//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FxSingleTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_SINGLE).currencies(Currency.GBP, Currency.USD).description("Rec GBP 1k @ GBP/USD 1.6 : 30Jun15").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
OvernightFuturePosition test = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.OVERNIGHT_FUTURE).currencies(Currency.USD).description("OnFuture x 10").build();
assertEquals(test.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
TermDepositTrade trade = TermDepositTrade.builder().product(DEPOSIT).info(TRADE_INFO).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.TERM_DEPOSIT).currencies(Currency.GBP).description("6M GBP 100mm Deposit 2.5% : 19Jan15-19Jul15").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
SwaptionTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.SWAPTION).currencies(Currency.USD).description("Long 10Y USD 100mm Rec USD-LIBOR-3M / Pay 1.5% : 14Jun14").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FxNdfTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_NDF).currencies(Currency.GBP, Currency.USD).description("Rec GBP 100mm @ GBP/USD 1.5 NDF : 19Mar15").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
EtdOptionPosition trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.ETD_OPTION).currencies(SECURITY.Currency).description(SECURITY.SecurityId.StandardId.Value + " x 1000, Jun17 P2").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_summarize_singleLeg()
{
CmsTrade trade = CmsTrade.builder().product(Cms.of(CmsLegTest.sutCap())).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CMS).currencies(Currency.EUR).description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Cap 1.25% : 21Oct15-21Oct17").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FixedCouponBondPosition trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BOND).currencies(Currency.EUR).description("Bond x 10").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FraTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FRA).currencies(Currency.GBP).description("3x6 GBP 1mm Rec GBP-LIBOR / Pay 2.5% : 15Jun15-15Sep15").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_summarize()
{
BillPosition @base = BillPosition.builder().info(POSITION_INFO1).product(PRODUCT1).longQuantity(QUANTITY1).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO1.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BILL).currencies(USD).description("Bill2019-05-23 x 10").build();
assertEquals(@base.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
IborFutureTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_FUTURE).currencies(Currency.USD).description("IborFuture x 35").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
BillTrade trade = sut_yield();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.BILL).currencies(Currency.USD).description("Bill2019-05-23 x 123").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
SwapTrade trade = SwapTrade.of(TRADE_INFO, SWAP1);
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.SWAP).currencies(Currency.GBP, Currency.EUR, Currency.USD).description("7M Pay [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] / Rec [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] : 15Jan12-15Aug12").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
CdsIndexTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CDS_INDEX).currencies(Currency.USD).description("10Y9M Buy USD 1000mm AA-INDEX / 5% : 20Dec13-20Sep24").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
BulletPaymentTrade trade = BulletPaymentTrade.builder().info(TRADE_INFO).product(PRODUCT1).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.BULLET_PAYMENT).currencies(Currency.GBP).description("Pay GBP 1k : 30Jun15").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
OvernightFutureTrade trade = OvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.OVERNIGHT_FUTURE).currencies(Currency.USD).description("OnFuture x 35").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
EtdFutureTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.ETD_FUTURE).currencies(SECURITY.Currency).description(SECURITY.SecurityId.StandardId.Value + " x 3000, Jun17").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_summarize_floor()
{
IborCapFloorTrade trade = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_CAP_FLOOR).currencies(Currency.EUR).description("5Y EUR 1mm Rec EUR-EURIBOR-3M Floor 3.25% : 17Mar11-17Mar16").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_summarize_floor()
{
