예제 #1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedBill resolved = US_BILL.resolve(REF_DATA);

            assertEquals(resolved.DayCount, DAY_COUNT);
            assertEquals(resolved.LegalEntityId, LEGAL_ENTITY);
            assertEquals(resolved.Notional, NOTIONAL.resolve(REF_DATA));
            assertEquals(resolved.SecurityId, SECURITY_ID);
            assertEquals(resolved.SettlementDateOffset, SETTLE);
            assertEquals(resolved.YieldConvention, YIELD_CONVENTION);
        }
예제 #2
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            Payment           settle   = Payment.of(PRODUCT.Notional.Value.multipliedBy(-PRICE * QUANTITY), SETTLEMENT_DATE);
            ResolvedBillTrade expected = ResolvedBillTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).settlement(settle).build();

            assertEquals(sut_price().resolve(REF_DATA), expected);
        }
예제 #3
0
        public virtual void test_resolve()
        {
            BillPosition      @base    = BillPosition.builder().info(POSITION_INFO1).product(PRODUCT1).longQuantity(QUANTITY1).build();
            ResolvedBillTrade computed = @base.resolve(REF_DATA);
            ResolvedBillTrade expected = ResolvedBillTrade.builder().info(POSITION_INFO1).product(PRODUCT1.resolve(REF_DATA)).quantity(QUANTITY1).build();

            assertEquals(computed, expected);
        }