public void test_builder_full() { ResolvedCdsTrade test = ResolvedCdsTrade.builder() .product(PRODUCT) .info(TRADE_INFO) .upfrontFee(UPFRONT) .build(); assertEquals(test.getProduct(), PRODUCT); assertEquals(test.getInfo(), TRADE_INFO); assertEquals(test.getUpfrontFee().get(), UPFRONT); }
public void coverage() { ResolvedCdsTrade test1 = ResolvedCdsTrade.builder() .product(PRODUCT) .upfrontFee(UPFRONT) .info(TRADE_INFO) .build(); coverImmutableBean(test1); ResolvedCds product = Cds.of(BUY, LEGAL_ENTITY, USD, 1.e9, START_DATE, END_DATE, Frequency.P6M, SAT_SUN, 0.067).resolve(REF_DATA); ResolvedCdsTrade test2 = ResolvedCdsTrade.builder() .product(product) .info(TradeInfo.empty()) .build(); coverBeanEquals(test1, test2); }
/** * Reduce this instance to {@code ResolvedCdsTrade}. * <p> * The resultant object is used for pricing CDS index trades under the homogeneous pool assumption on constituent * credit curves. * * @return the CDS trade */ public ResolvedCdsTrade toSingleNameCds() { return ResolvedCdsTrade.builder() .product(product.toSingleNameCds()) .info(info) .upfrontFee(upfrontFee) .build(); }
@Override public ResolvedCdsTrade resolve(ReferenceData refData) { return ResolvedCdsTrade.builder() .info(info) .product(product.resolve(refData)) .upfrontFee(upfrontFee != null ? upfrontFee.resolve(refData) : null) .build(); }
public void test_serialization() { ResolvedCdsTrade test = ResolvedCdsTrade.builder() .product(PRODUCT) .upfrontFee(UPFRONT) .info(TRADE_INFO) .build(); assertSerialization(test); }