.FixedRate, RATE);
assertEquals(test.YearFraction, expectedYearFraction);
}
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 = (ResolvedIborFixingDeposit)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_serialization()
{
ResolvedIborFixingDeposit test = ResolvedIborFixingDeposit.builder().currency(GBP).notional(NOTIONAL).startDate(START_DATE).endDate(END_DATE).yearFraction(YEAR_FRACTION).floatingRate(RATE_COMP).fixedRate(RATE).build();
assertSerialization(test);
}
public virtual void test_builder_wrongDates()
{
assertThrowsIllegalArg(() => ResolvedIborFixingDeposit.builder().currency(GBP).notional(NOTIONAL).startDate(LocalDate.of(2015, 8, 20)).endDate(END_DATE).yearFraction(YEAR_FRACTION).floatingRate(RATE_COMP).fixedRate(RATE).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a resolved Ibor Fixing Deposit trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the resolved trade </returns>
public static ResolvedIborFixingDepositTrade of(TradeInfo info, ResolvedIborFixingDeposit product)
{
return(new ResolvedIborFixingDepositTrade(info, product));
}
/// <summary>
/// Sets the resolved Ibor Fixing Deposit 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(ResolvedIborFixingDeposit 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(ResolvedIborFixingDepositTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
