//-------------------------------------------------------------------------
public virtual void test_builder()
{
ImmutableFxSwapConvention test = ImmutableFxSwapConvention.builder().currencyPair(EUR_USD).name("EUR::USD").spotDateOffset(PLUS_TWO_DAYS).businessDayAdjustment(BDA_FOLLOW).build();
assertEquals(test.Name, "EUR::USD");
assertEquals(test.CurrencyPair, EUR_USD);
assertEquals(test.SpotDateOffset, PLUS_TWO_DAYS);
assertEquals(test.BusinessDayAdjustment, BDA_FOLLOW);
}
public virtual void test_toTemplate_badDateOrder()
{
ImmutableFxSwapConvention @base = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate nearDate = date(2015, 4, 5);
LocalDate farDate = date(2015, 7, 5);
assertThrowsIllegalArg(() => @base.toTrade(tradeDate, nearDate, farDate, BUY, NOTIONAL_EUR, FX_RATE_NEAR, FX_RATE_PTS));
}
//-------------------------------------------------------------------------
public virtual void test_of_bda()
{
ImmutableFxSwapConvention test = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
assertEquals(test.Name, EUR_USD.ToString());
assertEquals(test.CurrencyPair, EUR_USD);
assertEquals(test.SpotDateOffset, PLUS_TWO_DAYS);
assertEquals(test.BusinessDayAdjustment, BDA_FOLLOW);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ImmutableFxSwapConvention test = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
coverImmutableBean(test);
ImmutableFxSwapConvention test2 = ImmutableFxSwapConvention.builder().name("GBP/USD").currencyPair(GBP_USD).spotDateOffset(PLUS_ONE_DAY).businessDayAdjustment(BDA_MODFOLLOW).build();
coverBeanEquals(test, test2);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ImmutableFxSwapConvention other = (ImmutableFxSwapConvention)obj;
return(JodaBeanUtils.equal(currencyPair, other.currencyPair) && JodaBeanUtils.equal(name, other.name) && JodaBeanUtils.equal(spotDateOffset, other.spotDateOffset) && JodaBeanUtils.equal(businessDayAdjustment, other.businessDayAdjustment));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_toTrade_periods()
{
ImmutableFxSwapConvention @base = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
Period startPeriod = Period.ofMonths(3);
Period endPeriod = Period.ofMonths(6);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate spotDate = PLUS_TWO_DAYS.adjust(tradeDate, REF_DATA);
LocalDate nearDate = spotDate.plus(startPeriod);
LocalDate farDate = spotDate.plus(endPeriod);
FxSwapTrade test = @base.createTrade(tradeDate, startPeriod, endPeriod, BUY, NOTIONAL_EUR, FX_RATE_NEAR, FX_RATE_PTS, REF_DATA);
FxSwap expected = FxSwap.ofForwardPoints(CurrencyAmount.of(EUR, NOTIONAL_EUR), FxRate.of(EUR, USD, FX_RATE_NEAR), FX_RATE_PTS, nearDate, farDate, BDA_FOLLOW);
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
}
public virtual void test_toTrade_dates()
{
ImmutableFxSwapConvention @base = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
LocalDate tradeDate = LocalDate.of(2015, 5, 5);
LocalDate nearDate = LocalDate.of(2015, 7, 5);
LocalDate nearDateAdj = LocalDate.of(2015, 7, 6); // Adjusted: 5 is Sunday
LocalDate farDate = LocalDate.of(2015, 9, 5);
LocalDate farDateAdj = LocalDate.of(2015, 9, 7); // Adjusted: 5 is Saturday
FxSwapTrade test = @base.toTrade(tradeDate, nearDate, farDate, BUY, NOTIONAL_EUR, FX_RATE_NEAR, FX_RATE_PTS);
FxSwap expected = FxSwap.ofForwardPoints(CurrencyAmount.of(EUR, NOTIONAL_EUR), FxRate.of(EUR, USD, FX_RATE_NEAR), FX_RATE_PTS, nearDate, farDate, BDA_FOLLOW);
assertEquals(test.Info.TradeDate, tradeDate);
assertEquals(test.Product, expected);
ResolvedFxSwap resolvedExpected = ResolvedFxSwap.ofForwardPoints(CurrencyAmount.of(EUR, NOTIONAL_EUR), USD, FX_RATE_NEAR, FX_RATE_PTS, nearDateAdj, farDateAdj);
assertEquals(test.Product.resolve(REF_DATA), resolvedExpected);
}
/// <summary>
/// Obtains a convention based on the specified currency pair, spot date offset and adjustment.
/// <para>
/// Use the <seealso cref="#builder() builder"/> for unusual conventions.
///
/// </para>
/// </summary>
/// <param name="currencyPair"> the currency pair associated to the convention </param>
/// <param name="spotDateOffset"> the spot date offset </param>
/// <param name="businessDayAdjustment"> the business day adjustment to apply </param>
/// <returns> the convention </returns>
public static ImmutableFxSwapConvention of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset, BusinessDayAdjustment businessDayAdjustment)
{
ArgChecker.notNull(businessDayAdjustment, "businessDayAdjustment");
return(ImmutableFxSwapConvention.builder().currencyPair(currencyPair).spotDateOffset(spotDateOffset).businessDayAdjustment(businessDayAdjustment).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains a convention based on the specified currency pair and spot date offset.
/// <para>
/// Use the <seealso cref="#builder() builder"/> for unusual conventions.
///
/// </para>
/// </summary>
/// <param name="currencyPair"> the currency pair associated to the convention </param>
/// <param name="spotDateOffset"> the spot date offset </param>
/// <returns> the convention </returns>
public static ImmutableFxSwapConvention of(CurrencyPair currencyPair, DaysAdjustment spotDateOffset)
{
return(ImmutableFxSwapConvention.builder().currencyPair(currencyPair).spotDateOffset(spotDateOffset).build());
}
public virtual void test_serialization()
{
ImmutableFxSwapConvention test = ImmutableFxSwapConvention.of(EUR_USD, PLUS_TWO_DAYS, BDA_FOLLOW);
assertSerialization(test);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "calendar") public void test_calendar(ImmutableFxSwapConvention convention, com.opengamma.strata.basics.date.HolidayCalendarId cal)
public virtual void test_calendar(ImmutableFxSwapConvention convention, HolidayCalendarId cal)
{
assertEquals(convention.SpotDateOffset.Calendar, cal);
assertEquals(convention.BusinessDayAdjustment.Calendar, cal);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "currencyPair") public void test_currency_pair(ImmutableFxSwapConvention convention, com.opengamma.strata.basics.currency.CurrencyPair ccys)
public virtual void test_currency_pair(ImmutableFxSwapConvention convention, CurrencyPair ccys)
{
assertEquals(convention.CurrencyPair, ccys);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @Test(dataProvider = "spotLag") public void test_spot_lag(ImmutableFxSwapConvention convention, int lag)
public virtual void test_spot_lag(ImmutableFxSwapConvention convention, int lag)
{
assertEquals(convention.SpotDateOffset.Days, lag);
}
