//-------------------------------------------------------------------------
public virtual void test_resolve()
{
FraTrade test = FraTrade.of(TRADE_INFO, PRODUCT);
assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO);
assertEquals(test.resolve(REF_DATA).Product, PRODUCT.resolve(REF_DATA));
}
public virtual void test_resolve_IborInterpolated()
{
Fra fra = Fra.builder().buySell(SELL).notional(NOTIONAL_1M).startDate(date(2015, 6, 12)).endDate(date(2015, 9, 5)).businessDayAdjustment(BDA_MOD_FOLLOW).fixedRate(FIXED_RATE).index(GBP_LIBOR_3M).indexInterpolated(GBP_LIBOR_2M).fixingDateOffset(MINUS_TWO_DAYS).build();
ResolvedFra test = fra.resolve(REF_DATA);
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, -NOTIONAL_1M, 0d); // sell
assertEquals(test.StartDate, date(2015, 6, 12));
assertEquals(test.EndDate, date(2015, 9, 7));
assertEquals(test.PaymentDate, date(2015, 6, 12));
assertEquals(test.FixedRate, FIXED_RATE, 0d);
assertEquals(test.FloatingRate, IborInterpolatedRateComputation.of(GBP_LIBOR_2M, GBP_LIBOR_3M, date(2015, 6, 10), REF_DATA));
assertEquals(test.YearFraction, ACT_365F.yearFraction(date(2015, 6, 12), date(2015, 9, 7)), 0d);
assertEquals(test.Discounting, ISDA);
}
//-------------------------------------------------------------------------
public virtual void test_resolve_Ibor()
{
Fra fra = Fra.builder().buySell(BUY).notional(NOTIONAL_1M).startDate(date(2015, 6, 15)).endDate(date(2015, 9, 15)).paymentDate(AdjustableDate.of(date(2015, 6, 20), BDA_MOD_FOLLOW)).fixedRate(FIXED_RATE).index(GBP_LIBOR_3M).fixingDateOffset(MINUS_TWO_DAYS).build();
ResolvedFra test = fra.resolve(REF_DATA);
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL_1M, 0d);
assertEquals(test.StartDate, date(2015, 6, 15));
assertEquals(test.EndDate, date(2015, 9, 15));
assertEquals(test.PaymentDate, date(2015, 6, 22));
assertEquals(test.FixedRate, FIXED_RATE, 0d);
assertEquals(test.FloatingRate, IborRateComputation.of(GBP_LIBOR_3M, date(2015, 6, 11), REF_DATA));
assertEquals(test.YearFraction, ACT_365F.yearFraction(date(2015, 6, 15), date(2015, 9, 15)), 0d);
assertEquals(test.Discounting, ISDA);
}
