//-------------------------------------------------------------------------
public virtual void test_builder()
{
Swaption test = sut();
assertEquals(test.ExpiryDate, ADJUSTABLE_EXPIRY_DATE);
assertEquals(test.ExpiryTime, EXPIRY_TIME);
assertEquals(test.ExpiryZone, ZONE);
assertEquals(test.Expiry, EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(ZONE));
assertEquals(test.LongShort, LONG);
assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE);
assertEquals(test.Underlying, SWAP);
assertEquals(test.Currency, USD);
assertEquals(test.Index, IborIndices.USD_LIBOR_3M);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(USD));
assertEquals(test.allCurrencies(), ImmutableSet.of(USD));
}
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 = (Swaption)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (AdjustablePayment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Obtains an instance of a Swaption trade with an adjustable payment.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <param name="premium"> the premium </param>
/// <returns> the trade </returns>
public static SwaptionTrade of(TradeInfo info, Swaption product, AdjustablePayment premium)
{
return(new SwaptionTrade(info, product, premium));
}
/// <summary>
/// Sets the swaption 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(Swaption 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(SwaptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
public virtual void test_builder_invalidSwapBasis()
{
assertThrowsIllegalArg(() => Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP_BASIS).build());
}
public virtual void test_builder_expiryAfterStart()
{
assertThrowsIllegalArg(() => Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 17), ADJUSTMENT)).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build());
}
internal static Swaption sut2()
{
return(Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 10), ADJUSTMENT)).expiryTime(LocalTime.of(14, 0)).expiryZone(ZoneId.of("GMT")).longShort(SHORT).swaptionSettlement(CASH_SETTLE).underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M.createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA).Product).build());
}
//-------------------------------------------------------------------------
internal static Swaption sut()
{
return(Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build());
}