//-------------------------------------------------------------------------
public virtual void test_createTrade()
{
FraTemplate @base = FraTemplate.of(Period.ofMonths(3), Period.ofMonths(6), FRA_GBP_LIBOR_3M);
LocalDate tradeDate = LocalDate.of(2015, 5, 4); // trade date is a holiday!
FraTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Fra expected = Fra.builder().buySell(BUY).notional(NOTIONAL_2M).startDate(date(2015, 8, 5)).endDate(date(2015, 11, 5)).fixedRate(0.25d).index(GBP_LIBOR_3M).build();
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_createTrade_paymentOffset()
{
FraConvention convention = ((ImmutableFraConvention)FRA_GBP_LIBOR_3M).toBuilder().paymentDateOffset(PLUS_TWO_DAYS).build();
FraTemplate @base = FraTemplate.of(Period.ofMonths(3), Period.ofMonths(6), convention);
LocalDate tradeDate = LocalDate.of(2015, 5, 4); // trade date is a holiday!
FraTrade test = @base.createTrade(tradeDate, BUY, NOTIONAL_2M, 0.25d, REF_DATA);
Fra expected = Fra.builder().buySell(BUY).notional(NOTIONAL_2M).startDate(date(2015, 8, 5)).endDate(date(2015, 11, 5)).paymentDate(AdjustableDate.of(date(2015, 8, 7), PLUS_TWO_DAYS.Adjustment)).fixedRate(0.25d).index(GBP_LIBOR_3M).build();
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}