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 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());
}
