//-------------------------------------------------------------------------
        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);
        }
Example #2
0
        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());
        }
Example #3
0
        // 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));
        }
Example #4
0
        // 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));
        }