public void test_builder() { IborFuture test = sut(); assertEquals(test.getSecurityId(), SECURITY_ID); assertEquals(test.getCurrency(), USD); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getAccrualFactor(), ACCRUAL_FACTOR); assertEquals(test.getLastTradeDate(), LAST_TRADE_DATE); assertEquals(test.getIndex(), USD_LIBOR_3M); assertEquals(test.getRounding(), ROUNDING); assertEquals(test.getFixingDate(), LAST_TRADE_DATE); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(IborFuture beanToCopy) { this.securityId = beanToCopy.getSecurityId(); this.currency = beanToCopy.getCurrency(); this.notional = beanToCopy.getNotional(); this.accrualFactor = beanToCopy.getAccrualFactor(); this.lastTradeDate = beanToCopy.getLastTradeDate(); this.index = beanToCopy.getIndex(); this.rounding = beanToCopy.getRounding(); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1574023291: // securityId return ((IborFuture) bean).getSecurityId(); case 575402001: // currency return ((IborFuture) bean).getCurrency(); case 1585636160: // notional return ((IborFuture) bean).getNotional(); case -1540322338: // accrualFactor return ((IborFuture) bean).getAccrualFactor(); case -1041950404: // lastTradeDate return ((IborFuture) bean).getLastTradeDate(); case 100346066: // index return ((IborFuture) bean).getIndex(); case -142444: // rounding return ((IborFuture) bean).getRounding(); } return super.propertyGet(bean, propertyName, quiet); }
public void test_builder() { ResolvedIborFuture test = sut(); assertEquals(test.getCurrency(), PRODUCT.getCurrency()); assertEquals(test.getNotional(), PRODUCT.getNotional()); assertEquals(test.getAccrualFactor(), PRODUCT.getAccrualFactor()); assertEquals(test.getLastTradeDate(), PRODUCT.getLastTradeDate()); assertEquals(test.getIndex(), PRODUCT.getIndex()); assertEquals(test.getRounding(), PRODUCT.getRounding()); assertEquals(test.getIborRate(), IborRateComputation.of(PRODUCT.getIndex(), PRODUCT.getLastTradeDate(), REF_DATA)); }
public void test_builder_defaults() { IborFuture test = IborFuture.builder() .securityId(SECURITY_ID) .currency(GBP) .notional(NOTIONAL) .lastTradeDate(LAST_TRADE_DATE) .index(GBP_LIBOR_2M) .build(); assertEquals(test.getSecurityId(), SECURITY_ID); assertEquals(test.getCurrency(), GBP); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getAccrualFactor(), ACCRUAL_FACTOR2); assertEquals(test.getLastTradeDate(), LAST_TRADE_DATE); assertEquals(test.getIndex(), GBP_LIBOR_2M); assertEquals(test.getRounding(), Rounding.none()); assertEquals(test.getFixingDate(), LAST_TRADE_DATE); }
static IborFutureSecurity sut() { return IborFutureSecurity.builder() .info(INFO) .notional(PRODUCT.getNotional()) .index(PRODUCT.getIndex()) .lastTradeDate(PRODUCT.getLastTradeDate()) .rounding(PRODUCT.getRounding()) .build(); }
static IborFutureSecurity sut2() { return IborFutureSecurity.builder() .info(INFO2) .notional(PRODUCT2.getNotional()) .index(PRODUCT2.getIndex()) .lastTradeDate(PRODUCT2.getLastTradeDate()) .rounding(PRODUCT2.getRounding()) .build(); }