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 = (OvernightFuture)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 = (OvernightFuture)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(OvernightFutureTrade 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_resolve()
{
OvernightFuture @base = sut();
ResolvedOvernightFuture expected = ResolvedOvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).overnightRate(OvernightRateComputation.of(USD_FED_FUND, START_DATE, END_DATE, 0, OvernightAccrualMethod.AVERAGED_DAILY, REF_DATA)).lastTradeDate(LAST_TRADE_DATE).rounding(ROUNDING).build();
assertEquals(@base.resolve(REF_DATA), expected);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(OvernightFuturePosition beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.longQuantity_Renamed = beanToCopy.LongQuantity;
this.shortQuantity_Renamed = beanToCopy.ShortQuantity;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
OvernightFuture test1 = sut();
coverImmutableBean(test1);
OvernightFuture test2 = sut2();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual FunctionRequirements requirements(T target, ISet <Measure> measures, CalculationParameters parameters, ReferenceData refData)
{
// extract data from product
OvernightFuture product = target.Product;
QuoteId quoteId = QuoteId.of(target.Product.SecurityId.StandardId, FieldName.SETTLEMENT_PRICE);
OvernightIndex index = product.Index;
// use lookup to build requirements
RatesMarketDataLookup ratesLookup = parameters.getParameter(typeof(RatesMarketDataLookup));
FunctionRequirements ratesReqs = ratesLookup.requirements(ImmutableSet.of(), ImmutableSet.of(index));
//JAVA TO C# CONVERTER WARNING: Java wildcard generics have no direct equivalent in .NET:
//ORIGINAL LINE: com.google.common.collect.ImmutableSet<com.opengamma.strata.data.MarketDataId<?>> valueReqs = com.google.common.collect.ImmutableSet.builder<com.opengamma.strata.data.MarketDataId<?>>().add(quoteId).addAll(ratesReqs.getValueRequirements()).build();
ImmutableSet <MarketDataId <object> > valueReqs = ImmutableSet.builder <MarketDataId <object> >().add(quoteId).addAll(ratesReqs.ValueRequirements).build();
return(ratesReqs.toBuilder().valueRequirements(valueReqs).build());
}
public virtual void test_builder_default()
{
OvernightFuture test = OvernightFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).index(USD_FED_FUND).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).build();
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_FED_FUND);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, END_DATE);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.AccrualMethod, OvernightAccrualMethod.AVERAGED_DAILY);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
OvernightFuture 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_FED_FUND);
assertEquals(test.Rounding, ROUNDING);
assertEquals(test.StartDate, START_DATE);
assertEquals(test.EndDate, END_DATE);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.AccrualMethod, OvernightAccrualMethod.AVERAGED_DAILY);
}
/// <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(OvernightFuture product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
//-------------------------------------------------------------------------
public OvernightFuture createProduct(ReferenceData refData)
{
return(OvernightFuture.builder().securityId(SecurityId).notional(notional).accrualFactor(accrualFactor).index(index).accrualMethod(accrualMethod).lastTradeDate(lastTradeDate).startDate(startDate).endDate(endDate).rounding(rounding).build());
}
public virtual void test_builder_noIndex()
{
assertThrowsIllegalArg(() => OvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).rounding(ROUNDING).build());
}
internal static OvernightFuture sut2()
{
return(OvernightFuture.builder().securityId(SECURITY_ID2).currency(GBP).notional(NOTIONAL2).accrualFactor(ACCRUAL_FACTOR2).startDate(START_DATE2).endDate(END_DATE2).lastTradeDate(LAST_TRADE_DATE2).index(GBP_SONIA).accrualMethod(OvernightAccrualMethod.COMPOUNDED).rounding(Rounding.none()).build());
}
//-------------------------------------------------------------------------
internal static OvernightFuture sut()
{
return(OvernightFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).startDate(START_DATE).endDate(END_DATE).lastTradeDate(LAST_TRADE_DATE).index(USD_FED_FUND).accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY).rounding(ROUNDING).build());
}
public virtual void test_serialization()
{
OvernightFuture test = sut();
assertSerialization(test);
}