private ResolvedIborCapFloorTrade(TradeInfo info, ResolvedIborCapFloor product, Payment premium) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(product, "product"); this.info = info; this.product = product; this.premium = premium; }
public virtual void test_resolve_twoLegs() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.get(), PAY_LEG.resolve(REF_DATA)); }
public virtual void test_resolve_oneLeg() { IborCapFloor @base = IborCapFloor.of(CAPFLOOR_LEG); ResolvedIborCapFloor test = @base.resolve(REF_DATA); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG.resolve(REF_DATA)); assertEquals(test.PayLeg.Present, false); }
public virtual void test_of_twoLegs() { ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); assertEquals(test.CapFloorLeg, CAPFLOOR_LEG); assertEquals(test.PayLeg.get(), PAY_LEG); assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR)); assertEquals(test.allIndices(), ImmutableSet.of(EUR_EURIBOR_3M)); }
//------------------------------------------------------------------------- public virtual void coverage() { ResolvedIborCapFloor test1 = ResolvedIborCapFloor.of(CAPFLOOR_LEG, PAY_LEG); coverImmutableBean(test1); ResolvedIborCapFloorLeg capFloor = ResolvedIborCapFloorLeg.builder().capletFloorletPeriods(PERIOD_1).payReceive(PAY).build(); ResolvedIborCapFloor test2 = ResolvedIborCapFloor.of(capFloor); coverBeanEquals(test1, test2); }
//----------------------------------------------------------------------- public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { ResolvedIborCapFloor other = (ResolvedIborCapFloor)obj; return(JodaBeanUtils.equal(capFloorLeg, other.capFloorLeg) && JodaBeanUtils.equal(payLeg, other.payLeg)); } 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 = (ResolvedIborCapFloor)newValue; break; case -318452137: // premium this.premium_Renamed = (Payment)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Sets the resolved Ibor cap/floor 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(ResolvedIborCapFloor 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(ResolvedIborCapFloorTrade beanToCopy) { this.info_Renamed = beanToCopy.Info; this.product_Renamed = beanToCopy.Product; this.premium_Renamed = beanToCopy.premium; }
public virtual void test_serialization() { ResolvedIborCapFloor test = ResolvedIborCapFloor.of(CAPFLOOR_LEG); assertSerialization(test); }