/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(IborFuturePosition beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.longQuantity_Renamed = beanToCopy.LongQuantity;
this.shortQuantity_Renamed = beanToCopy.ShortQuantity;
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFuture test = sut();
ResolvedIborFuture expected = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).iborRate(IborRateComputation.of(USD_LIBOR_3M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build();
assertEquals(test.resolve(REF_DATA), expected);
}
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 = (IborFuture)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case 106934601: // price
this.price_Renamed = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PositionInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (IborFuture)newValue;
break;
case 611668775: // longQuantity
this.longQuantity_Renamed = (double?)newValue.Value;
break;
case -2094395097: // shortQuantity
this.shortQuantity_Renamed = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(IborFutureTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.price_Renamed = beanToCopy.Price;
}
public virtual void test_createProduct_wrongType()
{
IborFutureOptionSecurity test = sut();
IborFuture future = OPTION.UnderlyingFuture;
SecurityId secId = future.SecurityId;
GenericSecurity sec = GenericSecurity.of(INFO);
ReferenceData refData = ImmutableReferenceData.of(secId, sec);
assertThrows(() => test.createProduct(refData), typeof(System.InvalidCastException));
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(IborFutureOption beanToCopy)
{
this.securityId_Renamed = beanToCopy.SecurityId;
this.putCall_Renamed = beanToCopy.PutCall;
this.strikePrice_Renamed = beanToCopy.StrikePrice;
this.expiryDate_Renamed = beanToCopy.ExpiryDate;
this.expiryTime_Renamed = beanToCopy.ExpiryTime;
this.expiryZone_Renamed = beanToCopy.ExpiryZone;
this.premiumStyle_Renamed = beanToCopy.PremiumStyle;
this.rounding_Renamed = beanToCopy.Rounding;
this.underlyingFuture_Renamed = beanToCopy.UnderlyingFuture;
}
public virtual void test_builder_defaults()
{
IborFuture test = IborFuture.builder().securityId(SECURITY_ID).currency(GBP).notional(NOTIONAL).lastTradeDate(LAST_TRADE_DATE).index(GBP_LIBOR_2M).build();
assertEquals(test.SecurityId, SECURITY_ID);
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR2);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Index, GBP_LIBOR_2M);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.FixingDate, LAST_TRADE_DATE);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFuture other = (IborFuture)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(accrualFactor, other.accrualFactor) && JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) && JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(rounding, other.rounding));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
IborFuture test = sut();
assertEquals(test.SecurityId, SECURITY_ID);
assertEquals(test.Currency, USD);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Index, USD_LIBOR_3M);
assertEquals(test.Rounding, ROUNDING);
assertEquals(test.FixingDate, LAST_TRADE_DATE);
}
//-------------------------------------------------------------------------
public IborFutureOption createProduct(ReferenceData refData)
{
Security security = refData.getValue(underlyingFutureId);
if (!(security is IborFutureSecurity))
{
throw new System.InvalidCastException(Messages.format("{} underlying future '{}' resolved to '{}' when '{}' was expected", typeof(IborFutureOptionSecurity).Name, underlyingFutureId, security.GetType().Name, typeof(IborFutureSecurity).Name));
}
IborFutureSecurity futureSec = (IborFutureSecurity)security;
IborFuture underlying = futureSec.createProduct(refData);
return(new IborFutureOption(SecurityId, putCall, strikePrice, expiryDate, expiryTime, expiryZone, premiumStyle, rounding, underlying));
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 1574023291: // securityId
this.securityId_Renamed = (SecurityId)newValue;
break;
case -219971059: // putCall
this.putCall_Renamed = (PutCall)newValue;
break;
case 50946231: // strikePrice
this.strikePrice_Renamed = (double?)newValue.Value;
break;
case -816738431: // expiryDate
this.expiryDate_Renamed = (LocalDate)newValue;
break;
case -816254304: // expiryTime
this.expiryTime_Renamed = (LocalTime)newValue;
break;
case -816069761: // expiryZone
this.expiryZone_Renamed = (ZoneId)newValue;
break;
case -1257652838: // premiumStyle
this.premiumStyle_Renamed = (FutureOptionPremiumStyle)newValue;
break;
case -142444: // rounding
this.rounding_Renamed = (Rounding)newValue;
break;
case -165476480: // underlyingFuture
this.underlyingFuture_Renamed = (IborFuture)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="securityId"> the value of the property, not null </param>
/// <param name="putCall"> the value of the property </param>
/// <param name="strikePrice"> the value of the property </param>
/// <param name="expiryDate"> the value of the property, not null </param>
/// <param name="expiryTime"> the value of the property, not null </param>
/// <param name="expiryZone"> the value of the property, not null </param>
/// <param name="premiumStyle"> the value of the property, not null </param>
/// <param name="rounding"> the value of the property, not null </param>
/// <param name="underlyingFuture"> the value of the property, not null </param>
internal IborFutureOption(SecurityId securityId, PutCall putCall, double strikePrice, LocalDate expiryDate, LocalTime expiryTime, ZoneId expiryZone, FutureOptionPremiumStyle premiumStyle, Rounding rounding, IborFuture underlyingFuture)
{
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notNull(expiryDate, "expiryDate");
JodaBeanUtils.notNull(expiryTime, "expiryTime");
JodaBeanUtils.notNull(expiryZone, "expiryZone");
JodaBeanUtils.notNull(premiumStyle, "premiumStyle");
JodaBeanUtils.notNull(rounding, "rounding");
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.securityId = securityId;
this.putCall = putCall;
this.strikePrice = strikePrice;
this.expiryDate = expiryDate;
this.expiryTime = expiryTime;
this.expiryZone = expiryZone;
this.premiumStyle = premiumStyle;
this.rounding = rounding;
this.underlyingFuture = underlyingFuture;
validate();
}
public virtual void test_builder_noLastTradeDate()
{
assertThrowsIllegalArg(() => IborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).currency(GBP).index(GBP_LIBOR_2M).rounding(ROUNDING).build());
}
public virtual void test_builder_noCurrency()
{
IborFuture test = IborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).index(GBP_LIBOR_2M).lastTradeDate(LAST_TRADE_DATE).rounding(ROUNDING).build();
assertEquals(GBP, test.Currency);
}
public virtual void test_builder_noIndex()
{
assertThrowsIllegalArg(() => IborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).currency(GBP).lastTradeDate(LAST_TRADE_DATE).rounding(ROUNDING).build());
}
internal static IborFuture sut2()
{
return(IborFuture.builder().securityId(SECURITY_ID2).currency(GBP).notional(NOTIONAL2).accrualFactor(ACCRUAL_FACTOR2).lastTradeDate(LAST_TRADE_DATE2).index(GBP_LIBOR_2M).build());
}
//-------------------------------------------------------------------------
internal static IborFuture sut()
{
return(IborFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).lastTradeDate(LAST_TRADE_DATE).index(USD_LIBOR_3M).rounding(ROUNDING).build());
}
//-------------------------------------------------------------------------
public IborFuture createProduct(ReferenceData refData)
{
return(IborFuture.builder().securityId(SecurityId).notional(notional).index(index).lastTradeDate(lastTradeDate).rounding(rounding).build());
}
/// <summary>
/// Sets the future that was traded.
/// <para>
/// The product captures the contracted financial details.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(IborFuture product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Sets the underlying future. </summary>
/// <param name="underlyingFuture"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder underlyingFuture(IborFuture underlyingFuture)
{
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.underlyingFuture_Renamed = underlyingFuture;
return(this);
}
