/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(TermDepositTrade beanToCopy) { this.info = beanToCopy.getInfo(); this.product = beanToCopy.getProduct(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 3237038: // info return ((TermDepositTrade) bean).getInfo(); case -309474065: // product return ((TermDepositTrade) bean).getProduct(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_builder() { TermDepositTrade test = TermDepositTrade.builder() .product(DEPOSIT) .info(TRADE_INFO) .build(); assertEquals(test.getProduct(), DEPOSIT); assertEquals(test.getInfo(), TRADE_INFO); }
public void termDeposit() { String location = "classpath:com/opengamma/strata/loader/fpml/td-ex01-simple-term-deposit.xml"; ByteSource resource = ResourceLocator.of(location).getByteSource(); List<Trade> trades = FpmlDocumentParser.of(FpmlPartySelector.matching("Party1")).parseTrades(resource); assertEquals(trades.size(), 1); Trade trade = trades.get(0); assertEquals(trade.getClass(), TermDepositTrade.class); TermDepositTrade tdTrade = (TermDepositTrade) trade; assertEquals(tdTrade.getInfo().getTradeDate(), Optional.of(date(2002, 2, 14))); TermDeposit td = tdTrade.getProduct(); assertEquals(td.getBuySell(), BUY); assertEquals(td.getStartDate(), date(2002, 2, 14)); assertEquals(td.getEndDate(), date(2002, 2, 15)); assertEquals(td.getCurrency(), CHF); assertEquals(td.getNotional(), 25000000d); assertEquals(td.getRate(), 0.04); assertEquals(td.getDayCount(), ACT_360); }
public void test_trade() { TermDepositCurveNode node = TermDepositCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); double rate = 0.035; MarketData marketData = ImmutableMarketData.builder(VAL_DATE).addValue(QUOTE_ID, rate).build(); TermDepositTrade trade = node.trade(1d, marketData, REF_DATA); LocalDate startDateExpected = PLUS_TWO_DAYS.adjust(VAL_DATE, REF_DATA); LocalDate endDateExpected = startDateExpected.plus(DEPOSIT_PERIOD); TermDeposit depositExpected = TermDeposit.builder() .buySell(BuySell.BUY) .currency(EUR) .dayCount(ACT_360) .startDate(startDateExpected) .endDate(endDateExpected) .notional(1.0d) .businessDayAdjustment(BDA_MOD_FOLLOW) .rate(rate + SPREAD) .build(); TradeInfo tradeInfoExpected = TradeInfo.builder() .tradeDate(VAL_DATE) .build(); assertEquals(trade.getProduct(), depositExpected); assertEquals(trade.getInfo(), tradeInfoExpected); }