//-------------------------------------------------------------------------
public virtual void test_builder_full()
{
BondFuture test = BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(BOND_PRODUCT).conversionFactors(CONVERSION_FACTOR).firstNoticeDate(FIRST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastNoticeDate(LAST_NOTICE_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build();
assertEquals(test.DeliveryBasket, ImmutableList.copyOf(BOND_PRODUCT));
assertEquals(test.ConversionFactors, ImmutableList.copyOf(CONVERSION_FACTOR));
assertEquals(test.Currency, USD);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.FirstNoticeDate, FIRST_NOTICE_DATE);
assertEquals(test.LastNoticeDate, LAST_NOTICE_DATE);
assertEquals(test.FirstDeliveryDate, FIRST_DELIVERY_DATE);
assertEquals(test.LastDeliveryDate, LAST_DELIVERY_DATE);
assertEquals(test.LastTradeDate, LAST_TRADING_DATE);
assertEquals(test.Rounding, ROUNDING);
}
public virtual void test_builder_fail()
{
// wrong size
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(BOND_PRODUCT[0]).conversionFactors(CONVERSION_FACTOR).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
// first notice date missing
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(BOND_PRODUCT).conversionFactors(CONVERSION_FACTOR).lastNoticeDate(LAST_NOTICE_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
// last notice date missing
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(BOND_PRODUCT).conversionFactors(CONVERSION_FACTOR).firstNoticeDate(FIRST_NOTICE_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
// basket list empty
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).conversionFactors(CONVERSION_FACTOR).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
// notional mismatch
FixedCouponBond bond0 = BOND_PRODUCT[0];
FixedCouponBond bond1 = bond0.toBuilder().notional(100).build();
FixedCouponBond bond2 = bond0.toBuilder().currency(Currency.CAD).build();
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(bond0, bond1).conversionFactors(CONVERSION_FACTOR[0], CONVERSION_FACTOR[1]).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
// currency mismatch
assertThrowsIllegalArg(() => BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(bond0, bond2).conversionFactors(CONVERSION_FACTOR[0], CONVERSION_FACTOR[1]).firstNoticeDate(FIRST_NOTICE_DATE).lastNoticeDate(LAST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
}
internal static BondFuture sut2()
{
return(BondFuture.builder().securityId(SECURITY_ID2).conversionFactors(0.9187).deliveryBasket(BOND_PRODUCT[3]).firstNoticeDate(FIRST_NOTICE_DATE.plusDays(7)).lastNoticeDate(LAST_NOTICE_DATE.plusDays(7)).lastTradeDate(LAST_TRADING_DATE.plusDays(7)).build());
}
//-------------------------------------------------------------------------
internal static BondFuture sut()
{
return(BondFuture.builder().securityId(SECURITY_ID).deliveryBasket(BOND_PRODUCT).conversionFactors(ImmutableList.copyOf(CONVERSION_FACTOR)).firstNoticeDate(FIRST_NOTICE_DATE).firstDeliveryDate(FIRST_DELIVERY_DATE).lastNoticeDate(LAST_NOTICE_DATE).lastDeliveryDate(LAST_DELIVERY_DATE).lastTradeDate(LAST_TRADING_DATE).rounding(ROUNDING).build());
}