private CdsIndexCalibrationTrade(CdsIndexTrade underlyingTrade, CdsQuote quote) { JodaBeanUtils.notNull(underlyingTrade, "underlyingTrade"); JodaBeanUtils.notNull(quote, "quote"); this.underlyingTrade = underlyingTrade; this.quote = quote; }
//------------------------------------------------------------------------- public virtual void test_summarize() { CdsIndexTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CDS_INDEX).currencies(Currency.USD).description("10Y9M Buy USD 1000mm AA-INDEX / 5% : 20Dec13-20Sep24").build(); assertEquals(trade.summarize(), expected); }
public virtual void test_min_resolve() { ResolvedCdsIndexTrade test = CdsIndexTrade.builder().product(PRODUCT).info(TRADE_INFO).build().resolve(REF_DATA); assertEquals(test.Product, PRODUCT.resolve(REF_DATA)); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
public virtual void test_min_builder() { CdsIndexTrade test = CdsIndexTrade.builder().product(PRODUCT).info(TRADE_INFO).build(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
public virtual void test_full_builder() { CdsIndexTrade test = sut(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TRADE_INFO); assertEquals(test.UpfrontFee.get(), UPFRONT); }
//------------------------------------------------------------------------- public virtual void coverage_trade() { CdsIndexCalibrationTrade test1 = CdsIndexCalibrationTrade.of(TRADE, QUOTE1); coverImmutableBean(test1); CdsIndexCalibrationTrade test2 = CdsIndexCalibrationTrade.of(CdsIndexTrade.builder().product(PRODUCT).info(TRADE_INFO).build(), QUOTE2); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void coverage() { CdsIndexTrade test1 = sut(); coverImmutableBean(test1); CdsIndex product = CdsIndex.of(BUY, INDEX_ID, LEGAL_ENTITIES, USD, 1.e9, START_DATE, END_DATE, P6M, SAT_SUN, 0.067); CdsIndexTrade test2 = CdsIndexTrade.builder().product(product).info(TradeInfo.empty()).build(); coverBeanEquals(test1, test2); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { CdsIndexTrade other = (CdsIndexTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(upfrontFee, other.upfrontFee)); } return(false); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case -823800825: // underlyingTrade this.underlyingTrade = (CdsIndexTrade)newValue; break; case 107953788: // quote this.quote = (CdsQuote)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
//------------------------------------------------------------------------- /// <summary> /// Creates an instance. /// </summary> /// <param name="trade"> the trade </param> /// <param name="quote"> the quote </param> /// <returns> the instance </returns> public static CdsIndexCalibrationTrade of(CdsIndexTrade trade, CdsQuote quote) { return(new CdsIndexCalibrationTrade(trade, quote)); }
//------------------------------------------------------------------------- internal virtual CdsIndexTrade sut() { return(CdsIndexTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build()); }
public virtual void test_serialization() { CdsIndexTrade test = sut(); assertSerialization(test); }