//-------------------------------------------------------------------------
public virtual void test_builder_noDeliveryDate()
{
ResolvedBondFuture @base = sut();
ResolvedBondFuture test = ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).firstDeliveryDate(@base.FirstDeliveryDate).lastDeliveryDate(@base.LastDeliveryDate).lastTradeDate(@base.LastTradeDate).rounding(@base.Rounding).build();
assertEquals(test, @base);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedBondFutureTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedBondFuture)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedBondFutureTrade(PortfolioItemInfo info, ResolvedBondFuture product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedBondFutureOption beanToCopy)
{
this.securityId_Renamed = beanToCopy.SecurityId;
this.putCall_Renamed = beanToCopy.PutCall;
this.strikePrice_Renamed = beanToCopy.StrikePrice;
this.expiry_Renamed = beanToCopy.Expiry;
this.premiumStyle_Renamed = beanToCopy.PremiumStyle;
this.rounding_Renamed = beanToCopy.Rounding;
this.underlyingFuture_Renamed = beanToCopy.UnderlyingFuture;
}
public ResolvedBondFutureTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedBondFuture resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedBondFutureTrade(info, resolved, quantity, tradedPrice));
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="securityId"> the value of the property, not null </param>
/// <param name="putCall"> the value of the property </param>
/// <param name="strikePrice"> the value of the property </param>
/// <param name="expiry"> the value of the property, not null </param>
/// <param name="premiumStyle"> the value of the property, not null </param>
/// <param name="rounding"> the value of the property, not null </param>
/// <param name="underlyingFuture"> the value of the property, not null </param>
internal ResolvedBondFutureOption(SecurityId securityId, PutCall putCall, double strikePrice, ZonedDateTime expiry, FutureOptionPremiumStyle premiumStyle, Rounding rounding, ResolvedBondFuture underlyingFuture)
{
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(premiumStyle, "premiumStyle");
JodaBeanUtils.notNull(rounding, "rounding");
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.securityId = securityId;
this.putCall = putCall;
this.strikePrice = strikePrice;
this.expiry = expiry;
this.premiumStyle = premiumStyle;
this.rounding = rounding;
this.underlyingFuture = underlyingFuture;
validate();
}
public virtual void test_builder_fail()
{
ResolvedBondFuture @base = sut();
// wrong size
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket.subList(0, 1)).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// first notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// last notice date missing
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(@base.DeliveryBasket).conversionFactors(@base.ConversionFactors).firstNoticeDate(@base.FirstNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// basket list empty
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).firstNoticeDate(@base.FirstNoticeDate).lastNoticeDate(@base.LastNoticeDate).lastTradeDate(@base.LastTradeDate).build());
// notional mismatch
ResolvedFixedCouponBond bond0 = @base.DeliveryBasket.get(0);
ResolvedFixedCouponBond bond1 = bond0.toBuilder().nominalPayment(Payment.of(USD, 100, date(2016, 6, 30))).build();
assertThrowsIllegalArg(() => ResolvedBondFuture.builder().securityId(@base.SecurityId).deliveryBasket(bond0, bond1).conversionFactors(1d, 2d).firstNoticeDate(@base.FirstNoticeDate).firstDeliveryDate(@base.FirstDeliveryDate).lastNoticeDate(@base.LastNoticeDate).lastDeliveryDate(@base.LastDeliveryDate).lastTradeDate(@base.LastTradeDate).rounding(@base.Rounding).build());
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 1574023291: // securityId
this.securityId_Renamed = (SecurityId)newValue;
break;
case -219971059: // putCall
this.putCall_Renamed = (PutCall)newValue;
break;
case 50946231: // strikePrice
this.strikePrice_Renamed = (double?)newValue.Value;
break;
case -1289159373: // expiry
this.expiry_Renamed = (ZonedDateTime)newValue;
break;
case -1257652838: // premiumStyle
this.premiumStyle_Renamed = (FutureOptionPremiumStyle)newValue;
break;
case -142444: // rounding
this.rounding_Renamed = (Rounding)newValue;
break;
case -165476480: // underlyingFuture
this.underlyingFuture_Renamed = (ResolvedBondFuture)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
public ResolvedBondFutureOption resolve(ReferenceData refData)
{
ResolvedBondFuture resolved = underlyingFuture.resolve(refData);
return(new ResolvedBondFutureOption(securityId, putCall, strikePrice, Expiry, premiumStyle, rounding, resolved));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedBondFuture expected = ResolvedBondFuture.builder().securityId(SECURITY_ID).deliveryBasket(RESOLVED_BASKET).conversionFactors(CONVERSION_FACTOR).lastTradeDate(LAST_TRADING_DATE).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).rounding(ROUNDING).build();
assertEquals(sut().resolve(REF_DATA), expected);
}
public ResolvedBondFutureTrade resolve(ReferenceData refData)
{
ResolvedBondFuture resolved = product.resolve(refData);
return(new ResolvedBondFutureTrade(info, resolved, Quantity, null));
}
/// <summary>
/// Sets the future that was traded.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedBondFuture product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Sets the underlying future. </summary>
/// <param name="underlyingFuture"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder underlyingFuture(ResolvedBondFuture underlyingFuture)
{
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.underlyingFuture_Renamed = underlyingFuture;
return(this);
}