public virtual void test_summarize_singleLeg()
{
CmsTrade trade = CmsTrade.builder().product(Cms.of(CmsLegTest.sutCap())).build();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CMS).currencies(Currency.EUR).description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Cap 1.25% : 21Oct15-21Oct17").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_resolve_oneLeg()
{
Cms @base = Cms.of(CMS_LEG);
ResolvedCms test = @base.resolve(REF_DATA);
assertEquals(test.CmsLeg, CMS_LEG.resolve(REF_DATA));
assertFalse(test.PayLeg.Present);
}
public virtual void test_of_oneLeg()
{
Cms test = Cms.of(CMS_LEG);
assertEquals(test.CmsLeg, CMS_LEG);
assertFalse(test.PayLeg.Present);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
assertEquals(test.allCurrencies(), ImmutableSet.of(CMS_LEG.Currency));
}
internal static Cms sutFloor()
{
return(Cms.of(CmsLeg.builder().floorSchedule(STRIKE).index(INDEX).notional(NOTIONAL).payReceive(RECEIVE).paymentSchedule(SCHEDULE_EUR).build()));
}
//-------------------------------------------------------------------------
internal static Cms sutCap()
{
return(Cms.of(CMS_LEG, PAY_LEG));
}
