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 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 virtual void test_builder_default()
{
ResolvedOvernightFuture test = ResolvedOvernightFuture.builder().accrualFactor(ACCRUAL_FACTOR_1M).lastTradeDate(LAST_TRADE_DATE).overnightRate(RATE_COMPUTATION).notional(NOTIONAL).securityId(SECURITY_ID).build();
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR_1M);
assertEquals(test.Currency, USD);
assertEquals(test.Index, USD_FED_FUND);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.OvernightRate, RATE_COMPUTATION);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.SecurityId, SECURITY_ID);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
BondFutureOption test = sut();
assertEquals(test.PutCall, CALL);
assertEquals(test.StrikePrice, STRIKE_PRICE);
assertEquals(test.ExpiryDate, EXPIRY_DATE);
assertEquals(test.ExpiryTime, EXPIRY_TIME);
assertEquals(test.ExpiryZone, EXPIRY_ZONE);
assertEquals(test.Expiry, ZonedDateTime.of(EXPIRY_DATE, EXPIRY_TIME, EXPIRY_ZONE));
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.UnderlyingFuture, FUTURE);
assertEquals(test.Currency, FUTURE.Currency);
}
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()
{
IborFutureOption test = sut();
assertEquals(test.PutCall, CALL);
assertEquals(test.StrikePrice, STRIKE_PRICE);
assertEquals(test.ExpiryDate, EXPIRY_DATE);
assertEquals(test.ExpiryTime, EXPIRY_TIME);
assertEquals(test.ExpiryZone, EXPIRY_ZONE);
assertEquals(test.Expiry, ZonedDateTime.of(EXPIRY_DATE, EXPIRY_TIME, EXPIRY_ZONE));
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.UnderlyingFuture, FUTURE);
assertEquals(test.Currency, FUTURE.Currency);
assertEquals(test.Index, FUTURE.Index);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(USD));
assertEquals(test.allCurrencies(), ImmutableSet.of(USD));
}
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());
}