@Override public ResolvedSwaption resolve(ReferenceData refData) { return ResolvedSwaption.builder() .expiry(expiryDate.adjusted(refData).atTime(expiryTime).atZone(expiryZone)) .longShort(longShort) .swaptionSettlement(swaptionSettlement) .underlying(underlying.resolve(refData)) .build(); }
static ResolvedSwaption sut2() { return ResolvedSwaption.builder() .expiry(EXPIRY.plusHours(1)) .longShort(SHORT) .swaptionSettlement(CASH_SETTLE) .underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M .createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA) .getProduct().resolve(REF_DATA)) .build(); }
static ResolvedSwaption sut() { return ResolvedSwaption.builder() .expiry(EXPIRY) .longShort(LONG) .swaptionSettlement(PHYSICAL_SETTLE) .underlying(SWAP) .build(); }