private FxNdfTrade(TradeInfo info, FxNdf product)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
}
public virtual void test_builder_inverse()
{
FxRate fxRate = FxRate.of(USD, GBP, 0.7d);
FxNdf test = FxNdf.builder().agreedFxRate(fxRate).settlementCurrencyNotional(CURRENCY_NOTIONAL).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build();
assertEquals(test.AgreedFxRate, fxRate);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.NonDeliverableCurrency, USD);
assertEquals(test.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
assertEquals(test.PaymentDate, PAYMENT_DATE);
assertEquals(test.SettlementCurrency, GBP);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
FxNdf @base = sut();
ResolvedFxNdf resolved = @base.resolve(REF_DATA);
assertEquals(resolved.AgreedFxRate, FX_RATE);
assertEquals(resolved.Index, GBP_USD_WM);
assertEquals(resolved.NonDeliverableCurrency, USD);
assertEquals(resolved.PaymentDate, PAYMENT_DATE);
assertEquals(resolved.SettlementCurrency, GBP);
assertEquals(resolved.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
assertEquals(resolved.SettlementNotional, NOTIONAL);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxNdf other = (FxNdf)obj;
return(JodaBeanUtils.equal(settlementCurrencyNotional, other.settlementCurrencyNotional) && JodaBeanUtils.equal(agreedFxRate, other.agreedFxRate) && JodaBeanUtils.equal(index, other.index) && JodaBeanUtils.equal(paymentDate, other.paymentDate));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
FxNdf test = FxNdf.builder().agreedFxRate(FX_RATE).index(GBP_USD_WM).settlementCurrencyNotional(CURRENCY_NOTIONAL).paymentDate(PAYMENT_DATE).build();
assertEquals(test.AgreedFxRate, FX_RATE);
assertEquals(test.Index, GBP_USD_WM);
assertEquals(test.NonDeliverableCurrency, USD);
assertEquals(test.SettlementCurrencyNotional, CURRENCY_NOTIONAL);
assertEquals(test.PaymentDate, PAYMENT_DATE);
assertEquals(test.SettlementCurrency, GBP);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allCurrencies(), ImmutableSet.of(GBP, 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 = (FxNdf)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a Non-Deliverable Forward (NDF) trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the trade </returns>
public static FxNdfTrade of(TradeInfo info, FxNdf product)
{
return(new FxNdfTrade(info, product));
}
/// <summary>
/// Sets the 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(FxNdf 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(FxNdfTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
public virtual void test_builder_wrongCurrency()
{
assertThrowsIllegalArg(() => FxNdf.builder().agreedFxRate(FX_RATE).settlementCurrencyNotional(CurrencyAmount.of(EUR, NOTIONAL)).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}
public virtual void test_builder_wrongRate()
{
FxRate fxRate = FxRate.of(GBP, EUR, 1.1d);
assertThrowsIllegalArg(() => FxNdf.builder().agreedFxRate(fxRate).settlementCurrencyNotional(CURRENCY_NOTIONAL).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}
internal static FxNdf sut2()
{
return(FxNdf.builder().agreedFxRate(FX_RATE).settlementCurrencyNotional(CurrencyAmount.of(USD, -NOTIONAL)).index(GBP_USD_WM).paymentDate(PAYMENT_DATE).build());
}