public void test_serialization() { CdsIndexTrade test = sut(); assertSerialization(test); }
public void test_full_builder() { CdsIndexTrade test = sut(); assertEquals(test.getProduct(), PRODUCT); assertEquals(test.getInfo(), TRADE_INFO); assertEquals(test.getUpfrontFee().get(), UPFRONT); }
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_summarize() { CdsIndexTrade trade = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder() .id(TRADE_INFO.getId().orElse(null)) .portfolioItemType(PortfolioItemType.TRADE) .productType(ProductType.CDS_INDEX) .currencies(Currency.USD) .description("10Y9M Buy USD 1000mm AA-INDEX / 5% : 20Dec13-20Sep24") .build(); assertEquals(trade.summarize(), expected); }
public void coverage() { CdsIndexTrade test1 = sut(); coverImmutableBean(test1); CdsIndex product = CdsIndex.of(BUY, INDEX_ID, LEGAL_ENTITIES, USD, 1.e9, START_DATE, END_DATE, P6M, SAT_SUN, 0.067); CdsIndexTrade test2 = CdsIndexTrade.builder() .product(product) .info(TradeInfo.empty()) .build(); coverBeanEquals(test1, test2); }