//-------------------------------------------------------------------------
public virtual void test_getLegs_SwapLegType()
{
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(FIXED), ImmutableList.of(LEG1));
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(IBOR), ImmutableList.of(LEG2));
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(OVERNIGHT), ImmutableList.of());
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLegs(OTHER), ImmutableList.of());
}
public virtual void test_builder()
{
ResolvedSwap test = ResolvedSwap.builder().legs(LEG1).build();
assertEquals(test.Legs, ImmutableSet.of(LEG1));
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
public virtual void test_of_singleCurrency()
{
ResolvedSwap test = ResolvedSwap.of(LEG1);
assertEquals(test.Legs, ImmutableSet.of(LEG1));
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedSwap test = ResolvedSwap.builder().legs(LEG1).build();
coverImmutableBean(test);
ResolvedSwap test2 = ResolvedSwap.builder().legs(LEG2).build();
coverBeanEquals(test, test2);
}
public virtual void test_getLeg_PayReceive()
{
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLeg(PAY), LEG1);
assertEquals(ResolvedSwap.of(LEG1, LEG2).getLeg(RECEIVE), LEG2);
assertEquals(ResolvedSwap.of(LEG1).getLeg(PAY), LEG1);
assertEquals(ResolvedSwap.of(LEG2).getLeg(PAY), null);
assertEquals(ResolvedSwap.of(LEG1).getLeg(RECEIVE), null);
assertEquals(ResolvedSwap.of(LEG2).getLeg(RECEIVE), LEG2);
}
public virtual void test_resolve_unadjustedAccrualAdjustedPayment()
{
Swap test = Swap.builder().legs(RateCalculationSwapLeg.builder().payReceive(RECEIVE).accrualSchedule(PeriodicSchedule.builder().startDate(date(2016, 1, 3)).endDate(date(2016, 5, 3)).frequency(Frequency.P1M).businessDayAdjustment(BusinessDayAdjustment.NONE).build()).paymentSchedule(PaymentSchedule.builder().paymentFrequency(Frequency.P1M).businessDayAdjustment(BusinessDayAdjustment.of(FOLLOWING, SAT_SUN)).paymentDateOffset(DaysAdjustment.ofBusinessDays(2, SAT_SUN)).build()).notionalSchedule(NotionalSchedule.of(GBP, NOTIONAL)).calculation(FixedRateCalculation.of(RATE, ACT_360)).build()).build();
RatePaymentPeriod pp1 = RatePaymentPeriod.builder().paymentDate(date(2016, 2, 5)).accrualPeriods(RateAccrualPeriod.builder().startDate(date(2016, 1, 3)).unadjustedStartDate(date(2016, 1, 3)).endDate(date(2016, 2, 3)).unadjustedEndDate(date(2016, 2, 3)).yearFraction(ACT_360.yearFraction(date(2016, 1, 3), date(2016, 2, 3))).rateComputation(FixedRateComputation.of(RATE)).build()).dayCount(ACT_360).currency(GBP).notional(NOTIONAL).build();
RatePaymentPeriod pp2 = RatePaymentPeriod.builder().paymentDate(date(2016, 3, 7)).accrualPeriods(RateAccrualPeriod.builder().startDate(date(2016, 2, 3)).unadjustedStartDate(date(2016, 2, 3)).endDate(date(2016, 3, 3)).unadjustedEndDate(date(2016, 3, 3)).yearFraction(ACT_360.yearFraction(date(2016, 2, 3), date(2016, 3, 3))).rateComputation(FixedRateComputation.of(RATE)).build()).dayCount(ACT_360).currency(GBP).notional(NOTIONAL).build();
RatePaymentPeriod pp3 = RatePaymentPeriod.builder().paymentDate(date(2016, 4, 6)).accrualPeriods(RateAccrualPeriod.builder().startDate(date(2016, 3, 3)).unadjustedStartDate(date(2016, 3, 3)).endDate(date(2016, 4, 3)).unadjustedEndDate(date(2016, 4, 3)).yearFraction(ACT_360.yearFraction(date(2016, 3, 3), date(2016, 4, 3))).rateComputation(FixedRateComputation.of(RATE)).build()).dayCount(ACT_360).currency(GBP).notional(NOTIONAL).build();
RatePaymentPeriod pp4 = RatePaymentPeriod.builder().paymentDate(date(2016, 5, 5)).accrualPeriods(RateAccrualPeriod.builder().startDate(date(2016, 4, 3)).unadjustedStartDate(date(2016, 4, 3)).endDate(date(2016, 5, 3)).unadjustedEndDate(date(2016, 5, 3)).yearFraction(ACT_360.yearFraction(date(2016, 4, 3), date(2016, 5, 3))).rateComputation(FixedRateComputation.of(RATE)).build()).dayCount(ACT_360).currency(GBP).notional(NOTIONAL).build();
ResolvedSwap expected = ResolvedSwap.builder().legs(ResolvedSwapLeg.builder().paymentPeriods(pp1, pp2, pp3, pp4).payReceive(RECEIVE).type(FIXED).build()).build();
assertEqualsBean(test.resolve(REF_DATA), expected);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedSwap other = (ResolvedSwap)obj;
return(JodaBeanUtils.equal(legs, other.legs));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedSwap)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_of()
{
ResolvedSwap test = ResolvedSwap.of(LEG1, LEG2);
assertEquals(test.Legs, ImmutableSet.of(LEG1, LEG2));
assertEquals(test.getLegs(SwapLegType.FIXED), ImmutableList.of(LEG1));
assertEquals(test.getLegs(SwapLegType.IBOR), ImmutableList.of(LEG2));
assertEquals(test.getLeg(PayReceive.PAY), LEG1);
assertEquals(test.getLeg(PayReceive.RECEIVE), LEG2);
assertEquals(test.PayLeg, LEG1);
assertEquals(test.ReceiveLeg, LEG2);
assertEquals(test.StartDate, LEG1.StartDate);
assertEquals(test.EndDate, LEG1.EndDate);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(GBP, USD));
assertEquals(test.allIndices(), ImmutableSet.of(GBP_LIBOR_3M));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
Swap test = Swap.builder().legs(ImmutableList.of(MOCK_GBP1, MOCK_USD1)).build();
assertEquals(test.resolve(REF_DATA), ResolvedSwap.of(MOCK_EXPANDED_GBP1, MOCK_EXPANDED_USD1));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a resolved Swap trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <returns> the resolved trade </returns>
public static ResolvedSwapTrade of(TradeInfo info, ResolvedSwap product)
{
return(new ResolvedSwapTrade(info, product));
}
/// <summary>
/// Sets the resolved Swap product.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedSwap product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedSwapTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property </param>
/// <param name="product"> the value of the property, not null </param>
internal ResolvedSwapTrade(TradeInfo info, ResolvedSwap product)
{
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
}
public virtual void test_serialization()
{
ResolvedSwap test = ResolvedSwap.builder().legs(LEG1).build();
assertSerialization(test);
}
