//-------------------------------------------------------------------------
public virtual void test_summarize()
{
IborFutureTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_FUTURE).currencies(Currency.USD).description("IborFuture x 35").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_withPrice()
{
IborFutureTrade @base = sut();
double price = 0.95;
IborFutureTrade computed = @base.withPrice(price);
IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(price).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
IborFutureTrade @base = sut();
double quantity = 65243;
IborFutureTrade computed = @base.withQuantity(quantity);
IborFutureTrade expected = IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(quantity).price(PRICE).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureTrade test = sut();
ResolvedIborFutureTrade resolved = test.resolve(REF_DATA);
assertEquals(resolved.Info, TRADE_INFO);
assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA));
assertEquals(resolved.Quantity, QUANTITY);
assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
IborFutureTrade test = sut();
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Product, PRODUCT);
assertEquals(test.Price, PRICE);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO);
assertEquals(test.withQuantity(0.9129).Quantity, 0.9129d, 1e-10);
assertEquals(test.withPrice(0.9129).Price, 0.9129d, 1e-10);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFutureTrade other = (IborFutureTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(quantity, other.quantity) && JodaBeanUtils.equal(price, other.price));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
IborFutureSecurity test = sut();
assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build();
assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
internal static IborFutureTrade sut2()
{
return(IborFutureTrade.builder().product(PRODUCT2).quantity(QUANTITY2).price(PRICE2).build());
}
//-------------------------------------------------------------------------
internal static IborFutureTrade sut()
{
return(IborFutureTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build());
}
