//-------------------------------------------------------------------------
public virtual void test_summarize()
{
BillTrade trade = sut_yield();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.BILL).currencies(Currency.USD).description("Bill2019-05-23 x 123").build();
assertEquals(trade.summarize(), expected);
}
/// <summary>
/// Generates a Bill trade instance where the price is computed from the traded yield.
/// </summary>
/// <param name="info"> the additional trade information </param>
/// <param name="product"> the bill that was traded </param>
/// <param name="quantity"> the quantity that was traded </param>
/// <param name="yield"> the yield at which the bill was traded </param>
/// <returns> the instance </returns>
public static BillTrade ofYield(TradeInfo info, Bill product, double quantity, double yield)
{
ArgChecker.isTrue(info.SettlementDate.Present, "Bill trades from yield need a settlement date");
LocalDate settlementDate = info.SettlementDate.get();
double price = product.priceFromYield(yield, settlementDate);
return(BillTrade.builder().info(info).product(product).quantity(quantity).price(price).build());
}
public virtual void test_withPrice()
{
BillTrade @base = sut_yield();
double price = 135d;
BillTrade computed = @base.withPrice(price);
BillTrade expected = BillTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(price).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
BillTrade @base = sut_price();
double quantity = 75343d;
BillTrade computed = @base.withQuantity(quantity);
BillTrade expected = BillTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(quantity).price(PRICE).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
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_builder_price()
{
BillTrade test = sut_price();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.Price, PRICE, TOLERANCE_PRICE);
assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
assertEquals(test.withPrice(129).Price, 129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
BillTrade other = (BillTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(quantity, other.quantity) && JodaBeanUtils.equal(price, other.price));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_ofYield()
{
BillTrade test = sut_yield();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Quantity, QUANTITY);
double price = 1.0d - YIELD * PRODUCT.DayCount.relativeYearFraction(SETTLEMENT_DATE, PRODUCT.Notional.Date.Unadjusted);
assertEquals(test.Price, price, TOLERANCE_PRICE);
assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
assertEquals(test.withPrice(129).Price, 129d, 0d);
}
public virtual void test_of_yield_settledate()
{
assertThrows(() => BillTrade.ofYield(TradeInfo.builder().tradeDate(TRADE_DATE).build(), PRODUCT, QUANTITY, YIELD), typeof(System.ArgumentException));
}
public virtual void test_settle_or_trade()
{
assertThrows(() => BillTrade.builder().info(TradeInfo.empty()).product(PRODUCT).quantity(QUANTITY).price(PRICE).build(), typeof(System.ArgumentException));
}
public virtual void test_price()
{
assertThrows(() => BillTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).build(), typeof(System.ArgumentException));
}
internal static BillTrade sut2()
{
return(BillTrade.builder().info(TRADE_INFO2).product(PRODUCT2).quantity(100L).price(PRICE2).build());
}
internal static BillTrade sut_price()
{
return(BillTrade.ofPrice(TRADE_INFO, PRODUCT, QUANTITY, PRICE));
}
//-------------------------------------------------------------------------
internal static BillTrade sut_yield()
{
return(BillTrade.ofYield(TRADE_INFO, PRODUCT, QUANTITY, YIELD));
}
/// <summary>
/// Generates a Bill trade instance from the price.
/// </summary>
/// <param name="info"> the additional trade information </param>
/// <param name="product"> the bill that was traded </param>
/// <param name="quantity"> the quantity that was traded </param>
/// <param name="price"> the price at which the bill was traded </param>
/// <returns> the instance </returns>
public static BillTrade ofPrice(TradeInfo info, Bill product, double quantity, double price)
{
return(BillTrade.builder().info(info).product(product).quantity(quantity).price(price).build());
}
