//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFuture test = sut();
ResolvedIborFuture expected = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).iborRate(IborRateComputation.of(USD_LIBOR_3M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build();
assertEquals(test.resolve(REF_DATA), expected);
}
public virtual void test_builder_defaults()
{
ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(GBP).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).build();
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR_2M);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Index, GBP_LIBOR_2M);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.IborRate, IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA));
}
public virtual void test_builder_noCurrency()
{
ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build();
assertEquals(GBP, test.Currency);
}
public virtual void test_builder_noObservation()
{
assertThrowsIllegalArg(() => ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).currency(GBP).rounding(ROUNDING).build());
}
