示例#1
0
        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);
        }
示例#2
0
        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);
        }