@Override public OvernightFuture createProduct(ReferenceData refData) { return OvernightFuture.builder() .securityId(getSecurityId()) .notional(notional) .accrualFactor(accrualFactor) .index(index) .accrualMethod(accrualMethod) .lastTradeDate(lastTradeDate) .startDate(startDate) .endDate(endDate) .rounding(rounding) .build(); }
public void test_builder_default() { OvernightFuture test = OvernightFuture.builder() .securityId(SECURITY_ID) .notional(NOTIONAL) .accrualFactor(ACCRUAL_FACTOR) .startDate(START_DATE) .endDate(END_DATE) .lastTradeDate(LAST_TRADE_DATE) .index(USD_FED_FUND) .accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY) .build(); 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_FED_FUND); assertEquals(test.getRounding(), Rounding.none()); assertEquals(test.getStartDate(), START_DATE); assertEquals(test.getEndDate(), END_DATE); assertEquals(test.getLastTradeDate(), LAST_TRADE_DATE); assertEquals(test.getAccrualMethod(), OvernightAccrualMethod.AVERAGED_DAILY); }
static OvernightFuture sut() { return OvernightFuture.builder() .securityId(SECURITY_ID) .currency(USD) .notional(NOTIONAL) .accrualFactor(ACCRUAL_FACTOR) .startDate(START_DATE) .endDate(END_DATE) .lastTradeDate(LAST_TRADE_DATE) .index(USD_FED_FUND) .accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY) .rounding(ROUNDING) .build(); }
public void test_builder_noIndex() { assertThrowsIllegalArg(() -> OvernightFuture.builder() .securityId(SECURITY_ID) .currency(USD) .notional(NOTIONAL) .accrualFactor(ACCRUAL_FACTOR) .startDate(START_DATE) .endDate(END_DATE) .lastTradeDate(LAST_TRADE_DATE) .accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY) .rounding(ROUNDING) .build()); }
public void test_builder_wrongDateOrderDate() { assertThrowsIllegalArg(() -> OvernightFuture.builder() .securityId(SECURITY_ID) .currency(USD) .notional(NOTIONAL) .accrualFactor(ACCRUAL_FACTOR) .startDate(END_DATE) .endDate(START_DATE) .lastTradeDate(LAST_TRADE_DATE) .index(USD_FED_FUND) .accrualMethod(OvernightAccrualMethod.AVERAGED_DAILY) .rounding(ROUNDING) .build()); }
static OvernightFuture sut2() { return OvernightFuture.builder() .securityId(SECURITY_ID2) .currency(GBP) .notional(NOTIONAL2) .accrualFactor(ACCRUAL_FACTOR2) .startDate(START_DATE2) .endDate(END_DATE2) .lastTradeDate(LAST_TRADE_DATE2) .index(GBP_SONIA) .accrualMethod(OvernightAccrualMethod.COMPOUNDED) .rounding(Rounding.none()) .build(); }