//------------------------------------------------------------------------- public virtual void test_summarize() { SwaptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.SWAPTION).currencies(Currency.USD).description("Long 10Y USD 100mm Rec USD-LIBOR-3M / Pay 1.5% : 14Jun14").build(); assertEquals(trade.summarize(), expected); }
//------------------------------------------------------------------------- public virtual void test_resolve() { SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM); assertEquals(test.resolve(REF_DATA).Premium, PREMIUM.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Product, SWAPTION.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).Info, TRADE_INFO); }
public virtual void test_builder() { SwaptionTrade test = sut(); assertEquals(test.Premium, PREMIUM); assertEquals(test.Product, SWAPTION); assertEquals(test.Info, TRADE_INFO); }
//------------------------------------------------------------------------- public virtual void test_of() { SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM); assertEquals(test.Premium, PREMIUM); assertEquals(test.Product, SWAPTION); assertEquals(test.Info, TRADE_INFO); assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { SwaptionTrade other = (SwaptionTrade)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(premium, other.premium)); } return(false); }
internal static SwaptionTrade sut2() { return(SwaptionTrade.builder().premium(AdjustablePayment.of(CurrencyAmount.of(Currency.USD, -3050000d), LocalDate.of(2014, 3, 17))).product(SwaptionTest.sut2()).build()); }
//------------------------------------------------------------------------- internal static SwaptionTrade sut() { return(SwaptionTrade.builder().premium(PREMIUM).product(SWAPTION).info(TRADE_INFO).build()); }