private CdsCalibrationTrade(CdsTrade underlyingTrade, CdsQuote quote) { JodaBeanUtils.notNull(underlyingTrade, "underlyingTrade"); JodaBeanUtils.notNull(quote, "quote"); this.underlyingTrade = underlyingTrade; this.quote = quote; }
//------------------------------------------------------------------------- public virtual void test_summarize() { CdsTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.CDS).currencies(Currency.USD).description("10Y9M Buy USD 1000mm ABC / 5% : 20Dec13-20Sep24").build(); assertEquals(trade.summarize(), expected); }
public virtual void test_min_resolve() { ResolvedCdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build().resolve(REF_DATA); assertEquals(test.Product, PRODUCT.resolve(REF_DATA)); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
public virtual void test_min_builder() { CdsTrade test = CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TRADE_INFO); assertFalse(test.UpfrontFee.Present); }
public virtual void test_full_builder() { CdsTrade test = sut(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, TRADE_INFO); assertEquals(test.UpfrontFee.get(), UPFRONT); }
//------------------------------------------------------------------------- public virtual void coverage_trade() { CdsCalibrationTrade test1 = CdsCalibrationTrade.of(TRADE, QUOTE1); coverImmutableBean(test1); CdsCalibrationTrade test2 = CdsCalibrationTrade.of(CdsTrade.builder().product(PRODUCT).info(TRADE_INFO).build(), QUOTE2); coverBeanEquals(test1, test2); }
//------------------------------------------------------------------------- public virtual void coverage() { CdsTrade test1 = sut(); coverImmutableBean(test1); Cds product = Cds.of(BUY, LEGAL_ENTITY, USD, 1.e9, START_DATE, END_DATE, P3M, SAT_SUN, 0.067); CdsTrade test2 = CdsTrade.builder().product(product).info(TradeInfo.empty()).build(); coverBeanEquals(test1, test2); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { CdsTrade other = (CdsTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(upfrontFee, other.upfrontFee)); } return(false); }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case -823800825: // underlyingTrade this.underlyingTrade = (CdsTrade)newValue; break; case 107953788: // quote this.quote = (CdsQuote)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
//------------------------------------------------------------------------- /// <summary> /// Creates an instance. /// </summary> /// <param name="trade"> the trade </param> /// <param name="quote"> the quote </param> /// <returns> the instance </returns> public static CdsCalibrationTrade of(CdsTrade trade, CdsQuote quote) { return(new CdsCalibrationTrade(trade, quote)); }
//------------------------------------------------------------------------- internal virtual CdsTrade sut() { return(CdsTrade.builder().product(PRODUCT).upfrontFee(UPFRONT).info(TRADE_INFO).build()); }
public virtual void test_serialization() { CdsTrade test = sut(); assertSerialization(test); }