public void test_withQuantity() { IborFuturePosition base = sut(); double quantity = 75343d; IborFuturePosition computed = base.withQuantity(quantity); IborFuturePosition expected = IborFuturePosition.builder() .info(POSITION_INFO) .product(PRODUCT) .longQuantity(quantity) .build(); assertEquals(computed, expected); }
public void test_createProduct() { IborFutureSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); IborFutureTrade expectedTrade = IborFutureTrade.builder() .info(tradeInfo) .product(PRODUCT) .quantity(100) .price(0.995) .build(); assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); IborFuturePosition expectedPosition1 = IborFuturePosition.builder() .info(positionInfo) .product(PRODUCT) .longQuantity(100) .build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); IborFuturePosition expectedPosition2 = IborFuturePosition.builder() .info(positionInfo) .product(PRODUCT) .longQuantity(100) .shortQuantity(50) .build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
static IborFuturePosition sut2() { return IborFuturePosition.builder() .info(POSITION_INFO2) .product(PRODUCT2) .longQuantity(100) .shortQuantity(50) .build(); }
static IborFuturePosition sut() { return IborFuturePosition.builder() .info(POSITION_INFO) .product(PRODUCT) .longQuantity(QUANTITY) .build(); }