public virtual void test_resolve_twoLegs() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA)); }
private IborCapFloorTrade(TradeInfo info, IborCapFloor product, AdjustablePayment premium) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; this.premium = premium; }
public virtual void test_resolve_oneLeg() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.Present, false); }
//------------------------------------------------------------------------- public virtual void coverage() { IborCapFloor test1 = IborCapFloor.of(CAPFLOOR_LEG); coverImmutableBean(test1); IborCapFloorLeg capFloor = IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(RECEIVE).build(); IborCapFloor test2 = IborCapFloor.of(capFloor, PAY_LEG); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void coverage() { IborCapFloorTrade test1 = sut(); coverImmutableBean(test1); IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build()); IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build(); coverBeanEquals(test1, test2); }
public virtual void test_of_twoLegs_xccy() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG_XCCY); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.get(), PAY_LEG_XCCY); assertEquals(test.CrossCurrency, true); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, EUR)); assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, EUR)); assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M, EUR_EURIBOR_3M)); }
public virtual void test_of_oneLeg() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.Present, false); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M)); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborCapFloor other = (IborCapFloor)obj; return(JodaBeanUtils.equal(capFloorLeg, other.capFloorLeg) && 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 = (IborCapFloor)newValue; break; case -318452137: // premium this.premium_Renamed = (AdjustablePayment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_serialization() { IborCapFloor test = IborCapFloor.of(CAPFLOOR_LEG); assertSerialization(test); }
/// <summary> /// Sets the cap/floor 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(IborCapFloor 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(IborCapFloorTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.premium; }