public virtual void test_withPrice()
{
IborFutureTrade @base = sut();
double price = 0.95;
IborFutureTrade computed = @base.withPrice(price);
IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(price).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
IborFutureTrade @base = sut();
double quantity = 65243;
IborFutureTrade computed = @base.withQuantity(quantity);
IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(quantity).price(PRICE).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
IborFutureSecurity test = sut();
assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build();
assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
internal static IborFutureTrade sut2()
{
return(IborFutureTrade.builder().product(PRODUCT2).quantity(QUANTITY2).price(PRICE2).build());
}
//-------------------------------------------------------------------------
internal static IborFutureTrade sut()
{
return(IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build());
}