C# (CSharp) com.opengamma.strata.product.capfloor IborCapFloorTrade.summarize Exemples

Exemple #1

        public virtual void test_summarize_floor()
        {
            IborCapFloorTrade    trade    = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).build();
            PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_CAP_FLOOR).currencies(Currency.EUR).description("5Y EUR 1mm Rec EUR-EURIBOR-3M Floor 3.25% : 17Mar11-17Mar16").build();

            assertEquals(trade.summarize(), expected);
        }