//------------------------------------------------------------------------- public virtual void test_resolve() { FxSingleBarrierOptionTrade @base = sut(); ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(@base.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_summarize() { FxSingleBarrierOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_SINGLE_BARRIER_OPTION).currencies(Currency.USD, Currency.EUR).description("Long Barrier Rec EUR 1mm @ EUR/USD 1.35 Premium EUR 50k : 14Feb15").build(); assertEquals(trade.summarize(), expected); }
//------------------------------------------------------------------------- public virtual void coverage() { FxSingleBarrierOptionTrade test1 = sut(); FxSingleBarrierOptionTrade test2 = FxSingleBarrierOptionTrade.builder().product(FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER)).premium(AdjustablePayment.of(CurrencyAmount.of(EUR, NOTIONAL * 0.01), date(2014, 11, 13))).build(); coverImmutableBean(test1); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void test_builder() { FxSingleBarrierOptionTrade test = sut(); assertEquals(test.Product, PRODUCT); assertEquals(test.Product.CurrencyPair, PRODUCT.CurrencyPair); assertEquals(test.Info, TRADE_INFO); assertEquals(test.Premium, PREMIUM); assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { FxSingleBarrierOptionTrade other = (FxSingleBarrierOptionTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(premium, other.premium)); } return(false); }
public virtual void test_serialization() { FxSingleBarrierOptionTrade test = sut(); assertSerialization(test); }
//------------------------------------------------------------------------- internal static FxSingleBarrierOptionTrade sut() { return(FxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).premium(PREMIUM).build()); }