//------------------------------------------------------------------------- public virtual void test_builder() { OvernightFutureSecurity test = sut(); assertEquals(test.Info, INFO); assertEquals(test.SecurityId, PRODUCT.SecurityId); assertEquals(test.Currency, PRODUCT.Currency); assertEquals(test.UnderlyingIds, ImmutableSet.of()); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { OvernightFutureSecurity other = (OvernightFutureSecurity)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(accrualFactor, other.accrualFactor) && JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) && JodaBeanUtils.equal(startDate, other.startDate) && JodaBeanUtils.equal(endDate, other.endDate) && JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(accrualMethod, other.accrualMethod) && JodaBeanUtils.equal(rounding, other.rounding)); } return(false); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { OvernightFutureSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); OvernightFutureTrade expectedTrade = OvernightFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build(); assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); OvernightFuturePosition expectedPosition1 = OvernightFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); OvernightFuturePosition expectedPosition2 = OvernightFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
internal static OvernightFutureSecurity sut2() { return(OvernightFutureSecurity.builder().info(INFO2).notional(PRODUCT2.Notional).accrualFactor(PRODUCT2.AccrualFactor).index(PRODUCT2.Index).accrualMethod(PRODUCT2.AccrualMethod).lastTradeDate(PRODUCT2.LastTradeDate).startDate(PRODUCT2.StartDate).endDate(PRODUCT2.EndDate).rounding(PRODUCT2.Rounding).build()); }