public void test_full_resolve() { ResolvedCdsIndexTrade test = sut() .resolve(REF_DATA); assertEquals(test.getProduct(), PRODUCT.resolve(REF_DATA)); assertEquals(test.getInfo(), TRADE_INFO); assertEquals(test.getUpfrontFee().get(), UPFRONT.resolve(REF_DATA)); }
public void test_min_resolve() { ResolvedCdsIndexTrade test = CdsIndexTrade.builder() .product(PRODUCT) .info(TRADE_INFO) .build() .resolve(REF_DATA); assertEquals(test.getProduct(), PRODUCT.resolve(REF_DATA)); assertEquals(test.getInfo(), TRADE_INFO); assertFalse(test.getUpfrontFee().isPresent()); }
.mapToObj( n -> ResolvedTradeParameterMetadata.of( curveNodes.get(n).trade(1d, marketData, refData).getUnderlyingTrade().resolve(refData), curveNodes.get(n).getLabel())) .collect(Guavate.toImmutableList());