private TermDepositTrade(TradeInfo info, TermDeposit product) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; }
//------------------------------------------------------------------------- public virtual void coverage() { TermDeposit test1 = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build(); coverImmutableBean(test1); TermDeposit test2 = TermDeposit.builder().buySell(BuySell.BUY).startDate(LocalDate.of(2015, 1, 21)).endDate(LocalDate.of(2015, 7, 21)).dayCount(ACT_360).notional(NOTIONAL).currency(EUR).rate(RATE).build(); coverBeanEquals(test1, test2); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { TermDeposit other = (TermDeposit)obj; return(JodaBeanUtils.equal(buySell, other.buySell) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(startDate, other.startDate) && JodaBeanUtils.equal(endDate, other.endDate) && JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment) && JodaBeanUtils.equal(dayCount, other.dayCount) && JodaBeanUtils.equal(rate, other.rate)); } return(false); }
//------------------------------------------------------------------------- public virtual void test_resolve() { TermDeposit @base = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build(); ResolvedTermDeposit test = @base.resolve(REF_DATA); LocalDate expectedEndDate = BDA_MOD_FOLLOW.adjust(END_DATE, REF_DATA); double expectedYearFraction = ACT_365F.yearFraction(START_DATE, expectedEndDate); assertEquals(test.StartDate, START_DATE); assertEquals(test.EndDate, expectedEndDate); assertEquals(test.Notional, -NOTIONAL); assertEquals(test.YearFraction, expectedYearFraction, EPS); assertEquals(test.Interest, -RATE * expectedYearFraction * NOTIONAL, NOTIONAL * EPS); assertEquals(test.Rate, RATE); assertEquals(test.Currency, GBP); }
//------------------------------------------------------------------------- public virtual void test_builder() { TermDeposit test = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build(); assertEquals(test.BuySell, SELL); assertEquals(test.StartDate, START_DATE); assertEquals(test.EndDate, END_DATE); assertEquals(test.BusinessDayAdjustment.get(), BDA_MOD_FOLLOW); assertEquals(test.DayCount, ACT_365F); assertEquals(test.Notional, NOTIONAL); assertEquals(test.Rate, RATE); assertEquals(test.Currency, GBP); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP)); assertEquals(test.allCurrencies(), ImmutableSet.of(GBP)); }
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 = (TermDeposit)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_builder_wrongDates() { assertThrowsIllegalArg(() => TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(LocalDate.of(2014, 10, 19)).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(EUR).rate(RATE).build()); }
public virtual void test_serialization() { TermDeposit test = TermDeposit.builder().buySell(SELL).startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(BDA_MOD_FOLLOW).dayCount(ACT_365F).notional(NOTIONAL).currency(GBP).rate(RATE).build(); assertSerialization(test); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an instance of a Term Deposit trade. /// </summary> /// <param name="info"> the trade info </param> /// <param name="product"> the product </param> /// <returns> the trade </returns> public static TermDepositTrade of(TradeInfo info, TermDeposit product) { return(new TermDepositTrade(info, product)); }
/// <summary> /// Sets the term deposit 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(TermDeposit 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(TermDepositTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; }