public virtual void test_withInfo()
{
BillSecurity @base = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
SecurityInfo info = SecurityInfo.of(SECURITY_ID, SecurityPriceInfo.ofCurrencyMinorUnit(CCY));
BillSecurity expected = BillSecurity.builder().dayCount(DAY_COUNT).info(info).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
assertEquals(@base.withInfo(info), expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BillSecurity test1 = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
coverImmutableBean(test1);
BillSecurity test2 = BillSecurity.builder().dayCount(DayCounts.ACT_365F).info(SecurityInfo.of(SecurityId.of("OG-Test", "ID2"), PRICE_INFO)).legalEntityId(LegalEntityId.of("OG-Ticker", "LE2")).notional(AdjustablePayment.of(CurrencyAmount.of(CCY, 10), MATURITY_DATE_ADJ)).settlementDateOffset(DaysAdjustment.ofBusinessDays(2, EUTA, BUSINESS_ADJUST)).yieldConvention(BillYieldConvention.INTEREST_AT_MATURITY).build();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
BillSecurity @base = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
Bill expectedProduct = Bill.builder().dayCount(DAY_COUNT).securityId(SECURITY_ID).dayCount(DAY_COUNT).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
assertEquals(@base.createProduct(ReferenceData.empty()), expectedProduct);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
BillTrade expectedTrade = BillTrade.builder().info(tradeInfo).product(expectedProduct).quantity(100).price(1.235).build();
assertEquals(@base.createTrade(tradeInfo, 100, 1.235, ReferenceData.empty()), expectedTrade);
}
public virtual void test_createPosition()
{
BillSecurity test = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
Bill product = Bill.builder().dayCount(DAY_COUNT).securityId(SECURITY_ID).dayCount(DAY_COUNT).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
PositionInfo positionInfo = PositionInfo.empty();
BillPosition expectedPosition1 = BillPosition.builder().info(positionInfo).product(product).longQuantity(100).build();
assertEquals(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
BillPosition expectedPosition2 = BillPosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
BillSecurity other = (BillSecurity)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(yieldConvention, other.yieldConvention) && JodaBeanUtils.equal(legalEntityId, other.legalEntityId) && JodaBeanUtils.equal(settlementDateOffset, other.settlementDateOffset));
}
return(false);
}
public virtual void test_builder()
{
BillSecurity test = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
assertEquals(test.Currency, CCY);
assertEquals(test.DayCount, DAY_COUNT);
assertEquals(test.Info, INFO);
assertEquals(test.LegalEntityId, LEGAL_ENTITY);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.SecurityId, SECURITY_ID);
assertEquals(test.SettlementDateOffset, SETTLE);
assertEquals(test.UnderlyingIds, ImmutableSet.of());
assertEquals(test.YieldConvention, YIELD_CONVENTION);
}
public virtual void test_builder_fail()
{
assertThrowsIllegalArg(() => BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(DaysAdjustment.ofBusinessDays(-1, USNY, BUSINESS_ADJUST)).yieldConvention(YIELD_CONVENTION).build());
assertThrowsIllegalArg(() => BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(AdjustablePayment.of(CurrencyAmount.of(CCY, -2_000_000), MATURITY_DATE_ADJ)).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build());
}
public virtual void test_serialization()
{
BillSecurity test = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
assertSerialization(test);
}