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_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);
}
