public virtual void test_min_resolve() { ResolvedCdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build().resolve(REF_DATA); assertEquals(test.Product, PRODUCT.resolve(REF_DATA)); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
public virtual void test_min_builder() { CdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
//------------------------------------------------------------------------- public virtual void coverage_trade() { CdsCalibrationTrade test1 = CdsCalibrationTrade.of(TRADE, QUOTE1); coverImmutableBean(test1); CdsCalibrationTrade test2 = CdsCalibrationTrade.of(CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build(), QUOTE2); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void coverage() { CdsTrade test1 = sut(); coverImmutableBean(test1); Cds product = Cds.of(BUY, LEGAL_ENTITY, USD, 1.e9, START_DATE, END_DATE, P3M, SAT_SUN, 0.067); CdsTrade test2 = CdsTrade.builder().product(product).info(TradeInfo.empty()).build(); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- internal virtual CdsTrade sut() { return(CdsTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build()); }