/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedIborFutureTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFuture test = sut();
ResolvedIborFuture expected = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(USD).notional(NOTIONAL).accrualFactor(ACCRUAL_FACTOR).iborRate(IborRateComputation.of(USD_LIBOR_3M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build();
assertEquals(test.resolve(REF_DATA), expected);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedIborFuture)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedIborFutureTrade(PortfolioItemInfo info, ResolvedIborFuture product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedIborFutureOption beanToCopy)
{
this.securityId_Renamed = beanToCopy.SecurityId;
this.putCall_Renamed = beanToCopy.PutCall;
this.strikePrice_Renamed = beanToCopy.StrikePrice;
this.expiry_Renamed = beanToCopy.Expiry;
this.premiumStyle_Renamed = beanToCopy.PremiumStyle;
this.rounding_Renamed = beanToCopy.Rounding;
this.underlyingFuture_Renamed = beanToCopy.UnderlyingFuture;
}
public ResolvedIborFutureTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedIborFuture resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedIborFutureTrade(info, resolved, quantity, tradedPrice));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedIborFuture test = sut();
assertEquals(test.Currency, PRODUCT.Currency);
assertEquals(test.Notional, PRODUCT.Notional);
assertEquals(test.AccrualFactor, PRODUCT.AccrualFactor);
assertEquals(test.LastTradeDate, PRODUCT.LastTradeDate);
assertEquals(test.Index, PRODUCT.Index);
assertEquals(test.Rounding, PRODUCT.Rounding);
assertEquals(test.IborRate, IborRateComputation.of(PRODUCT.Index, PRODUCT.LastTradeDate, REF_DATA));
}
public virtual void test_builder_defaults()
{
ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).currency(GBP).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).build();
assertEquals(test.Currency, GBP);
assertEquals(test.Notional, NOTIONAL);
assertEquals(test.AccrualFactor, ACCRUAL_FACTOR_2M);
assertEquals(test.LastTradeDate, LAST_TRADE_DATE);
assertEquals(test.Index, GBP_LIBOR_2M);
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.IborRate, IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedIborFuture other = (ResolvedIborFuture)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(notional, other.notional) && JodaBeanUtils.equal(accrualFactor, other.accrualFactor) && JodaBeanUtils.equal(iborRate, other.iborRate) && JodaBeanUtils.equal(rounding, other.rounding));
}
return(false);
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="securityId"> the value of the property, not null </param>
/// <param name="putCall"> the value of the property </param>
/// <param name="strikePrice"> the value of the property </param>
/// <param name="expiry"> the value of the property, not null </param>
/// <param name="premiumStyle"> the value of the property, not null </param>
/// <param name="rounding"> the value of the property, not null </param>
/// <param name="underlyingFuture"> the value of the property, not null </param>
internal ResolvedIborFutureOption(SecurityId securityId, PutCall putCall, double strikePrice, ZonedDateTime expiry, FutureOptionPremiumStyle premiumStyle, Rounding rounding, ResolvedIborFuture underlyingFuture)
{
JodaBeanUtils.notNull(securityId, "securityId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(premiumStyle, "premiumStyle");
JodaBeanUtils.notNull(rounding, "rounding");
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.securityId = securityId;
this.putCall = putCall;
this.strikePrice = strikePrice;
this.expiry = expiry;
this.premiumStyle = premiumStyle;
this.rounding = rounding;
this.underlyingFuture = underlyingFuture;
validate();
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 1574023291: // securityId
this.securityId_Renamed = (SecurityId)newValue;
break;
case -219971059: // putCall
this.putCall_Renamed = (PutCall)newValue;
break;
case 50946231: // strikePrice
this.strikePrice_Renamed = (double?)newValue.Value;
break;
case -1289159373: // expiry
this.expiry_Renamed = (ZonedDateTime)newValue;
break;
case -1257652838: // premiumStyle
this.premiumStyle_Renamed = (FutureOptionPremiumStyle)newValue;
break;
case -142444: // rounding
this.rounding_Renamed = (Rounding)newValue;
break;
case -165476480: // underlyingFuture
this.underlyingFuture_Renamed = (ResolvedIborFuture)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
public ResolvedIborFutureOption resolve(ReferenceData refData)
{
ResolvedIborFuture resolved = underlyingFuture.resolve(refData);
return(new ResolvedIborFutureOption(securityId, putCall, strikePrice, Expiry, premiumStyle, rounding, resolved));
}
public ResolvedIborFutureTrade resolve(ReferenceData refData)
{
ResolvedIborFuture resolved = product.resolve(refData);
return(new ResolvedIborFutureTrade(info, resolved, Quantity, null));
}
public virtual void test_builder_noCurrency()
{
ResolvedIborFuture test = ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).iborRate(IborRateComputation.of(GBP_LIBOR_2M, LAST_TRADE_DATE, REF_DATA)).rounding(ROUNDING).build();
assertEquals(GBP, test.Currency);
}
public virtual void test_builder_noObservation()
{
assertThrowsIllegalArg(() => ResolvedIborFuture.builder().securityId(SECURITY_ID).notional(NOTIONAL).currency(GBP).rounding(ROUNDING).build());
}
/// <summary>
/// Sets the underlying future. </summary>
/// <param name="underlyingFuture"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder underlyingFuture(ResolvedIborFuture underlyingFuture)
{
JodaBeanUtils.notNull(underlyingFuture, "underlyingFuture");
this.underlyingFuture_Renamed = underlyingFuture;
return(this);
}
/// <summary>
/// Sets the future that was traded.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedIborFuture product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
