public void test_summarize() { FraTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.FRA) .currencies(Currency.GBP) .description("3x6 GBP 1mm Rec GBP-LIBOR / Pay 2.5% : 15Jun15-15Sep15") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { SwapTrade trade = SwapTrade.of(TRADE_INFO, SWAP1); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.SWAP) .currencies(Currency.GBP, Currency.EUR, Currency.USD) .description( "7M Pay [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] / Rec [GBP-LIBOR-3M, EUR/GBP-ECB, EUR-EONIA] : 15Jan12-15Aug12") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { SwaptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().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 void test_summarize() { FixedCouponBondPosition trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.BOND) .currencies(Currency.EUR) .description("Bond x 10") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { FixedCouponBondTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.BOND) .currencies(Currency.EUR) .description("Bond x 10") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { BondFutureTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.BOND_FUTURE) .currencies(Currency.USD) .description("BondFuture x 1234") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { CmsTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.CMS) .currencies(Currency.EUR) .description("2Y EUR 1mm Rec EUR-EURIBOR-1100-10Y Cap 1.25% / Pay Premium : 21Oct15-21Oct17") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { BondFutureOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.BOND_FUTURE_OPTION) .currencies(Currency.USD) .description("BondFutureOption x 1234") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { GenericSecurityTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.SECURITY) .currencies(SECURITY.getCurrency()) .description("1 x 100") .build(); assertEquals(trade.summarize(), expected); }
static PortfolioItemSummary sut2() { return PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.FRA) .currencies(Currency.USD) .description("Two") .build(); }
public void test_summarize() { CdsTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.CDS) .currencies(Currency.USD) .description("10Y9M Buy USD 1000mm ABC / 5% : 20Dec13-20Sep24") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { FxNdfTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.FX_NDF) .currencies(Currency.GBP, Currency.USD) .description("Rec GBP 100mm @ GBP/USD 1.5 NDF : 19Mar15") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { EtdFuturePosition trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.ETD_FUTURE) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 1000, Jun17") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { IborFutureOptionPosition tes = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.IBOR_FUTURE_OPTION) .currencies(Currency.USD) .description("IborFutureOption x 10") .build(); assertEquals(tes.summarize(), expected); }
public void test_summarize() { EtdOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.ETD_OPTION) .currencies(SECURITY.getCurrency()) .description(SECURITY.getSecurityId().getStandardId().getValue() + " x 3000, Jun17 P2") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { CapitalIndexedBondPosition trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(POSITION_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.BOND) .currencies(Currency.USD) .description("Bond x 10") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { IborCapFloorTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.IBOR_CAP_FLOOR) .currencies(Currency.EUR) .description("5Y EUR 1mm Rec EUR-EURIBOR-3M Cap 3.25% / Pay Premium : 17Mar11-17Mar16") .build(); assertEquals(trade.summarize(), expected); }
public void test_summarize() { IborFutureOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.IBOR_FUTURE_OPTION) .currencies(Currency.USD) .description("IborFutureOption x 35") .build(); assertEquals(trade.summarize(), expected); }
static PortfolioItemSummary sut() { return PortfolioItemSummary.builder() .id(STANDARD_ID) .portfolioItemType(PortfolioItemType.POSITION) .productType(ProductType.SECURITY) .currencies(Currency.GBP) .description("One") .build(); }
public void test_summarize() { FxSingleBarrierOptionTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.FX_SINGLE_BARRIER_OPTION) .currencies(Currency.USD, Currency.EUR) .description("Long Barrier Rec EUR 1mm @ EUR/USD 1.35 Premium EUR 50k : 14Feb15") .build(); assertEquals(trade.summarize(), expected); }