public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedDsf)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedDsfTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedDsfTrade(PortfolioItemInfo info, ResolvedDsf product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedDsf test = sut();
assertEquals(test.DeliveryDate, DELIVERY_DATE);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.Currency, USD);
assertEquals(test.UnderlyingSwap, RSWAP);
}
public virtual void test_builder_notUnitNotional()
{
SwapLeg fixedLeg10 = RateCalculationSwapLeg.builder().payReceive(RECEIVE).accrualSchedule(PeriodicSchedule.builder().startDate(LocalDate.of(2014, 9, 12)).endDate(LocalDate.of(2016, 9, 12)).frequency(P6M).businessDayAdjustment(BDA_MF).stubConvention(StubConvention.SHORT_INITIAL).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(P6M).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.of(USD, 10d)).calculation(FixedRateCalculation.builder().dayCount(THIRTY_U_360).rate(ValueSchedule.of(0.015)).build()).build();
SwapLeg iborLeg500 = RateCalculationSwapLeg.builder().payReceive(PAY).accrualSchedule(PeriodicSchedule.builder().startDate(LocalDate.of(2014, 9, 12)).endDate(LocalDate.of(2016, 9, 12)).frequency(P1M).businessDayAdjustment(BDA_MF).stubConvention(StubConvention.SHORT_INITIAL).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(P3M).paymentDateOffset(DaysAdjustment.NONE).build()).notionalSchedule(NotionalSchedule.builder().currency(USD).amount(ValueSchedule.of(500d)).finalExchange(true).initialExchange(true).build()).calculation(IborRateCalculation.builder().index(INDEX).fixingDateOffset(DaysAdjustment.ofBusinessDays(-2, SAT_SUN, BDA_P)).build()).build();
Swap swap1 = Swap.of(fixedLeg10, SWAP.getLeg(PAY).get());
Swap swap2 = Swap.of(SWAP.getLeg(RECEIVE).get(), iborLeg500);
assertThrowsIllegalArg(() => ResolvedDsf.builder().securityId(PRODUCT.SecurityId).notional(NOTIONAL).deliveryDate(DELIVERY_DATE).lastTradeDate(LAST_TRADE_DATE).underlyingSwap(swap1.resolve(REF_DATA)).build());
assertThrowsIllegalArg(() => ResolvedDsf.builder().securityId(PRODUCT.SecurityId).notional(NOTIONAL).deliveryDate(DELIVERY_DATE).lastTradeDate(LAST_TRADE_DATE).underlyingSwap(swap2.resolve(REF_DATA)).build());
}
public ResolvedDsfTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedDsf resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedDsfTrade(info, resolved, quantity, tradedPrice));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedDsf other = (ResolvedDsf)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(deliveryDate, other.deliveryDate) && JodaBeanUtils.equal(lastTradeDate, other.lastTradeDate) && JodaBeanUtils.equal(underlyingSwap, other.underlyingSwap));
}
return(false);
}
public ResolvedDsfTrade resolve(ReferenceData refData)
{
ResolvedDsf resolved = product.resolve(refData);
return(new ResolvedDsfTrade(info, resolved, Quantity, null));
}
public virtual void test_builder_tradeAfterdelivery()
{
assertThrowsIllegalArg(() => ResolvedDsf.builder().notional(NOTIONAL).deliveryDate(DELIVERY_DATE).lastTradeDate(LocalDate.of(2014, 9, 11)).underlyingSwap(RSWAP).build());
}
public virtual void test_builder_deliveryAfterStart()
{
assertThrowsIllegalArg(() => ResolvedDsf.builder().notional(NOTIONAL).deliveryDate(LocalDate.of(2014, 9, 19)).lastTradeDate(LAST_TRADE_DATE).underlyingSwap(RSWAP).build());
}
/// <summary>
/// Sets the future that was traded.
/// <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(ResolvedDsf product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
