private CdsCalibrationTrade(CdsTrade underlyingTrade, CdsQuote quote)
{
JodaBeanUtils.notNull(underlyingTrade, "underlyingTrade");
JodaBeanUtils.notNull(quote, "quote");
this.underlyingTrade = underlyingTrade;
this.quote = quote;
}
//-------------------------------------------------------------------------
public virtual void test_summarize()
{
CdsTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CDS).currencies(Currency.USD).description("10Y9M Buy USD 1000mm ABC / 5% : 20Dec13-20Sep24").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_min_resolve()
{
ResolvedCdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build().resolve(REF_DATA);
assertEquals(test.Product, PRODUCT.resolve(REF_DATA));
assertEquals(test.Info, TRADE_INFO);
assertFalse(test.UpfrontFee.Present);
}
public virtual void test_min_builder()
{
CdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertFalse(test.UpfrontFee.Present);
}
public virtual void test_full_builder()
{
CdsTrade test = sut();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.UpfrontFee.get(), UPFRONT);
}
//-------------------------------------------------------------------------
public virtual void coverage_trade()
{
CdsCalibrationTrade test1 = CdsCalibrationTrade.of(TRADE, QUOTE1);
coverImmutableBean(test1);
CdsCalibrationTrade test2 = CdsCalibrationTrade.of(CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build(), QUOTE2);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
CdsTrade test1 = sut();
coverImmutableBean(test1);
Cds product = Cds.of(BUY, LEGAL_ENTITY, USD, 1.e9, START_DATE, END_DATE, P3M, SAT_SUN, 0.067);
CdsTrade test2 = CdsTrade.builder().product(product).info(TradeInfo.empty()).build();
coverBeanEquals(test1, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
CdsTrade other = (CdsTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(upfrontFee, other.upfrontFee));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case -823800825: // underlyingTrade
this.underlyingTrade = (CdsTrade)newValue;
break;
case 107953788: // quote
this.quote = (CdsQuote)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates an instance.
/// </summary>
/// <param name="trade"> the trade </param>
/// <param name="quote"> the quote </param>
/// <returns> the instance </returns>
public static CdsCalibrationTrade of(CdsTrade trade, CdsQuote quote)
{
return(new CdsCalibrationTrade(trade, quote));
}
//-------------------------------------------------------------------------
internal virtual CdsTrade sut()
{
return(CdsTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build());
}
public virtual void test_serialization()
{
CdsTrade test = sut();
assertSerialization(test);
}
