public virtual void test_summarize_floor()
{
IborCapFloorTrade trade = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_CAP_FLOOR).currencies(Currency.EUR).description("5Y EUR 1mm Rec EUR-EURIBOR-3M Floor 3.25% : 17Mar11-17Mar16").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_resolve_noPremium()
{
IborCapFloorTrade test = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT).build();
ResolvedIborCapFloorTrade expected = ResolvedIborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).build();
assertEquals(test.resolve(REF_DATA), expected);
}
public virtual void test_builder_min()
{
IborCapFloorTrade test = IborCapFloorTrade.builder().product(PRODUCT).build();
assertEquals(test.Premium.Present, false);
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TradeInfo.empty());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
IborCapFloorTrade test1 = sut();
coverImmutableBean(test1);
IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build());
IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
internal virtual IborCapFloorTrade sut()
{
return(IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT).premium(PREMIUM).build());
}