public virtual void test_ofForwardPoints()
{
double nearRate = 1.6;
double fwdPoint = 0.1;
FxSwap test = FxSwap.ofForwardPoints(GBP_P1000, FxRate.of(GBP, USD, nearRate), fwdPoint, DATE_2011_11_21, DATE_2011_12_21);
FxSingle nearLegExp = FxSingle.of(GBP_P1000, CurrencyAmount.of(USD, -1000.0 * nearRate), DATE_2011_11_21);
FxSingle farLegExp = FxSingle.of(GBP_M1000, CurrencyAmount.of(USD, 1000.0 * (nearRate + fwdPoint)), DATE_2011_12_21);
assertEquals(test.NearLeg, nearLegExp);
assertEquals(test.FarLeg, farLegExp);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
FxSwap other = (FxSwap)obj;
return(JodaBeanUtils.equal(nearLeg, other.nearLeg) && JodaBeanUtils.equal(farLeg, other.farLeg));
}
return(false);
}
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 = (FxSwap)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of an FX swap trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the trade </returns>
public static FxSwapTrade of(TradeInfo info, FxSwap product)
{
return(new FxSwapTrade(info, product));
}
/// <summary>
/// Sets the FX swap 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(FxSwap 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(FxSwapTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
public virtual void test_of_ratesCurrencyAmountMismatch()
{
assertThrowsIllegalArg(() => FxSwap.of(GBP_P1000, FxRate.of(EUR, USD, 1.1), date(2018, 6, 1), FxRate.of(EUR, USD, 1.15), date(2018, 7, 1)));
}
public virtual void test_of_sameSign()
{
FxSingle farLeg = FxSingle.of(GBP_M1000.negated(), USD_P1550.negated(), DATE_2011_12_21);
assertThrowsIllegalArg(() => FxSwap.of(NEAR_LEG, farLeg));
}
public virtual void test_of_wrongBaseCurrency()
{
FxSingle nearLeg = FxSingle.of(EUR_P1590, USD_M1600, DATE_2011_11_21);
assertThrowsIllegalArg(() => FxSwap.of(nearLeg, FAR_LEG));
}
public virtual void test_of_wrongOrder()
{
assertThrowsIllegalArg(() => FxSwap.of(FAR_LEG, NEAR_LEG));
}
//-------------------------------------------------------------------------
internal static FxSwap sut()
{
return(FxSwap.of(NEAR_LEG, FAR_LEG));
}
