@Test(dataProvider = "formats") public void test_formats_toString(String value, String expected) { StandardId test = StandardId.of("A", value); assertEquals(test.toString(), expected); }
private TradeInfo parseTradeInfo(CsvRow row) { TradeInfoBuilder infoBuilder = TradeInfo.builder(); String scheme = row.findField(ID_SCHEME_FIELD).orElse(DEFAULT_TRADE_SCHEME); row.findValue(ID_FIELD).ifPresent(id -> infoBuilder.id(StandardId.of(scheme, id))); String schemeCpty = row.findValue(CPTY_SCHEME_FIELD).orElse(DEFAULT_CPTY_SCHEME); row.findValue(CPTY_FIELD).ifPresent(cpty -> infoBuilder.counterparty(StandardId.of(schemeCpty, cpty))); row.findValue(TRADE_DATE_FIELD).ifPresent(dateStr -> infoBuilder.tradeDate(LoaderUtils.parseDate(dateStr))); row.findValue(TRADE_TIME_FIELD).ifPresent(timeStr -> infoBuilder.tradeTime(LoaderUtils.parseTime(timeStr))); row.findValue(TRADE_ZONE_FIELD).ifPresent(zoneStr -> infoBuilder.zone(ZoneId.of(zoneStr))); row.findValue(SETTLEMENT_DATE_FIELD).ifPresent(dateStr -> infoBuilder.settlementDate(LoaderUtils.parseDate(dateStr))); resolver.parseTradeInfo(row, infoBuilder); return infoBuilder.build(); }
public void getMarketDataKey() { QuoteId quoteId = QuoteId.of(StandardId.of("test", "1"), FieldName.of("fieldName"), ObservableSource.NONE); assertThat(KEY.getMarketDataId()).isEqualTo(quoteId); assertThat(QuoteScenarioArrayId.of(quoteId)).isEqualTo(KEY); }
private static Position trade() { PositionInfo info = PositionInfo.of(StandardId.of("OG-Position", "1")); return GenericSecurityPosition.ofNet(info, SECURITY, 6); }
public void test_parse() { EtdContractSpecId test = EtdContractSpecId.parse("A~B"); assertEquals(test.getStandardId(), StandardId.of("A", "B")); assertEquals(test.toString(), "A~B"); }
public void test_equalsHashCode() { EtdContractSpecId a = EtdContractSpecId.of(StandardId.of("A", "B")); EtdContractSpecId a2 = EtdContractSpecId.of(StandardId.of("A", "B")); EtdContractSpecId b = EtdContractSpecId.of(StandardId.of("C", "D")); assertEquals(a.hashCode(), a2.hashCode()); assertEquals(a.equals(a), true); assertEquals(a.equals(a2), true); assertEquals(a.equals(b), false); assertEquals(a.equals(null), false); assertEquals(a.equals(ANOTHER_TYPE), false); }
public void coverage() { CdsIsdaCreditCurveNode test1 = CdsIsdaCreditCurveNode.ofQuotedSpread(TEMPLATE, QUOTE_ID, LEGAL_ENTITY, 0.01); coverImmutableBean(test1); CdsIsdaCreditCurveNode test2 = CdsIsdaCreditCurveNode.ofPointsUpfront( TenorCdsTemplate.of(TENOR_10Y, CdsConventions.EUR_GB_STANDARD), QuoteId.of(StandardId.of("OG-Ticker", "Cds2")), StandardId.of("OG", "DEF"), 0.01); QuoteId.of(StandardId.of("OG-Ticker", "Deposit2")); coverBeanEquals(test1, test2); }
public void test_optionId_daily21_version() { SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34")); }
public void test_futureId_weekly() { SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "F-ECAG-FGBS-201706W2")); }
public void test_futureId_flex() { SecurityId test = EtdIdUtils.futureId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(26, EtdSettlementType.DERIVATIVE)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "F-ECAG-FGBS-20170626D")); }
public void test_optionIdUnderlying_daily9_version() { SecurityId test = EtdIdUtils.optionId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(9), 3, PutCall.PUT, 12.34, YearMonth.of(2017, 9)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170609-V3-P12.34-U201709")); }
public void test_optionIdUnderlying_weekly() { SecurityId test = EtdIdUtils.optionId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofWeekly(3), 0, PutCall.CALL, -1.45, YearMonth.of(2017, 9)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-201706W3-CM1.45-U201709")); }
public void test_optionIdUnderlying_daily21_version() { SecurityId test = EtdIdUtils.optionId( ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofDaily(21), 11, PutCall.PUT, 12.34, YearMonth.of(2017, 9)); assertEquals(test.getStandardId(), StandardId.of("OG-ETD", "O-ECAG-FGBS-20170621-V11-P12.34-U201709")); }
public void coverage() { CreditCurveZeroRateSensitivity test = CreditCurveZeroRateSensitivity.of(LEGAL_ENTITY, GBP, YEAR_FRACTION, 32d); coverImmutableBean(test); CreditCurveZeroRateSensitivity test2 = CreditCurveZeroRateSensitivity.of(StandardId.of("OG", "AAA"), USD, YEAR_FRACTION, 16d); coverBeanEquals(test, test2); }
public void coverage() { FixedIborSwapCurveNode test = FixedIborSwapCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FixedIborSwapCurveNode test2 = FixedIborSwapCurveNode.of( FixedIborSwapTemplate.of(TENOR_10Y, FixedIborSwapConventions.USD_FIXED_1Y_LIBOR_3M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { FraCurveNode test = FraCurveNode.of(TEMPLATE, QUOTE_ID, SPREAD); coverImmutableBean(test); FraCurveNode test2 = FraCurveNode.of( FraTemplate.of(Period.ofMonths(1), GBP_LIBOR_6M), QuoteId.of(StandardId.of("OG-Ticker", "Deposit2"))); coverBeanEquals(test, test2); }
public void coverage() { LegalEntitySurvivalProbabilities test1 = LegalEntitySurvivalProbabilities.of(LEGAL_ENTITY, DFS); coverImmutableBean(test1); LegalEntitySurvivalProbabilities test2 = LegalEntitySurvivalProbabilities.of( StandardId.of("OG", "CCC"), IsdaCreditDiscountFactors.of( GBP, VALUATION, CURVE_NAME, DoubleArray.of(5.0), DoubleArray.of(0.014), ACT_365F)); coverBeanEquals(test1, test2); }