//------------------------------------------------------------------------- public virtual void test_resolveTarget() { GenericSecurity security = GenericSecurity.of(SECURITY.Info); Trade test = sut().resolveTarget(ImmutableReferenceData.of(SECURITY.SecurityId, security)); GenericSecurityTrade expected = GenericSecurityTrade.of(TRADE_INFO, security, 3000, 20); assertEquals(test, expected); }
private static Trade trade() { SecurityInfo info = SecurityInfo.of(SecurityId.of("OG-Test", "1"), 20, CurrencyAmount.of(USD, 10)); GenericSecurity security = GenericSecurity.of(info); TradeInfo tradeInfo = TradeInfo.builder().counterparty(StandardId.of("cpty", "a")).build(); return(GenericSecurityTrade.builder().info(tradeInfo).security(security).quantity(123).price(456).build()); }
// create an options trade that embeds details of the security private static Trade createOptionTrade2() { TradeInfo tradeInfo = TradeInfo.builder().addAttribute(AttributeType.DESCRIPTION, "15 x Call on Euro-Bund Mar14").counterparty(StandardId.of("mn", "Dealer G")).settlementDate(LocalDate.of(2013, 1, 15)).build(); return(GenericSecurityTrade.of(tradeInfo, OGBL_MAR14_C150, 15, 1.62)); }
// create a futures trade that embeds details of the security private static Trade createFutureTrade2() { TradeInfo tradeInfo = TradeInfo.builder().addAttribute(AttributeType.DESCRIPTION, "8 x EuroDollar Mar14").counterparty(StandardId.of("mn", "Dealer G")).settlementDate(LocalDate.of(2013, 12, 18)).build(); return(GenericSecurityTrade.of(tradeInfo, ED_MAR14, 8, 99.550)); }