public virtual void test_of_wrongCounterCurrency() { ResolvedFxSingle nearLeg = ResolvedFxSingle.of(USD_P1550, EUR_P1590.negated(), DATE_2011_11_21); ResolvedFxSingle farLeg = ResolvedFxSingle.of(GBP_M1000, EUR_P1590, DATE_2011_12_21); assertThrowsIllegalArg(() => ResolvedFxSwap.of(nearLeg, farLeg)); }
internal static ResolvedFxSwap sut2() { ResolvedFxSingle nearLeg = ResolvedFxSingle.of(CurrencyAmount.of(GBP, 1_100), CurrencyAmount.of(USD, -1_650), DATE_2011_11_21); ResolvedFxSingle farLeg = ResolvedFxSingle.of(CurrencyAmount.of(GBP, -1_100), CurrencyAmount.of(USD, 1_750), DATE_2011_12_21); return(ResolvedFxSwap.of(nearLeg, farLeg)); }
//------------------------------------------------------------------------- public virtual void test_of() { ResolvedFxSwap test = sut(); assertEquals(test.NearLeg, NEAR_LEG); assertEquals(test.FarLeg, FAR_LEG); }
private ResolvedFxSwapTrade(TradeInfo info, ResolvedFxSwap product) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; }
//------------------------------------------------------------------------- public virtual void test_resolve() { FxSwap @base = sut(); ResolvedFxSwap test = @base.resolve(REF_DATA); assertEquals(test.NearLeg, NEAR_LEG.resolve(REF_DATA)); assertEquals(test.FarLeg, FAR_LEG.resolve(REF_DATA)); }
public virtual void test_ofForwardPoints() { double nearRate = 1.6; double fwdPoint = 0.1; ResolvedFxSwap test = ResolvedFxSwap.ofForwardPoints(GBP_P1000, USD, nearRate, fwdPoint, DATE_2011_11_21, DATE_2011_12_21); ResolvedFxSingle nearLegExp = ResolvedFxSingle.of(GBP_P1000, CurrencyAmount.of(USD, -1000.0 * nearRate), DATE_2011_11_21); ResolvedFxSingle farLegExp = ResolvedFxSingle.of(GBP_M1000, CurrencyAmount.of(USD, 1000.0 * (nearRate + fwdPoint)), DATE_2011_12_21); assertEquals(test.NearLeg, nearLegExp); assertEquals(test.FarLeg, farLegExp); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ResolvedFxSwap other = (ResolvedFxSwap)obj; return(JodaBeanUtils.equal(nearLeg, other.nearLeg) && JodaBeanUtils.equal(farLeg, other.farLeg)); } 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 = (ResolvedFxSwap)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
public virtual void test_of_sameSign() { ResolvedFxSingle farLeg = ResolvedFxSingle.of(GBP_M1000.negated(), USD_P1550.negated(), DATE_2011_12_21); assertThrowsIllegalArg(() => ResolvedFxSwap.of(NEAR_LEG, farLeg)); }
public virtual void test_of_wrongBaseCurrency() { ResolvedFxSingle nearLeg = ResolvedFxSingle.of(EUR_P1590, USD_M1600, DATE_2011_11_21); assertThrowsIllegalArg(() => ResolvedFxSwap.of(nearLeg, FAR_LEG)); }
public virtual void test_of_wrongOrder() { assertThrowsIllegalArg(() => ResolvedFxSwap.of(FAR_LEG, NEAR_LEG)); }
//------------------------------------------------------------------------- internal static ResolvedFxSwap sut() { return(ResolvedFxSwap.of(NEAR_LEG, FAR_LEG)); }
//------------------------------------------------------------------------- /// <summary> /// Obtains an instance of a resolved FX swap trade. /// </summary> /// <param name="info"> the trade info </param> /// <param name="product"> the product </param> /// <returns> the resolved trade </returns> public static ResolvedFxSwapTrade of(TradeInfo info, ResolvedFxSwap product) { return(new ResolvedFxSwapTrade(info, product)); }
/// <summary> /// Sets the resolved FX swap product. /// <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(ResolvedFxSwap 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(ResolvedFxSwapTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; }