public virtual void test_createTrade_withFee()
{
TenorCdsTemplate base1 = TenorCdsTemplate.of(TENOR_10Y, CONV1);
TenorCdsTemplate base2 = TenorCdsTemplate.of(AccrualStart.NEXT_DAY, TENOR_2Y, CONV2);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
AdjustablePayment payment1 = AdjustablePayment.of(EUR, NOTIONAL_2M, CONV1.SettlementDateOffset.adjust(tradeDate, REF_DATA));
AdjustablePayment payment2 = AdjustablePayment.of(USD, NOTIONAL_2M, CONV2.SettlementDateOffset.adjust(tradeDate, REF_DATA));
LocalDate startDate1 = date(2015, 3, 20);
LocalDate endDate1 = date(2025, 6, 20);
LocalDate startDate2 = date(2015, 5, 6);
LocalDate endDate2 = date(2017, 6, 20);
CdsTrade test1 = base1.createTrade(LEGAL_ENTITY, tradeDate, BUY, NOTIONAL_2M, 0.05d, payment1, REF_DATA);
CdsTrade test2 = base2.createTrade(LEGAL_ENTITY, tradeDate, BUY, NOTIONAL_2M, 0.05d, payment2, REF_DATA);
Cds expected1 = Cds.of(BUY, LEGAL_ENTITY, CONV1.Currency, NOTIONAL_2M, startDate1, endDate1, Frequency.P3M, CONV1.SettlementDateOffset.Calendar, 0.05d);
PeriodicSchedule sch1 = expected1.PaymentSchedule;
expected1 = expected1.toBuilder().paymentSchedule(sch1.toBuilder().startDateBusinessDayAdjustment(sch1.BusinessDayAdjustment).rollConvention(RollConventions.DAY_20).build()).build();
Cds expected2 = Cds.of(BUY, LEGAL_ENTITY, CONV2.Currency, NOTIONAL_2M, startDate2, endDate2, Frequency.P3M, CONV2.SettlementDateOffset.Calendar, 0.05d);
PeriodicSchedule sch2 = expected2.PaymentSchedule;
expected2 = expected2.toBuilder().paymentSchedule(sch2.toBuilder().startDateBusinessDayAdjustment(sch2.BusinessDayAdjustment).rollConvention(RollConventions.DAY_20).build()).build();
assertEquals(test1.Info.TradeDate, tradeDate);
assertEquals(test1.UpfrontFee, payment1);
assertEquals(test1.Product, expected1);
assertEquals(test2.Info.TradeDate, tradeDate);
assertEquals(test2.UpfrontFee, payment2);
assertEquals(test2.Product, expected2);
}
public virtual void test_of_accStart()
{
TenorCdsTemplate test = TenorCdsTemplate.of(AccrualStart.NEXT_DAY, TENOR_10Y, CONV2);
assertEquals(test.AccrualStart, AccrualStart.NEXT_DAY);
assertEquals(test.Tenor, TENOR_10Y);
assertEquals(test.Convention, CONV2);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
TenorCdsTemplate test = TenorCdsTemplate.of(TENOR_10Y, CONV1);
assertEquals(test.AccrualStart, AccrualStart.IMM_DATE);
assertEquals(test.Tenor, TENOR_10Y);
assertEquals(test.Convention, CONV1);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
TenorCdsTemplate test1 = TenorCdsTemplate.of(TENOR_10Y, CONV1);
coverImmutableBean(test1);
TenorCdsTemplate test2 = TenorCdsTemplate.of(AccrualStart.NEXT_DAY, TENOR_10Y, CONV2);
coverBeanEquals(test1, test2);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
TenorCdsTemplate other = (TenorCdsTemplate)obj;
return(JodaBeanUtils.equal(accrualStart, other.accrualStart) && JodaBeanUtils.equal(tenor, other.tenor) && JodaBeanUtils.equal(convention, other.convention));
}
return(false);
}
public virtual void test_serialization()
{
TenorCdsTemplate test = TenorCdsTemplate.of(TENOR_10Y, CONV1);
assertSerialization(test);
}
