//-------------------------------------------------------------------------
public virtual void test_getters()
{
ResolvedBondFutureOptionTrade test = sut();
BondFutureOptionTrade @base = BondFutureOptionTradeTest.sut();
assertEquals(test.TradedPrice.get(), TradedPrice.of(@base.Info.TradeDate.get(), @base.Price));
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedBondFutureOption)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedBondFutureOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedIborFutureTrade test = sut();
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Product, PRODUCT);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedOvernightFutureTrade test = ResolvedOvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)).build();
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Product, PRODUCT);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedBondFutureOptionTrade(PortfolioItemInfo info, ResolvedBondFutureOption product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureTrade test = sut();
ResolvedIborFutureTrade resolved = test.resolve(REF_DATA);
assertEquals(resolved.Info, TRADE_INFO);
assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA));
assertEquals(resolved.Quantity, QUANTITY);
assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
OvernightFutureTrade test = OvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build();
ResolvedOvernightFutureTrade resolved = test.resolve(REF_DATA);
assertEquals(resolved.Info, TRADE_INFO);
assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA));
assertEquals(resolved.Quantity, QUANTITY);
assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
public ResolvedOvernightFutureTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedOvernightFuture resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedOvernightFutureTrade(info, resolved, quantity, tradedPrice));
}
internal static ResolvedIborFutureTrade sut2()
{
return(ResolvedIborFutureTrade.builder().info(TRADE_INFO2).product(PRODUCT2).quantity(QUANTITY2).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE2)).build());
}
//-------------------------------------------------------------------------
internal static ResolvedDsfTrade sut()
{
return(ResolvedDsfTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)).build());
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedBondFutureOptionTrade expected = ResolvedBondFutureOptionTrade.builder().info(TRADE_INFO).product(OPTION_PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_INFO.TradeDate.get(), PRICE.Value)).build();
assertEquals(sut().resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
DsfTrade test = sut();
ResolvedDsfTrade expected = ResolvedDsfTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)).build();
assertEquals(test.resolve(REF_DATA), expected);
}
public virtual void test_serialization()
{
ResolvedOvernightFutureTrade test = ResolvedOvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)).build();
assertSerialization(test);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedOvernightFutureTrade test1 = ResolvedOvernightFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE)).build();
coverImmutableBean(test1);
ResolvedOvernightFutureTrade test2 = ResolvedOvernightFutureTrade.builder().info(TradeInfo.empty()).product(PRODUCT2).quantity(QUANTITY2).tradedPrice(TradedPrice.of(TRADE_DATE, PRICE2)).build();
coverBeanEquals(test1, test2);
}
/// <summary>
/// Sets the price that was traded, together with the trade date, optional.
/// <para>
/// This is the price agreed when the trade occurred, in decimal form.
/// Strata uses <i>decimal prices</i> for bond futures options in the trade model, pricers and market data.
/// This is coherent with the pricing of <seealso cref="BondFuture"/>.
/// </para>
/// <para>
/// This is optional to allow the class to be used to price both trades and positions.
/// When the instance represents a trade, the traded price should be present.
/// When the instance represents a position, the traded price should be empty.
/// </para>
/// </summary>
/// <param name="tradedPrice"> the new value </param>
/// <returns> this, for chaining, not null </returns>
public Builder tradedPrice(TradedPrice tradedPrice)
{
this.tradedPrice_Renamed = tradedPrice;
return(this);
}
