@Override public SecurityId getSecurityId() { return product.getSecurityId(); }
public void test_builder() { FixedCouponBondSecurity test = sut(); assertEquals(test.getInfo(), INFO); assertEquals(test.getSecurityId(), PRODUCT.getSecurityId()); assertEquals(test.getCurrency(), PRODUCT.getCurrency()); assertEquals(test.getUnderlyingIds(), ImmutableSet.of()); }
public void test_builder() { BondFutureSecurity test = sut(); assertEquals(test.getInfo(), INFO); assertEquals(test.getSecurityId(), PRODUCT.getSecurityId()); assertEquals(test.getCurrency(), PRODUCT.getCurrency()); assertEquals(test.getFirstDeliveryDate(), PRODUCT.getFirstDeliveryDate()); assertEquals(test.getLastDeliveryDate(), PRODUCT.getLastDeliveryDate()); ImmutableList<FixedCouponBond> basket = PRODUCT.getDeliveryBasket(); assertEquals(test.getUnderlyingIds(), ImmutableSet.of(basket.get(0).getSecurityId(), basket.get(1).getSecurityId())); }
public void test_builder() { FixedCouponBond test = sut(); assertEquals(test.getSecurityId(), SECURITY_ID); assertEquals(test.getDayCount(), DAY_COUNT); assertEquals(test.getFixedRate(), FIXED_RATE); assertEquals(test.getLegalEntityId(), LEGAL_ENTITY); assertEquals(test.getCurrency(), EUR); assertEquals(test.getNotional(), NOTIONAL); assertEquals(test.getAccrualSchedule(), PERIOD_SCHEDULE); assertEquals(test.getSettlementDateOffset(), DATE_OFFSET); assertEquals(test.getYieldConvention(), YIELD_CONVENTION); assertEquals(test.getExCouponPeriod(), EX_COUPON); }
public void test_createProduct_wrongType() { BondFutureSecurity test = sut(); ImmutableList<FixedCouponBond> basket = PRODUCT.getDeliveryBasket(); SecurityId secId = basket.get(0).getSecurityId(); GenericSecurity sec = GenericSecurity.of(INFO); ReferenceData refData = ImmutableReferenceData.of(secId, sec); assertThrows(() -> test.createProduct(refData), ClassCastException.class); }
@Override protected Object propertyGet(Bean bean, String propertyName, boolean quiet) { switch (propertyName.hashCode()) { case 1574023291: // securityId return ((FixedCouponBond) bean).getSecurityId(); case 575402001: // currency return ((FixedCouponBond) bean).getCurrency(); case 1585636160: // notional return ((FixedCouponBond) bean).getNotional(); case 304659814: // accrualSchedule return ((FixedCouponBond) bean).getAccrualSchedule(); case 747425396: // fixedRate return ((FixedCouponBond) bean).getFixedRate(); case 1905311443: // dayCount return ((FixedCouponBond) bean).getDayCount(); case -1895216418: // yieldConvention return ((FixedCouponBond) bean).getYieldConvention(); case 866287159: // legalEntityId return ((FixedCouponBond) bean).getLegalEntityId(); case 135924714: // settlementDateOffset return ((FixedCouponBond) bean).getSettlementDateOffset(); case 1408037338: // exCouponPeriod return ((FixedCouponBond) bean).getExCouponPeriod(); } return super.propertyGet(bean, propertyName, quiet); }
/** * Restricted copy constructor. * @param beanToCopy the bean to copy from, not null */ private Builder(FixedCouponBond beanToCopy) { this.securityId = beanToCopy.getSecurityId(); this.currency = beanToCopy.getCurrency(); this.notional = beanToCopy.getNotional(); this.accrualSchedule = beanToCopy.getAccrualSchedule(); this.fixedRate = beanToCopy.getFixedRate(); this.dayCount = beanToCopy.getDayCount(); this.yieldConvention = beanToCopy.getYieldConvention(); this.legalEntityId = beanToCopy.getLegalEntityId(); this.settlementDateOffset = beanToCopy.getSettlementDateOffset(); this.exCouponPeriod = beanToCopy.getExCouponPeriod(); }
static BondFutureSecurity sut() { ImmutableList<FixedCouponBond> basket = PRODUCT.getDeliveryBasket(); return BondFutureSecurity.builder() .info(INFO) .currency(PRODUCT.getCurrency()) .deliveryBasketIds(basket.get(0).getSecurityId(), basket.get(1).getSecurityId()) .conversionFactors(1d, 2d) .firstNoticeDate(PRODUCT.getFirstNoticeDate()) .firstDeliveryDate(PRODUCT.getFirstDeliveryDate().get()) .lastNoticeDate(PRODUCT.getLastNoticeDate()) .lastDeliveryDate(PRODUCT.getLastDeliveryDate().get()) .lastTradeDate(PRODUCT.getLastTradeDate()) .rounding(PRODUCT.getRounding()) .build(); }
FixedCouponBondSecurity bondSec1 = FixedCouponBondSecurityTest.createSecurity(PRODUCT.getDeliveryBasket().get(1)); ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of( basket.get(0).getSecurityId(), bondSec0, basket.get(1).getSecurityId(), bondSec1)); BondFuture product = test.createProduct(refData); assertEquals(product.getDeliveryBasket().get(0), PRODUCT.getDeliveryBasket().get(0));
ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of( test.getUnderlyingFutureId(), futureSec, basket.get(0).getSecurityId(), bondSec0, basket.get(1).getSecurityId(), bondSec1)); BondFutureOption product = test.createProduct(refData); assertEquals(product.getUnderlyingFuture().getDeliveryBasket().get(0), future.getDeliveryBasket().get(0));
static BondFutureSecurity sut2() { ImmutableList<FixedCouponBond> basket = PRODUCT2.getDeliveryBasket(); return BondFutureSecurity.builder() .info(INFO2) .currency(PRODUCT2.getCurrency()) .deliveryBasketIds(basket.get(0).getSecurityId()) .conversionFactors(3d) .firstNoticeDate(PRODUCT2.getFirstNoticeDate()) .lastNoticeDate(PRODUCT2.getLastNoticeDate()) .lastTradeDate(PRODUCT2.getLastTradeDate()) .rounding(PRODUCT2.getRounding()) .build(); }
static FixedCouponBondSecurity createSecurity(FixedCouponBond product) { return FixedCouponBondSecurity.builder() .info(SecurityInfo.of(product.getSecurityId(), INFO.getPriceInfo())) .currency(product.getCurrency()) .notional(product.getNotional()) .accrualSchedule(product.getAccrualSchedule()) .fixedRate(product.getFixedRate()) .dayCount(product.getDayCount()) .yieldConvention(product.getYieldConvention()) .legalEntityId(product.getLegalEntityId()) .settlementDateOffset(product.getSettlementDateOffset()) .exCouponPeriod(product.getExCouponPeriod()) .build(); }