//-------------------------------------------------------------------------
public virtual void coverage()
{
CdsIndexTrade test1 = sut();
coverImmutableBean(test1);
CdsIndex product = CdsIndex.of(BUY, INDEX_ID, LEGAL_ENTITIES, USD, 1.e9, START_DATE, END_DATE, P6M, SAT_SUN, 0.067);
CdsIndexTrade test2 = CdsIndexTrade.builder().product(product).info(TradeInfo.empty()).build();
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedCdsIndexTrade test1 = ResolvedCdsIndexTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build();
coverImmutableBean(test1);
ResolvedCdsIndex product = CdsIndex.of(BUY, INDEX_ID, LEGAL_ENTITIES, USD, 1.e9, START_DATE, END_DATE, P6M, SAT_SUN, 0.067).resolve(REF_DATA);
ResolvedCdsIndexTrade test2 = ResolvedCdsIndexTrade.builder().product(product).info(TradeInfo.empty()).build();
coverBeanEquals(test1, test2);
}
public virtual void test_of()
{
BusinessDayAdjustment bussAdj = BusinessDayAdjustment.of(FOLLOWING, SAT_SUN);
PeriodicSchedule expected = PeriodicSchedule.builder().startDate(START_DATE).endDate(END_DATE).businessDayAdjustment(bussAdj).startDateBusinessDayAdjustment(BusinessDayAdjustment.NONE).endDateBusinessDayAdjustment(BusinessDayAdjustment.NONE).frequency(P3M).rollConvention(RollConventions.NONE).stubConvention(SMART_INITIAL).build();
assertEquals(PRODUCT.PaymentSchedule, expected);
assertEquals(PRODUCT.BuySell, BUY);
assertEquals(PRODUCT.Currency, USD);
assertEquals(PRODUCT.DayCount, ACT_360);
assertEquals(PRODUCT.FixedRate, COUPON);
assertEquals(PRODUCT.CdsIndexId, INDEX_ID);
assertEquals(PRODUCT.LegalEntityIds, LEGAL_ENTITIES);
assertEquals(PRODUCT.Notional, NOTIONAL);
assertEquals(PRODUCT.PaymentOnDefault, ACCRUED_PREMIUM);
assertEquals(PRODUCT.ProtectionStart, BEGINNING);
assertEquals(PRODUCT.SettlementDateOffset, SETTLE_DAY_ADJ);
assertEquals(PRODUCT.StepinDateOffset, STEPIN_DAY_ADJ);
CdsIndex test = CdsIndex.of(BUY, INDEX_ID, LEGAL_ENTITIES, USD, NOTIONAL, START_DATE, END_DATE, P3M, SAT_SUN, COUPON);
assertEquals(test, PRODUCT);
}
