public virtual void test_of_wrongCounterCurrency()
{
ResolvedFxSingle nearLeg = ResolvedFxSingle.of(USD_P1550, EUR_P1590.negated(), DATE_2011_11_21);
ResolvedFxSingle farLeg = ResolvedFxSingle.of(GBP_M1000, EUR_P1590, DATE_2011_12_21);
assertThrowsIllegalArg(() => ResolvedFxSwap.of(nearLeg, farLeg));
}
internal static ResolvedFxSwap sut2()
{
ResolvedFxSingle nearLeg = ResolvedFxSingle.of(CurrencyAmount.of(GBP, 1_100), CurrencyAmount.of(USD, -1_650), DATE_2011_11_21);
ResolvedFxSingle farLeg = ResolvedFxSingle.of(CurrencyAmount.of(GBP, -1_100), CurrencyAmount.of(USD, 1_750), DATE_2011_12_21);
return(ResolvedFxSwap.of(nearLeg, farLeg));
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
ResolvedFxSwap test = sut();
assertEquals(test.NearLeg, NEAR_LEG);
assertEquals(test.FarLeg, FAR_LEG);
}
private ResolvedFxSwapTrade(TradeInfo info, ResolvedFxSwap product)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
FxSwap @base = sut();
ResolvedFxSwap test = @base.resolve(REF_DATA);
assertEquals(test.NearLeg, NEAR_LEG.resolve(REF_DATA));
assertEquals(test.FarLeg, FAR_LEG.resolve(REF_DATA));
}
public virtual void test_ofForwardPoints()
{
double nearRate = 1.6;
double fwdPoint = 0.1;
ResolvedFxSwap test = ResolvedFxSwap.ofForwardPoints(GBP_P1000, USD, nearRate, fwdPoint, DATE_2011_11_21, DATE_2011_12_21);
ResolvedFxSingle nearLegExp = ResolvedFxSingle.of(GBP_P1000, CurrencyAmount.of(USD, -1000.0 * nearRate), DATE_2011_11_21);
ResolvedFxSingle farLegExp = ResolvedFxSingle.of(GBP_M1000, CurrencyAmount.of(USD, 1000.0 * (nearRate + fwdPoint)), DATE_2011_12_21);
assertEquals(test.NearLeg, nearLegExp);
assertEquals(test.FarLeg, farLegExp);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedFxSwap other = (ResolvedFxSwap)obj;
return(JodaBeanUtils.equal(nearLeg, other.nearLeg) && JodaBeanUtils.equal(farLeg, other.farLeg));
}
return(false);
}
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 = (ResolvedFxSwap)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_of_sameSign()
{
ResolvedFxSingle farLeg = ResolvedFxSingle.of(GBP_M1000.negated(), USD_P1550.negated(), DATE_2011_12_21);
assertThrowsIllegalArg(() => ResolvedFxSwap.of(NEAR_LEG, farLeg));
}
public virtual void test_of_wrongBaseCurrency()
{
ResolvedFxSingle nearLeg = ResolvedFxSingle.of(EUR_P1590, USD_M1600, DATE_2011_11_21);
assertThrowsIllegalArg(() => ResolvedFxSwap.of(nearLeg, FAR_LEG));
}
public virtual void test_of_wrongOrder()
{
assertThrowsIllegalArg(() => ResolvedFxSwap.of(FAR_LEG, NEAR_LEG));
}
//-------------------------------------------------------------------------
internal static ResolvedFxSwap sut()
{
return(ResolvedFxSwap.of(NEAR_LEG, FAR_LEG));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a resolved FX swap trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the resolved trade </returns>
public static ResolvedFxSwapTrade of(TradeInfo info, ResolvedFxSwap product)
{
return(new ResolvedFxSwapTrade(info, product));
}
/// <summary>
/// Sets the resolved FX swap product.
/// <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(ResolvedFxSwap 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(ResolvedFxSwapTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
