Exemplo n.º 1
0
        public virtual void test_summarize_singleLeg()
        {
            CmsTrade             trade    = CmsTrade.builder().product(Cms.of(CmsLegTest.sutCap())).build();
            PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CMS).currencies(Currency.EUR).description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Cap 1.25% : 21Oct15-21Oct17").build();

            assertEquals(trade.summarize(), expected);
        }
Exemplo n.º 2
0
 internal static ResolvedCmsLeg sut2()
 {
     return(ResolvedCmsLeg.builder().payReceive(PAY).cmsPeriods(CmsLegTest.sutFloor().resolve(REF_DATA).CmsPeriods).build());
 }