public virtual void test_of_near_far()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
assertEquals(test.PeriodToNear, NEAR_PERIOD);
assertEquals(test.PeriodToFar, FAR_PERIOD);
assertEquals(test.Convention, CONVENTION);
assertEquals(test.CurrencyPair, EUR_USD);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
coverImmutableBean(test);
FxSwapTemplate test2 = FxSwapTemplate.of(Period.ofMonths(4), Period.ofMonths(7), CONVENTION2);
coverBeanEquals(test, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxSwapTemplate other = (FxSwapTemplate)obj;
return(JodaBeanUtils.equal(periodToNear, other.periodToNear) && JodaBeanUtils.equal(periodToFar, other.periodToFar) && JodaBeanUtils.equal(convention, other.convention));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FxSwapTemplate @base = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
LocalDate tradeDate = LocalDate.of(2015, 10, 29);
FxSwapTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_EUR, FX_RATE_NEAR, FX_RATE_PTS, REF_DATA);
LocalDate spotDate = PLUS_TWO_DAYS.adjust(tradeDate, REF_DATA);
LocalDate nearDate = spotDate.plus(NEAR_PERIOD);
LocalDate farDate = spotDate.plus(FAR_PERIOD);
BusinessDayAdjustment bda = CONVENTION.BusinessDayAdjustment;
FxSwap expected = FxSwap.ofForwardPoints(CurrencyAmount.of(EUR, NOTIONAL_EUR), FxRate.of(EUR, USD, FX_RATE_NEAR), FX_RATE_PTS, nearDate, farDate, bda);
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains a template based on the specified period and convention.
/// <para>
/// The near date is equal to the spot date.
/// The period from the spot date to the far date is specified
/// </para>
/// <para>
/// For example, a '6M' FX swap has a near leg on the spot date and a period from spot to the far date of 6 months
///
/// </para>
/// </summary>
/// <param name="periodToFar"> the period between the spot date and the far date </param>
/// <param name="convention"> the market convention </param>
/// <returns> the template </returns>
public static FxSwapTemplate of(Period periodToFar, FxSwapConvention convention)
{
return(FxSwapTemplate.builder().periodToNear(Period.ZERO).periodToFar(periodToFar).convention(convention).build());
}
public virtual void test_builder_insufficientInfo()
{
assertThrowsIllegalArg(() => FxSwapTemplate.builder().convention(CONVENTION).build());
assertThrowsIllegalArg(() => FxSwapTemplate.builder().periodToNear(NEAR_PERIOD).build());
assertThrowsIllegalArg(() => FxSwapTemplate.builder().periodToFar(FAR_PERIOD).build());
}
public virtual void test_serialization()
{
FxSwapTemplate test = FxSwapTemplate.of(NEAR_PERIOD, FAR_PERIOD, CONVENTION);
assertSerialization(test);
}
