public virtual void test_builder_min()
{
ResolvedCdsTrade test = ResolvedCdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertFalse(test.UpfrontFee.Present);
}
public virtual void test_builder_full()
{
ResolvedCdsTrade test = ResolvedCdsTrade.builder().product(PRODUCT).info(TRADE_INFO).upfrontFee(UPFRONT).build();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.UpfrontFee.get(), UPFRONT);
}
public virtual void test_full_resolve()
{
ResolvedCdsTrade test = sut().resolve(REF_DATA);
assertEquals(test.Product, PRODUCT.resolve(REF_DATA));
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.UpfrontFee.get(), UPFRONT.resolve(REF_DATA));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedCdsTrade test1 = ResolvedCdsTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build();
coverImmutableBean(test1);
ResolvedCds product = Cds.of(BUY, LEGAL_ENTITY, USD, 1.e9, START_DATE, END_DATE, Frequency.P6M, SAT_SUN, 0.067).resolve(REF_DATA);
ResolvedCdsTrade test2 = ResolvedCdsTrade.builder().product(product).info(TradeInfo.empty()).build();
coverBeanEquals(test1, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedCdsTrade other = (ResolvedCdsTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(upfrontFee, other.upfrontFee));
}
return(false);
}
public virtual void test_builder_min()
{
ResolvedCdsIndexTrade test = ResolvedCdsIndexTrade.builder().product(PRODUCT).info(TRADE_INFO).build();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertFalse(test.UpfrontFee.Present);
ResolvedCdsTrade singleName = test.toSingleNameCds();
assertEquals(singleName.Product, PRODUCT.toSingleNameCds());
assertEquals(singleName.Info, TRADE_INFO);
assertFalse(singleName.UpfrontFee.Present);
}
public virtual void test_builder_full()
{
ResolvedCdsIndexTrade test = ResolvedCdsIndexTrade.builder().product(PRODUCT).info(TRADE_INFO).upfrontFee(UPFRONT).build();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.UpfrontFee.get(), UPFRONT);
ResolvedCdsTrade singleName = test.toSingleNameCds();
assertEquals(singleName.Product, PRODUCT.toSingleNameCds());
assertEquals(singleName.Info, TRADE_INFO);
assertEquals(singleName.UpfrontFee.get(), UPFRONT);
}
//-------------------------------------------------------------------------
/// <summary>
/// Reduce this instance to {@code ResolvedCdsTrade}.
/// <para>
/// The resultant object is used for pricing CDS index trades under the homogeneous pool assumption on constituent
/// credit curves.
///
/// </para>
/// </summary>
/// <returns> the CDS trade </returns>
public ResolvedCdsTrade toSingleNameCds()
{
return(ResolvedCdsTrade.builder().product(product.toSingleNameCds()).info(info).upfrontFee(upfrontFee).build());
}
public virtual void test_serialization()
{
ResolvedCdsTrade test = ResolvedCdsTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build();
assertSerialization(test);
}
