public void test_builder() { BondFutureSecurity test = sut(); assertEquals(test.getInfo(), INFO); assertEquals(test.getSecurityId(), PRODUCT.getSecurityId()); assertEquals(test.getCurrency(), PRODUCT.getCurrency()); assertEquals(test.getFirstDeliveryDate(), PRODUCT.getFirstDeliveryDate()); assertEquals(test.getLastDeliveryDate(), PRODUCT.getLastDeliveryDate()); ImmutableList<FixedCouponBond> basket = PRODUCT.getDeliveryBasket(); assertEquals(test.getUnderlyingIds(), ImmutableSet.of(basket.get(0).getSecurityId(), basket.get(1).getSecurityId())); }
public void test_builder_noDeliveryDate() { BondFuture test = BondFuture.builder() .securityId(SECURITY_ID) .deliveryBasket(BOND_PRODUCT) .conversionFactors(CONVERSION_FACTOR) .firstNoticeDate(FIRST_NOTICE_DATE) .lastNoticeDate(LAST_NOTICE_DATE) .lastTradeDate(LAST_TRADING_DATE) .rounding(ROUNDING) .build(); assertEquals(test.getDeliveryBasket(), ImmutableList.copyOf(BOND_PRODUCT)); assertEquals(test.getConversionFactors(), ImmutableList.copyOf(CONVERSION_FACTOR)); assertEquals(test.getCurrency(), USD); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getFirstNoticeDate(), FIRST_NOTICE_DATE); assertEquals(test.getLastNoticeDate(), LAST_NOTICE_DATE); assertEquals(test.getFirstDeliveryDate(), Optional.empty()); assertEquals(test.getLastDeliveryDate(), Optional.empty()); assertEquals(test.getLastTradeDate(), LAST_TRADING_DATE); assertEquals(test.getRounding(), ROUNDING); }
public void test_builder_full() { BondFuture test = BondFuture.builder() .securityId(SECURITY_ID) .deliveryBasket(BOND_PRODUCT) .conversionFactors(CONVERSION_FACTOR) .firstNoticeDate(FIRST_NOTICE_DATE) .firstDeliveryDate(FIRST_DELIVERY_DATE) .lastNoticeDate(LAST_NOTICE_DATE) .lastDeliveryDate(LAST_DELIVERY_DATE) .lastTradeDate(LAST_TRADING_DATE) .rounding(ROUNDING) .build(); assertEquals(test.getDeliveryBasket(), ImmutableList.copyOf(BOND_PRODUCT)); assertEquals(test.getConversionFactors(), ImmutableList.copyOf(CONVERSION_FACTOR)); assertEquals(test.getCurrency(), USD); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getFirstNoticeDate(), FIRST_NOTICE_DATE); assertEquals(test.getLastNoticeDate(), LAST_NOTICE_DATE); assertEquals(test.getFirstDeliveryDate(), Optional.of(FIRST_DELIVERY_DATE)); assertEquals(test.getLastDeliveryDate(), Optional.of(LAST_DELIVERY_DATE)); assertEquals(test.getLastTradeDate(), LAST_TRADING_DATE); assertEquals(test.getRounding(), ROUNDING); }
static BondFutureSecurity sut() { ImmutableList<FixedCouponBond> basket = PRODUCT.getDeliveryBasket(); return BondFutureSecurity.builder() .info(INFO) .currency(PRODUCT.getCurrency()) .deliveryBasketIds(basket.get(0).getSecurityId(), basket.get(1).getSecurityId()) .conversionFactors(1d, 2d) .firstNoticeDate(PRODUCT.getFirstNoticeDate()) .firstDeliveryDate(PRODUCT.getFirstDeliveryDate().get()) .lastNoticeDate(PRODUCT.getLastNoticeDate()) .lastDeliveryDate(PRODUCT.getLastDeliveryDate().get()) .lastTradeDate(PRODUCT.getLastTradeDate()) .rounding(PRODUCT.getRounding()) .build(); }