CmsTrade trade = CmsTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).premium(PREMIUM).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CMS).currencies(Currency.EUR).description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Floor 1.25% / Pay Premium : 21Oct15-21Oct17").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
BondFutureOptionTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.BOND_FUTURE_OPTION).currencies(Currency.USD).description("BondFutureOption x 1234").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FxVanillaOptionTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_VANILLA_OPTION).currencies(Currency.USD, Currency.EUR).description("Long Rec EUR 1mm @ EUR/USD 1.35 Premium EUR 50k : 14Feb15").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
CapitalIndexedBondTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.BOND).currencies(Currency.USD).description("Bond x 10").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
FxSwapTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_SWAP).currencies(Currency.GBP, Currency.USD).description("Rec GBP 1k @ GBP/USD 1.6 / Pay GBP 1k @ GBP/USD 1.55 : 21Nov11-21Dec11").build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
BondFutureOptionPosition tes = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BOND_FUTURE_OPTION).currencies(Currency.USD).description("BondFutureOption x 10").build();
assertEquals(tes.summarize(), expected);
}
public PortfolioItemSummary summarize()
{
//JAVA TO C# CONVERTER TODO TASK: Method reference arbitrary object instance method syntax is not converted by Java to C# Converter:
//JAVA TO C# CONVERTER TODO TASK: Most Java stream collectors are not converted by Java to C# Converter:
string typesStr = typedSensitivities.Keys.Select(CurveSensitivitiesType::toString).OrderBy(c => c).collect(joining(", ", "CurveSensitivities[", "]"));
return(PortfolioItemSummary.of(Id.orElse(null), PortfolioItemType.SENSITIVITIES, ProductType.SENSITIVITIES, typedSensitivities.values().stream().flatMap(s => s.Sensitivities.stream()).map(s => s.Currency).collect(toImmutableSet()), typesStr));
}
//-------------------------------------------------------------------------
public virtual void test_summary_trade()
{
StandardId id = StandardId.of("X", "Y");
Trade trade = new TradeAnonymousInnerClass(this, id);
string description = "desc";
PortfolioItemSummary expected = PortfolioItemSummary.of(id, PortfolioItemType.TRADE, ProductType.FRA, ImmutableSet.of(GBP), description);
assertEquals(SummarizerUtils.summary(trade, ProductType.FRA, description, GBP), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summary_position()
{
StandardId id = StandardId.of("X", "Y");
SecurityPosition position = SecurityPosition.builder().securityId(SecurityId.of("A", "B")).longQuantity(123).info(PositionInfo.of(id)).build();
string description = "desc";
PortfolioItemSummary expected = PortfolioItemSummary.of(id, PortfolioItemType.POSITION, ProductType.SECURITY, ImmutableSet.of(GBP), description);
assertEquals(SummarizerUtils.summary(position, ProductType.SECURITY, description, GBP), expected);
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
CurveSensitivities @base = sut2();
PortfolioItemSummary test = @base.summarize();
assertEquals(test.Id, ID2);
assertEquals(test.PortfolioItemType, PortfolioItemType.SENSITIVITIES);
assertEquals(test.ProductType, ProductType.SENSITIVITIES);
assertEquals(test.Currencies, ImmutableSet.of(EUR, USD));
assertEquals(test.Description, "CurveSensitivities[ZeroRateDelta, ZeroRateGamma]");
}
/// <summary>
/// Creates a summary instance for a trade.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="type"> the type </param>
/// <param name="description"> the description </param>
/// <param name="currencies"> the currencies, may be empty </param>
/// <returns> the string form </returns>
public static PortfolioItemSummary summary(Trade trade, ProductType type, string description, params Currency[] currencies)
{
return(PortfolioItemSummary.of(trade.Id.orElse(null), PortfolioItemType.TRADE, type, ImmutableSet.copyOf(currencies), description));
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates a summary instance for a position.
/// </summary>
/// <param name="position"> the position </param>
/// <param name="type"> the type </param>
/// <param name="description"> the description </param>
/// <param name="currencies"> the currencies, may be empty </param>
/// <returns> the string form </returns>
public static PortfolioItemSummary summary(Position position, ProductType type, string description, params Currency[] currencies)
{
return(PortfolioItemSummary.of(position.Id.orElse(null), PortfolioItemType.POSITION, type, ImmutableSet.copyOf(currencies), description));
}
