public virtual void test_builder_default() { OvernightFuture test = OvernightFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).index(USD_FED_FUND).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).build(); assertEquals(test.SecurityId, SECURITY_ID); assertEquals(test.Currency, USD); assertEquals(test.Notional, NOTIONAL); assertEquals(test.AccrualFactor, ACCRUAL_FACTOR); assertEquals(test.LastTradeDate, LAST_TRADE_DATE); assertEquals(test.Index, USD_FED_FUND); assertEquals(test.Rounding, Rounding.none()); assertEquals(test.StartDate, START_DATE); assertEquals(test.EndDate, END_DATE); assertEquals(test.LastTradeDate, LAST_TRADE_DATE); assertEquals(test.AccrualMethod, OvernightAccrualMethod.AVERAGED_DAILY); }
//------------------------------------------------------------------------- public OvernightFuture createProduct(ReferenceData refData) { return(OvernightFuture.builder().securityId(SecurityId).notional(notional).accrualFactor(accrualFactor).index(index).accrualMethod(accrualMethod).lastTradeDate(lastTradeDate).startDate(startDate).endDate(endDate).rounding(rounding).build()); }
public virtual void test_builder_noIndex() { assertThrowsIllegalArg(() => OvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).rounding(ROUNDING).build()); }
internal static OvernightFuture sut2() { return(OvernightFuture.builder().securityId(SECURITY_ID2).currency(GBP).notional(NOTIONAL2).accrualFactor(ACCRUAL_FACTOR2).startDate(START_DATE2).endDate(END_DATE2).lastTradeDate(LAST_TRADE_DATE2).index(GBP_SONIA).accrualMethod(OvernightAccrualMethod.COMPOUNDED).rounding(Rounding.none()).build()); }
//------------------------------------------------------------------------- internal static OvernightFuture sut() { return(OvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).index(USD_FED_FUND).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).rounding(ROUNDING).build()); }