private ResolvedSwaptionTrade(TradeInfo info, ResolvedSwaption product, Payment premium)
{
JodaBeanUtils.notNull(product, "product");
JodaBeanUtils.notNull(premium, "premium");
this.info = info;
this.product = product;
this.premium = premium;
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
Swaption @base = sut();
ResolvedSwaption test = @base.resolve(REF_DATA);
assertEquals(test.Expiry, ADJUSTMENT.adjust(EXPIRY_DATE, REF_DATA).atTime(EXPIRY_TIME).atZone(ZONE));
assertEquals(test.LongShort, LONG);
assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE);
assertEquals(test.Underlying, SWAP.resolve(REF_DATA));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedSwaption test = sut();
assertEquals(test.ExpiryDate, EXPIRY.toLocalDate());
assertEquals(test.Expiry, EXPIRY);
assertEquals(test.LongShort, LONG);
assertEquals(test.SwaptionSettlement, PHYSICAL_SETTLE);
assertEquals(test.Underlying, SWAP);
assertEquals(test.Currency, USD);
assertEquals(test.Index, USD_LIBOR_3M);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedSwaption other = (ResolvedSwaption)obj;
return(JodaBeanUtils.equal(longShort, other.longShort) && JodaBeanUtils.equal(swaptionSettlement, other.swaptionSettlement) && JodaBeanUtils.equal(expiry, other.expiry) && JodaBeanUtils.equal(underlying, other.underlying));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedSwaption)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (Payment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
internal static ResolvedSwaption sut2()
{
return(ResolvedSwaption.builder().expiry(EXPIRY.plusHours(1)).longShort(SHORT).swaptionSettlement(CASH_SETTLE).underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M.createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA).Product.resolve(REF_DATA)).build());
}
//-------------------------------------------------------------------------
internal static ResolvedSwaption sut()
{
return(ResolvedSwaption.builder().expiry(EXPIRY).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build());
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance of a resolved Swaption trade.
/// </summary>
/// <param name="info"> the trade info </param>
/// <param name="product"> the product </param>
/// <param name="premium"> the premium </param>
/// <returns> the resolved trade </returns>
public static ResolvedSwaptionTrade of(TradeInfo info, ResolvedSwaption product, Payment premium)
{
return(new ResolvedSwaptionTrade(info, product, premium));
}
/// <summary>
/// Sets the resolved Swaption product.
/// <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(ResolvedSwaption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedSwaptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
