public void test_resolve() { AdjustablePayment test = AdjustablePayment.ofReceive(GBP_P1000, DATE_2015_06_28_ADJ); assertEquals(test.resolve(REF_DATA), Payment.of(GBP_P1000, DATE_2015_06_29)); }
@Override public ResolvedFxVanillaOptionTrade resolve(ReferenceData refData) { return ResolvedFxVanillaOptionTrade.builder() .info(info) .product(product.resolve(refData)) .premium(premium.resolve(refData)) .build(); }
public void test_resolve() { ResolvedBill resolved = US_BILL.resolve(REF_DATA); assertEquals(resolved.getDayCount(), DAY_COUNT); assertEquals(resolved.getLegalEntityId(), LEGAL_ENTITY); assertEquals(resolved.getNotional(), NOTIONAL.resolve(REF_DATA)); assertEquals(resolved.getSecurityId(), SECURITY_ID); assertEquals(resolved.getSettlementDateOffset(), SETTLE); assertEquals(resolved.getYieldConvention(), YIELD_CONVENTION); }
@Override public ResolvedIborCapFloorTrade resolve(ReferenceData refData) { return ResolvedIborCapFloorTrade.builder() .info(info) .product(product.resolve(refData)) .premium(premium != null ? premium.resolve(refData) : null) .build(); }
@Override public ResolvedCmsTrade resolve(ReferenceData refData) { return ResolvedCmsTrade.builder() .info(info) .product(product.resolve(refData)) .premium(premium != null ? premium.resolve(refData) : null) .build(); }
@Override public ResolvedFxSingleBarrierOptionTrade resolve(ReferenceData refData) { return ResolvedFxSingleBarrierOptionTrade.builder() .info(info) .product(product.resolve(refData)) .premium(premium.resolve(refData)) .build(); }
@Override public ResolvedCdsTrade resolve(ReferenceData refData) { return ResolvedCdsTrade.builder() .info(info) .product(product.resolve(refData)) .upfrontFee(upfrontFee != null ? upfrontFee.resolve(refData) : null) .build(); }
@Override public ResolvedSwaptionTrade resolve(ReferenceData refData) { return ResolvedSwaptionTrade.builder() .info(info) .product(product.resolve(refData)) .premium(premium.resolve(refData)) .build(); }
@Override public ResolvedCdsIndexTrade resolve(ReferenceData refData) { return ResolvedCdsIndexTrade.builder() .info(info) .product(product.resolve(refData)) .upfrontFee(upfrontFee != null ? upfrontFee.resolve(refData) : null) .build(); }
public void test_full_resolve() { ResolvedCdsTrade test = sut() .resolve(REF_DATA); assertEquals(test.getProduct(), PRODUCT.resolve(REF_DATA)); assertEquals(test.getInfo(), TRADE_INFO); assertEquals(test.getUpfrontFee().get(), UPFRONT.resolve(REF_DATA)); }
public void test_full_resolve() { ResolvedCdsIndexTrade test = sut() .resolve(REF_DATA); assertEquals(test.getProduct(), PRODUCT.resolve(REF_DATA)); assertEquals(test.getInfo(), TRADE_INFO); assertEquals(test.getUpfrontFee().get(), UPFRONT.resolve(REF_DATA)); }
@Override public ResolvedBill resolve(ReferenceData refData) { return ResolvedBill.builder() .securityId(securityId) .notional(notional.resolve(refData)) .dayCount(dayCount) .yieldConvention(yieldConvention) .legalEntityId(legalEntityId) .settlementDateOffset(settlementDateOffset).build(); }
public void test_resolve() { SwaptionTrade test = SwaptionTrade.of(TRADE_INFO, SWAPTION, PREMIUM); assertEquals(test.resolve(REF_DATA).getPremium(), PREMIUM.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).getProduct(), SWAPTION.resolve(REF_DATA)); assertEquals(test.resolve(REF_DATA).getInfo(), TRADE_INFO); }
public void test_getters() { ResolvedBill test = sut(); assertEquals(test.getSecurityId(), BillTest.US_BILL.getSecurityId()); assertEquals(test.getCurrency(), BillTest.US_BILL.getCurrency()); assertEquals(test.getNotional(), BillTest.US_BILL.getNotional().resolve(REF_DATA)); assertEquals(test.getDayCount(), BillTest.US_BILL.getDayCount()); assertEquals(test.getYieldConvention(), BillTest.US_BILL.getYieldConvention()); assertEquals(test.getLegalEntityId(), BillTest.US_BILL.getLegalEntityId()); assertEquals(test.getSettlementDateOffset(), BillTest.US_BILL.getSettlementDateOffset()); }
public void test_resolve() { ResolvedCmsTrade expected = ResolvedCmsTrade.builder() .info(TRADE_INFO) .product(PRODUCT_CAP.resolve(REF_DATA)) .premium(PREMIUM.resolve(REF_DATA)) .build(); assertEquals(sut().resolve(REF_DATA), expected); }
public void test_resolve() { FxSingleBarrierOptionTrade base = sut(); ResolvedFxSingleBarrierOptionTrade expected = ResolvedFxSingleBarrierOptionTrade.builder() .info(TRADE_INFO) .product(PRODUCT.resolve(REF_DATA)) .premium(PREMIUM.resolve(REF_DATA)) .build(); assertEquals(base.resolve(REF_DATA), expected); }
public void test_resolve() { FxVanillaOptionTrade test = sut(); ResolvedFxVanillaOptionTrade expected = ResolvedFxVanillaOptionTrade.builder() .info(TRADE_INFO) .product(PRODUCT.resolve(REF_DATA)) .premium(PREMIUM.resolve(REF_DATA)) .build(); assertEquals(test.resolve(REF_DATA), expected); }
public void test_resolve() { IborCapFloorTrade test = sut(); ResolvedIborCapFloorTrade expected = ResolvedIborCapFloorTrade.builder() .info(TRADE_INFO) .product(PRODUCT.resolve(REF_DATA)) .premium(PREMIUM.resolve(REF_DATA)) .build(); assertEquals(test.resolve(REF_DATA), expected); }