@Override public ResolvedFixedCouponBondTrade resolve(ReferenceData refData) { ResolvedFixedCouponBond resolved = getProduct().resolve(refData); LocalDate settlementDate = calculateSettlementDate(refData); return ResolvedFixedCouponBondTrade.builder() .info(info) .product(resolved) .quantity(quantity) .settlement(ResolvedFixedCouponBondSettlement.of(settlementDate, price)) .build(); }
@Override public ResolvedCapitalIndexedBondTrade resolve(ReferenceData refData) { ResolvedCapitalIndexedBond resolved = product.resolve(refData); return new ResolvedCapitalIndexedBondTrade(info, resolved, getQuantity(), null); }
@Override public ResolvedFixedCouponBondTrade resolve(ReferenceData refData) { ResolvedFixedCouponBond resolved = product.resolve(refData); return new ResolvedFixedCouponBondTrade(info, resolved, getQuantity(), null); }
public void test_resolve() { ResolvedFixedCouponBondTrade expected = ResolvedFixedCouponBondTrade.builder() .info(TRADE_INFO) .product(PRODUCT.resolve(REF_DATA)) .quantity(QUANTITY) .settlement(ResolvedFixedCouponBondSettlement.of(SETTLEMENT_DATE, PRICE)) .build(); assertEquals(sut().resolve(REF_DATA), expected); }
public void test_resolve1() { ResolvedCapitalIndexedBondTrade test = sut1().resolve(REF_DATA); ResolvedCapitalIndexedBondTrade expected = ResolvedCapitalIndexedBondTrade.builder() .info(TRADE_INFO) .product(PRODUCT1.resolve(REF_DATA)) .quantity(QUANTITY) .settlement(ResolvedCapitalIndexedBondSettlement.of(SETTLEMENT_DATE, PRICE, SETTLEMENT1)) .build(); assertEquals(test, expected); }
static BondFutureOption sut() { return BondFutureOption.builder() .securityId(SECURITY_ID) .putCall(CALL) .strikePrice(STRIKE_PRICE) .expiryDate(EXPIRY_DATE) .expiryTime(EXPIRY_TIME) .expiryZone(EXPIRY_ZONE) .premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN) .underlyingFuture(FUTURE) .build(); }
@Override public ResolvedBillTrade resolve(ReferenceData refData) { ResolvedBill resolved = product.resolve(refData); return new ResolvedBillTrade(info, resolved, getQuantity(), null); }
@Override public ResolvedBondFutureOption resolve(ReferenceData refData) { ResolvedBondFuture resolved = underlyingFuture.resolve(refData); return new ResolvedBondFutureOption(securityId, putCall, strikePrice, getExpiry(), premiumStyle, rounding, resolved); }
@Override public ResolvedBondFutureTrade resolve(ReferenceData refData) { ResolvedBondFuture resolved = product.resolve(refData); return new ResolvedBondFutureTrade(info, resolved, getQuantity(), null); }
@Override public ResolvedBondFutureOptionTrade resolve(ReferenceData refData) { ResolvedBondFutureOption resolved = product.resolve(refData); return new ResolvedBondFutureOptionTrade(info, resolved, getQuantity(), null); }
static CapitalIndexedBondPosition sut() { return CapitalIndexedBondPosition.builder() .info(POSITION_INFO) .product(PRODUCT) .longQuantity(QUANTITY) .build(); }
@Override public FixedCouponBondPosition createPosition( PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData) { return FixedCouponBondPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity); }
@Override public BondFutureOptionTrade createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData) { BondFutureOption product = createProduct(refData); return new BondFutureOptionTrade(info, product, quantity, tradePrice); }
public void test_resolve() { ResolvedCapitalIndexedBondTrade test = sut().resolve(REF_DATA); ResolvedCapitalIndexedBondTrade expected = ResolvedCapitalIndexedBondTrade.builder() .info(TRADE_INFO) .product(PRODUCT.resolve(REF_DATA)) .quantity(QUANTITY) .settlement(ResolvedCapitalIndexedBondSettlement.of(SETTLEMENT_DATE, PRICE, SETTLEMENT)) .build(); assertEquals(test, expected); }