public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData)
{
ResolvedCapitalIndexedBond resolvedProduct = product.resolve(refData);
LocalDate settlementDate = calculateSettlementDate(refData);
double accruedInterest = resolvedProduct.accruedInterest(settlementDate) / product.Notional;
if (settlementDate.isBefore(resolvedProduct.StartDate))
{
throw new System.ArgumentException("Settlement date must not be before bond starts");
}
BondPaymentPeriod settlePeriod;
if (product.YieldConvention.Equals(CapitalIndexedBondYieldConvention.GB_IL_FLOAT))
{
settlePeriod = KnownAmountBondPaymentPeriod.of(Payment.of(product.Currency, -product.Notional * quantity * (price + accruedInterest), settlementDate), SchedulePeriod.of(resolvedProduct.StartDate, settlementDate, product.AccrualSchedule.StartDate, settlementDate));
}
else
{
RateComputation rateComputation = product.RateCalculation.createRateComputation(settlementDate);
settlePeriod = CapitalIndexedBondPaymentPeriod.builder().startDate(resolvedProduct.StartDate).unadjustedStartDate(product.AccrualSchedule.StartDate).endDate(settlementDate).rateComputation(rateComputation).currency(product.Currency).notional(-product.Notional * quantity * (price + accruedInterest)).realCoupon(1d).build();
}
return(ResolvedCapitalIndexedBondTrade.builder().info(info).product(resolvedProduct).quantity(quantity).settlement(ResolvedCapitalIndexedBondSettlement.of(settlementDate, price, settlePeriod)).build());
}
public virtual void test_resolve1()
{
ResolvedCapitalIndexedBondTrade test = sut1().resolve(REF_DATA);
ResolvedCapitalIndexedBondTrade expected = ResolvedCapitalIndexedBondTrade.builder().info(TRADE_INFO).product(PRODUCT1.resolve(REF_DATA)).quantity(QUANTITY).settlement(ResolvedCapitalIndexedBondSettlement.of(SETTLEMENT_DATE, PRICE, SETTLEMENT1)).build();
assertEquals(test, expected);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedCapitalIndexedBondTrade other = (ResolvedCapitalIndexedBondTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(quantity, other.quantity) && JodaBeanUtils.equal(settlement, other.settlement));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedCapitalIndexedBondTrade test = sut();
assertEquals(test.Settlement.Present, true);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedCapitalIndexedBondTrade expected = ResolvedCapitalIndexedBondTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build();
assertEquals(sut().resolve(REF_DATA), expected);
}