//------------------------------------------------------------------------- public virtual void test_builder() { Swaption test = sut(); assertEquals(test.ExpiryDate, ADJUSTABLE_EXPIRY_DATE); assertEquals(test.ExpiryTime, EXPIRY_TIME); assertEquals(test.ExpiryZone, ZONE); assertEquals(test.Expiry, EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(ZONE)); assertEquals(test.LongShort, LONG); assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE); assertEquals(test.Underlying, SWAP); assertEquals(test.Currency, USD); assertEquals(test.Index, IborIndices.USD_LIBOR_3M); assertEquals(test.CrossCurrency, false); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(USD)); assertEquals(test.allCurrencies(), ImmutableSet.of(USD)); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3237038: // info this.info_Renamed = (TradeInfo)newValue; break; case -309474065: // product this.product_Renamed = (Swaption)newValue; break; case -318452137: // premium this.premium_Renamed = (AdjustablePayment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Obtains an instance of a Swaption trade with an adjustable payment. /// </summary> /// <param name="info"> the trade info </param> /// <param name="product"> the product </param> /// <param name="premium"> the premium </param> /// <returns> the trade </returns> public static SwaptionTrade of(TradeInfo info, Swaption product, AdjustablePayment premium) { return(new SwaptionTrade(info, product, premium)); }
/// <summary> /// Sets the swaption product that was agreed when the trade occurred. /// <para> /// The product captures the contracted financial details of the trade. /// </para> /// </summary> /// <param name="product"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder product(Swaption product) { JodaBeanUtils.notNull(product, "product"); this.product_Renamed = product; return(this); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(SwaptionTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.Premium; }
public virtual void test_builder_invalidSwapBasis() { assertThrowsIllegalArg(() => Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP_BASIS).build()); }
public virtual void test_builder_expiryAfterStart() { assertThrowsIllegalArg(() => Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 17), ADJUSTMENT)).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build()); }
internal static Swaption sut2() { return(Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 10), ADJUSTMENT)).expiryTime(LocalTime.of(14, 0)).expiryZone(ZoneId.of("GMT")).longShort(SHORT).swaptionSettlement(CASH_SETTLE).underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M.createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA).Product).build()); }
//------------------------------------------------------------------------- internal static Swaption sut() { return(Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build()); }