public virtual void test_resolve()
{
FixedCouponBond @base = sut();
ResolvedFixedCouponBond resolved = @base.resolve(REF_DATA);
assertEquals(resolved.LegalEntityId, LEGAL_ENTITY);
assertEquals(resolved.SettlementDateOffset, DATE_OFFSET);
assertEquals(resolved.YieldConvention, YIELD_CONVENTION);
ImmutableList <FixedCouponBondPaymentPeriod> periodicPayments = resolved.PeriodicPayments;
int expNum = 20;
assertEquals(periodicPayments.size(), expNum);
LocalDate unadjustedEnd = END_DATE;
Schedule unadjusted = PERIOD_SCHEDULE.createSchedule(REF_DATA).toUnadjusted();
for (int i = 0; i < expNum; ++i)
{
FixedCouponBondPaymentPeriod payment = periodicPayments.get(expNum - 1 - i);
assertEquals(payment.Currency, EUR);
assertEquals(payment.Notional, NOTIONAL);
assertEquals(payment.FixedRate, FIXED_RATE);
assertEquals(payment.UnadjustedEndDate, unadjustedEnd);
assertEquals(payment.EndDate, BUSINESS_ADJUST.adjust(unadjustedEnd, REF_DATA));
assertEquals(payment.PaymentDate, payment.EndDate);
LocalDate unadjustedStart = unadjustedEnd.minusMonths(6);
assertEquals(payment.UnadjustedStartDate, unadjustedStart);
assertEquals(payment.StartDate, BUSINESS_ADJUST.adjust(unadjustedStart, REF_DATA));
assertEquals(payment.YearFraction, unadjusted.getPeriod(expNum - 1 - i).yearFraction(DAY_COUNT, unadjusted));
assertEquals(payment.DetachmentDate, EX_COUPON.adjust(payment.PaymentDate, REF_DATA));
unadjustedEnd = unadjustedStart;
}
Payment expectedPayment = Payment.of(CurrencyAmount.of(EUR, NOTIONAL), BUSINESS_ADJUST.adjust(END_DATE, REF_DATA));
assertEquals(resolved.NominalPayment, expectedPayment);
}
static BondFutureTest()
{
for (int i = 0; i < NB_BOND; ++i)
{
LocalDate endDate = START_DATE[i].plus(BOND_TENOR[i]);
PeriodicSchedule periodSchedule = PeriodicSchedule.of(START_DATE[i], endDate, Frequency.P6M, BUSINESS_ADJUST, StubConvention.SHORT_INITIAL, false);
FixedCouponBond product = FixedCouponBond.builder().securityId(SecurityId.of("OG-Test", "Bond " + i)).dayCount(DAY_COUNT).fixedRate(RATE[i]).legalEntityId(ISSUER_ID).currency(USD).notional(NOTIONAL).accrualSchedule(periodSchedule).settlementDateOffset(SETTLEMENT_DAYS).yieldConvention(YIELD_CONVENTION).exCouponPeriod(EX_COUPON).build();
BOND_PRODUCT[i] = product;
RESOLVED_BASKET[i] = product.resolve(REF_DATA);
}
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedFixedCouponBondTrade expected = ResolvedFixedCouponBondTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build();
assertEquals(sut().resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedFixedCouponBondTrade expected = ResolvedFixedCouponBondTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).settlement(ResolvedFixedCouponBondSettlement.of(SETTLEMENT_DATE, PRICE)).build();
assertEquals(sut().resolve(REF_DATA), expected);
}