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());
}
