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