/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(ResolvedIborFutureTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.quantity_Renamed = beanToCopy.Quantity; this.tradedPrice_Renamed = beanToCopy.tradedPrice; }
//------------------------------------------------------------------------- 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 = (PortfolioItemInfo)newValue; break; case -309474065: // product this.product_Renamed = (ResolvedIborFuture)newValue; break; case -1285004149: // quantity this.quantity_Renamed = (double?)newValue.Value; break; case -1873824343: // tradedPrice this.tradedPrice_Renamed = (TradedPrice)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Creates an instance. </summary> /// <param name="info"> the value of the property, not null </param> /// <param name="product"> the value of the property, not null </param> /// <param name="quantity"> the value of the property </param> /// <param name="tradedPrice"> the value of the property </param> internal ResolvedIborFutureTrade(PortfolioItemInfo info, ResolvedIborFuture product, double quantity, TradedPrice tradedPrice) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; this.quantity = quantity; this.tradedPrice = tradedPrice; }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(ResolvedIborFutureOption beanToCopy) { this.securityId_Renamed = beanToCopy.SecurityId; this.putCall_Renamed = beanToCopy.PutCall; this.strikePrice_Renamed = beanToCopy.StrikePrice; this.expiry_Renamed = beanToCopy.Expiry; this.premiumStyle_Renamed = beanToCopy.PremiumStyle; this.rounding_Renamed = beanToCopy.Rounding; this.underlyingFuture_Renamed = beanToCopy.UnderlyingFuture; }
public ResolvedIborFutureTrade resolve(ReferenceData refData) { if (!info.TradeDate.Present) { throw new System.ArgumentException("Trade date on TradeInfo must be present"); } ResolvedIborFuture resolved = Product.resolve(refData); TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price); return(new ResolvedIborFutureTrade(info, resolved, quantity, tradedPrice)); }
//------------------------------------------------------------------------- public virtual void test_builder() { ResolvedIborFuture test = sut(); assertEquals(test.Currency, PRODUCT.Currency); assertEquals(test.Notional, PRODUCT.Notional); assertEquals(test.AccrualFactor, PRODUCT.AccrualFactor); assertEquals(test.LastTradeDate, PRODUCT.LastTradeDate); assertEquals(test.Index, PRODUCT.Index); assertEquals(test.Rounding, PRODUCT.Rounding); assertEquals(test.IborRate, IborRateComputation.of(PRODUCT.Index, PRODUCT.LastTradeDate, REF_DATA)); }
public virtual void test_builder_defaults() { ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(GBP).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).build(); assertEquals(test.Currency, GBP); assertEquals(test.Notional, NOTIONAL); assertEquals(test.AccrualFactor, ACCRUAL_FACTOR_2M); assertEquals(test.LastTradeDate, LAST_TRADE_DATE); assertEquals(test.Index, GBP_LIBOR_2M); assertEquals(test.Rounding, Rounding.none()); assertEquals(test.IborRate, IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ResolvedIborFuture other = (ResolvedIborFuture)obj; return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(accrualFactor, other.accrualFactor) && JodaBeanUtils.equal(iborRate, other.iborRate) && JodaBeanUtils.equal(rounding, other.rounding)); } return(false); }
/// <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="expiry"> 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 ResolvedIborFutureOption(SecurityId securityId, PutCall putCall, double strikePrice, ZonedDateTime expiry, FutureOptionPremiumStyle premiumStyle, Rounding rounding, ResolvedIborFuture underlyingFuture) { JodaBeanUtils.notNull(securityId, "securityId"); JodaBeanUtils.notNull(expiry, "expiry"); JodaBeanUtils.notNull(premiumStyle, "premiumStyle"); JodaBeanUtils.notNull(rounding, "rounding"); JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture"); this.securityId = securityId; this.putCall = putCall; this.strikePrice = strikePrice; this.expiry = expiry; this.premiumStyle = premiumStyle; this.rounding = rounding; this.underlyingFuture = underlyingFuture; validate(); }
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 -1289159373: // expiry this.expiry_Renamed = (ZonedDateTime)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 = (ResolvedIborFuture)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
//------------------------------------------------------------------------- public ResolvedIborFutureOption resolve(ReferenceData refData) { ResolvedIborFuture resolved = underlyingFuture.resolve(refData); return(new ResolvedIborFutureOption(securityId, putCall, strikePrice, Expiry, premiumStyle, rounding, resolved)); }
public ResolvedIborFutureTrade resolve(ReferenceData refData) { ResolvedIborFuture resolved = product.resolve(refData); return(new ResolvedIborFutureTrade(info, resolved, Quantity, null)); }
public virtual void test_builder_noCurrency() { ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build(); assertEquals(GBP, test.Currency); }
public virtual void test_builder_noObservation() { assertThrowsIllegalArg(() => ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).currency(GBP).rounding(ROUNDING).build()); }
/// <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(ResolvedIborFuture underlyingFuture) { JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture"); this.underlyingFuture_Renamed = underlyingFuture; return(this); }
/// <summary> /// Sets the future that was traded. /// <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(ResolvedIborFuture product) { JodaBeanUtils.notNull(product, "product"); this.product_Renamed = product; return(this); }