public virtual void test_summarize_floor() { IborCapFloorTrade trade = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).build(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_CAP_FLOOR).currencies(Currency.EUR).description("5Y EUR 1mm Rec EUR-EURIBOR-3M Floor 3.25% : 17Mar11-17Mar16").build(); assertEquals(trade.summarize(), expected); }
public virtual void test_resolve_noPremium() { IborCapFloorTrade test = IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT).build(); ResolvedIborCapFloorTrade expected = ResolvedIborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT.resolve(REF_DATA)).build(); assertEquals(test.resolve(REF_DATA), expected); }
public virtual void test_builder_min() { IborCapFloorTrade test = IborCapFloorTrade.builder().product(PRODUCT).build(); assertEquals(test.Premium.Present, false); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TradeInfo.empty()); }
//------------------------------------------------------------------------- public virtual void coverage() { IborCapFloorTrade test1 = sut(); coverImmutableBean(test1); IborCapFloor product = IborCapFloor.of(IborCapFloorLeg.builder().calculation(RATE_CALCULATION).floorSchedule(CAP).notional(NOTIONAL).paymentDateOffset(PAYMENT_OFFSET).paymentSchedule(SCHEDULE).payReceive(PAY).build()); IborCapFloorTrade test2 = IborCapFloorTrade.builder().product(product).build(); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- internal virtual IborCapFloorTrade sut() { return(IborCapFloorTrade.builder().info(TRADE_INFO).product(PRODUCT).premium(PREMIUM).build()); }