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_summarize_floor()
{
CmsTrade trade = CmsTrade.builder().info(TRADE_INFO).product(PRODUCT_FLOOR).premium(PREMIUM).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 Floor 1.25% / Pay Premium : 21Oct15-21Oct17").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_builder_noPrem()
{
CmsTrade test = CmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP2).build();
assertFalse(test.Premium.Present);
assertEquals(test.Product, PRODUCT_CAP2);
assertEquals(test.Info, TRADE_INFO);
}
internal static CmsTrade sut2()
{
return(CmsTrade.builder().product(PRODUCT_CAP2).build());
}
//-------------------------------------------------------------------------
internal static CmsTrade sut()
{
return(CmsTrade.builder().info(TRADE_INFO).product(PRODUCT_CAP).premium(PREMIUM).build());
}
