public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData)
{
ResolvedCapitalIndexedBond resolvedProduct = product.resolve(refData);
LocalDate settlementDate = calculateSettlementDate(refData);
double accruedInterest = resolvedProduct.accruedInterest(settlementDate) / product.Notional;
if (settlementDate.isBefore(resolvedProduct.StartDate))
{
throw new System.ArgumentException("Settlement date must not be before bond starts");
}
BondPaymentPeriod settlePeriod;
if (product.YieldConvention.Equals(CapitalIndexedBondYieldConvention.GB_IL_FLOAT))
{
settlePeriod = KnownAmountBondPaymentPeriod.of(Payment.of(product.Currency, -product.Notional * quantity * (price + accruedInterest), settlementDate), SchedulePeriod.of(resolvedProduct.StartDate, settlementDate, product.AccrualSchedule.StartDate, settlementDate));
}
else
{
RateComputation rateComputation = product.RateCalculation.createRateComputation(settlementDate);
settlePeriod = CapitalIndexedBondPaymentPeriod.builder().startDate(resolvedProduct.StartDate).unadjustedStartDate(product.AccrualSchedule.StartDate).endDate(settlementDate).rateComputation(rateComputation).currency(product.Currency).notional(-product.Notional * quantity * (price + accruedInterest)).realCoupon(1d).build();
}
return(ResolvedCapitalIndexedBondTrade.builder().info(info).product(resolvedProduct).quantity(quantity).settlement(ResolvedCapitalIndexedBondSettlement.of(settlementDate, price, settlePeriod)).build());
}
//-------------------------------------------------------------------------
public virtual void test_adjustPaymentDate()
{
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_01).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).build();
KnownAmountBondPaymentPeriod expected = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).build();
assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d => d.plusDays(0))), test);
assertEquals(test.adjustPaymentDate(TemporalAdjusters.ofDateAdjuster(d => d.plusDays(2))), expected);
}
//-------------------------------------------------------------------------
public virtual void test_collectIndices_simple()
{
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).build();
ImmutableSet.Builder <Index> builder = ImmutableSet.builder();
test.collectIndices(builder);
assertEquals(builder.build(), ImmutableSet.of());
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).build();
coverImmutableBean(test);
KnownAmountBondPaymentPeriod test2 = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03.negated()).startDate(DATE_2014_06_30).endDate(DATE_2014_09_30).build();
coverBeanEquals(test, test2);
}
public virtual void test_builder_defaultDates()
{
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).endDate(DATE_2014_10_01).build();
assertEquals(test.Payment, PAYMENT_2014_10_03);
assertEquals(test.StartDate, DATE_2014_03_30);
assertEquals(test.UnadjustedStartDate, DATE_2014_03_30);
assertEquals(test.EndDate, DATE_2014_10_01);
assertEquals(test.UnadjustedEndDate, DATE_2014_10_01);
assertEquals(test.PaymentDate, DATE_2014_10_03);
assertEquals(test.Currency, GBP);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
KnownAmountBondPaymentPeriod other = (KnownAmountBondPaymentPeriod)obj;
return(JodaBeanUtils.equal(payment, other.payment) && JodaBeanUtils.equal(startDate, other.startDate) && JodaBeanUtils.equal(endDate, other.endDate) && JodaBeanUtils.equal(unadjustedStartDate, other.unadjustedStartDate) && JodaBeanUtils.equal(unadjustedEndDate, other.unadjustedEndDate));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_of()
{
SchedulePeriod sched = SchedulePeriod.of(DATE_2014_03_30, DATE_2014_09_30);
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.of(PAYMENT_2014_10_03, sched);
assertEquals(test.Payment, PAYMENT_2014_10_03);
assertEquals(test.StartDate, DATE_2014_03_30);
assertEquals(test.UnadjustedStartDate, DATE_2014_03_30);
assertEquals(test.EndDate, DATE_2014_09_30);
assertEquals(test.UnadjustedEndDate, DATE_2014_09_30);
assertEquals(test.PaymentDate, DATE_2014_10_03);
assertEquals(test.Currency, GBP);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance based on a payment and schedule period.
/// </summary>
/// <param name="payment"> the payment </param>
/// <param name="period"> the schedule period </param>
/// <returns> the period </returns>
public static KnownAmountBondPaymentPeriod of(Payment payment, SchedulePeriod period)
{
return(KnownAmountBondPaymentPeriod.builder().payment(payment).startDate(period.StartDate).endDate(period.EndDate).unadjustedStartDate(period.UnadjustedStartDate).unadjustedEndDate(period.UnadjustedEndDate).build());
}
public virtual void test_builder_invalid()
{
assertThrowsIllegalArg(() => KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).endDate(DATE_2014_10_01).build());
assertThrowsIllegalArg(() => KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_10_01).build());
assertThrowsIllegalArg(() => KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_10_01).endDate(DATE_2014_10_01).build());
}
public virtual void test_serialization()
{
KnownAmountBondPaymentPeriod test = KnownAmountBondPaymentPeriod.builder().payment(PAYMENT_2014_10_03).startDate(DATE_2014_03_30).unadjustedStartDate(DATE_2014_03_30).endDate(DATE_2014_10_01).unadjustedEndDate(DATE_2014_09_30).build();
assertSerialization(test);
}
