public virtual void test_full_resolve() { ResolvedCdsIndexTrade test = sut().resolve(REF_DATA); assertEquals(test.Product, PRODUCT.resolve(REF_DATA)); assertEquals(test.Info, TRADE_INFO); assertEquals(test.UpfrontFee.get(), UPFRONT.resolve(REF_DATA)); }
//------------------------------------------------------------------------- public virtual void test_resolve() { SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM); assertEquals(test.resolve(REF_DATA).Premium, PREMIUM.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Product, SWAPTION.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO); }
//------------------------------------------------------------------------- public virtual void test_resolve() { ResolvedBill resolved = US_BILL.resolve(REF_DATA); assertEquals(resolved.DayCount, DAY_COUNT); assertEquals(resolved.LegalEntityId, LEGAL_ENTITY); assertEquals(resolved.Notional, NOTIONAL.resolve(REF_DATA)); assertEquals(resolved.SecurityId, SECURITY_ID); assertEquals(resolved.SettlementDateOffset, SETTLE); assertEquals(resolved.YieldConvention, YIELD_CONVENTION); }
//------------------------------------------------------------------------- public virtual void test_resolve() { FxVanillaOptionTrade test = sut(); ResolvedFxVanillaOptionTrade expected = ResolvedFxVanillaOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(test.resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { ResolvedCmsTrade expected = ResolvedCmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(sut().resolve(REF_DATA), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { FxSingleBarrierOptionTrade @base = sut(); ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).premium(PREMIUM.resolve(REF_DATA)).build(); assertEquals(@base.resolve(REF_DATA), expected); }