//------------------------------------------------------------------------- public virtual void test_resolve() { FxVanillaOptionTrade test = sut(); ResolvedFxVanillaOptionTrade expected = ResolvedFxVanillaOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(test.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_summarize() { FxVanillaOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.FX_VANILLA_OPTION).currencies(Currency.USD, Currency.EUR).description("Long Rec EUR 1mm @ EUR/USD 1.35 Premium EUR 50k : 14Feb15").build(); assertEquals(trade.summarize(), expected); }
//------------------------------------------------------------------------- public virtual void test_builder() { FxVanillaOptionTrade test = sut(); assertEquals(test.Product, PRODUCT); assertEquals(test.Product.CurrencyPair, PRODUCT.CurrencyPair); assertEquals(test.Info, TRADE_INFO); assertEquals(test.Premium, PREMIUM); assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { FxVanillaOptionTrade other = (FxVanillaOptionTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(premium, other.premium)); } return(false); }
internal static FxVanillaOptionTrade sut2() { AdjustablePayment premium = AdjustablePayment.of(CurrencyAmount.of(EUR, NOTIONAL * 0.01), date(2014, 11, 13)); return(FxVanillaOptionTrade.builder().product(PRODUCT2).premium(premium).build()); }
//------------------------------------------------------------------------- internal static FxVanillaOptionTrade sut() { return(FxVanillaOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).premium(PREMIUM).build()); }