public virtual void test_summarize_singleLeg()
{
CmsTrade trade = CmsTrade.builder().product(Cms.of(CmsLegTest.sutCap())).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CMS).currencies(Currency.EUR).description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Cap 1.25% : 21Oct15-21Oct17").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_resolve_twoLegs()
{
Cms @base = sutCap();
ResolvedCms test = @base.resolve(REF_DATA);
assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA));
}
public virtual void test_resolve_oneLeg()
{
Cms @base = Cms.of(CMS_LEG);
ResolvedCms test = @base.resolve(REF_DATA);
assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
assertFalse(test.PayLeg.Present);
}
private CmsTrade(TradeInfo info, Cms product, AdjustablePayment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.premium = premium;
}
public virtual void test_of_oneLeg()
{
Cms test = Cms.of(CMS_LEG);
assertEquals(test.CmsLeg, CMS_LEG);
assertFalse(test.PayLeg.Present);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
}
//-------------------------------------------------------------------------
public virtual void test_of_twoLegs()
{
Cms test = sutCap();
assertEquals(test.CmsLeg, CMS_LEG);
assertEquals(test.PayLeg.get(), PAY_LEG);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
assertEquals(test.allRateIndices(), ImmutableSet.of(CMS_LEG.UnderlyingIndex));
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
Cms other = (Cms)obj;
return(JodaBeanUtils.equal(cmsLeg, other.cmsLeg) && JodaBeanUtils.equal(payLeg, other.payLeg));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (Cms)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (AdjustablePayment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
internal static Cms sutFloor()
{
return(Cms.of(CmsLeg.builder().floorSchedule(STRIKE).index(INDEX).notional(NOTIONAL).payReceive(RECEIVE).paymentSchedule(SCHEDULE_EUR).build()));
}
//-------------------------------------------------------------------------
internal static Cms sutCap()
{
return(Cms.of(CMS_LEG, PAY_LEG));
}
/// <summary>
/// Sets the CMS product that was agreed when the trade occurred.
/// <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(Cms product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(CmsTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.premium;
}