//------------------------------------------------------------------------- public virtual void test_resolve() { OvernightFuture @base = sut(); ResolvedOvernightFuture expected = ResolvedOvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).overnightRate(OvernightRateComputation.of(USD_FED_FUND, START_DATE, END_DATE, 0, OvernightAccrualMethod.AVERAGED_DAILY, REF_DATA)).lastTradeDate(LAST_TRADE_DATE).rounding(ROUNDING).build(); assertEquals(@base.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { OvernightFutureTrade test = OvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build(); ResolvedOvernightFutureTrade resolved = test.resolve(REF_DATA); assertEquals(resolved.Info, TRADE_INFO); assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA)); assertEquals(resolved.Quantity, QUANTITY); assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE)); }
//------------------------------------------------------------------------- public virtual void test_resolve() { OvernightFuturePosition @base = OvernightFuturePosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build(); ResolvedOvernightFutureTrade expected = ResolvedOvernightFutureTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build(); assertEquals(@base.resolve(REF_DATA), expected); }