public virtual void coverage_builder()
{
MetaBean meta = MetaBean.of(typeof(FxRateId));
Bean test1 = meta.builder().set("pair", CurrencyPair.parse("EUR/GBP")).set("observableSource", OBS_SOURCE).build();
Bean test2 = meta.builder().set("pair", CurrencyPair.parse("EUR/GBP")).set("observableSource", OBS_SOURCE).build();
coverBeanEquals(test1, test2);
}
// convention-based
// ideally we'd use the trade date plus "period to start" to get the spot/payment date
// but we don't have all the data and it gets complicated in places like TRY, RUB and AED
private static FxSingleTrade parseConvention(CsvRow row, TradeInfo info)
{
CurrencyPair pair = CurrencyPair.parse(row.getValue(CONVENTION_FIELD));
BuySell buySell = LoaderUtils.parseBuySell(row.getValue(BUY_SELL_FIELD));
Currency currency = Currency.parse(row.getValue(CURRENCY_FIELD));
double notional = LoaderUtils.parseDouble(row.getValue(NOTIONAL_FIELD));
double fxRate = LoaderUtils.parseDouble(row.getValue(FX_RATE_FIELD));
LocalDate paymentDate = LoaderUtils.parseDate(row.getValue(PAYMENT_DATE_FIELD));
Optional <BusinessDayAdjustment> paymentAdj = parsePaymentDateAdjustment(row);
CurrencyAmount amount = CurrencyAmount.of(currency, buySell.normalize(notional));
FxSingle fx = paymentAdj.map(adj => FxSingle.of(amount, FxRate.of(pair, fxRate), paymentDate, adj)).orElseGet(() => FxSingle.of(amount, FxRate.of(pair, fxRate), paymentDate));
return(FxSingleTrade.of(info, fx));
}
public virtual void test_builder()
{
assertThrowsIllegalArg(() => DiscountFxForwardRates.meta().builder().set(DiscountFxForwardRates.meta().currencyPair(), CurrencyPair.parse("GBP/USD")).build());
assertThrowsIllegalArg(() => DiscountFxForwardRates.meta().builder().set(DiscountFxForwardRates.meta().currencyPair().name(), CurrencyPair.parse("GBP/USD")).build());
}