@Override
public TermDepositTrade toTrade(
LocalDate tradeDate,
LocalDate startDate,
LocalDate endDate,
BuySell buySell,
double notional,
double rate) {
ArgChecker.inOrderOrEqual(tradeDate, startDate, "tradeDate", "startDate");
return TermDepositTrade.builder()
.tradeInfo(TradeInfo.builder().tradeDate(tradeDate).build())
.product(
TermDeposit.builder()
.buySell(buySell)
.currency(currency)
.notional(notional)
.startDate(startDate)
.endDate(endDate)
.businessDayAdjustment(businessDayAdjustment)
.rate(rate)
.dayCount(dayCount)
.build())
.build();
}
public void test_toTrade() {
IborFixingDepositConvention convention =
ImmutableIborFixingDepositConvention.builder()
.businessDayAdjustment(BDA_MOD_FOLLOW)
.currency(EUR)
.dayCount(ACT_365F)
.fixingDateOffset(FIXING_ADJ)
.index(EUR_LIBOR_3M)
.spotDateOffset(SPOT_ADJ)
.build();
LocalDate tradeDate = LocalDate.of(2015, 1, 22);
Period depositPeriod = Period.ofMonths(3);
double notional = 1d;
double fixedRate = 0.045;
IborFixingDepositTrade trade =
convention.toTrade(tradeDate, depositPeriod, BUY, notional, fixedRate);
LocalDate startExpected = SPOT_ADJ.adjust(tradeDate);
LocalDate endExpected = startExpected.plus(depositPeriod);
IborFixingDeposit productExpected =
IborFixingDeposit.builder()
.businessDayAdjustment(BDA_MOD_FOLLOW)
.buySell(BUY)
.currency(EUR)
.dayCount(ACT_365F)
.startDate(startExpected)
.endDate(endExpected)
.fixedRate(fixedRate)
.fixingDateOffset(FIXING_ADJ)
.index(EUR_LIBOR_3M)
.notional(notional)
.build();
TradeInfo tradeInfoExpected = TradeInfo.builder().tradeDate(tradeDate).build();
assertEquals(trade.getProduct(), productExpected);
assertEquals(trade.getTradeInfo(), tradeInfoExpected);
}
public void test_serialization() {
FxSingleTrade test =
FxSingleTrade.builder()
.tradeInfo(TradeInfo.builder().tradeDate(date(2014, 6, 30)).build())
.product(FWD1)
.build();
assertSerialization(test);
}
// -------------------------------------------------------------------------
public void coverage() {
FxSingleTrade test =
FxSingleTrade.builder()
.tradeInfo(TradeInfo.builder().tradeDate(date(2014, 6, 30)).build())
.product(FWD1)
.build();
coverImmutableBean(test);
FxSingleTrade test2 = FxSingleTrade.builder().product(FWD2).build();
coverBeanEquals(test, test2);
}
/** Test {@link TermDepositTrade}. */
@Test
public class TermDepositTradeTest {
private static final TermDeposit DEPOSIT =
TermDeposit.builder()
.buySell(BuySell.BUY)
.currency(GBP)
.notional(100000000d)
.startDate(LocalDate.of(2015, 1, 19))
.endDate(LocalDate.of(2015, 7, 19))
.businessDayAdjustment(BusinessDayAdjustment.of(MODIFIED_FOLLOWING, GBLO))
.dayCount(ACT_365F)
.rate(0.0250)
.build();
private static final TradeInfo TRADE_INFO =
TradeInfo.builder().tradeDate(date(2014, 6, 30)).build();
// -------------------------------------------------------------------------
public void test_builder() {
TermDepositTrade test =
TermDepositTrade.builder().product(DEPOSIT).tradeInfo(TRADE_INFO).build();
assertEquals(test.getProduct(), DEPOSIT);
assertEquals(test.getTradeInfo(), TRADE_INFO);
}
// -------------------------------------------------------------------------
public void coverage() {
TermDepositTrade test1 =
TermDepositTrade.builder().product(DEPOSIT).tradeInfo(TRADE_INFO).build();
coverImmutableBean(test1);
TermDepositTrade test2 = TermDepositTrade.builder().product(DEPOSIT).build();
coverBeanEquals(test1, test2);
}
public void test_serialization() {
TermDepositTrade test =
TermDepositTrade.builder().product(DEPOSIT).tradeInfo(TRADE_INFO).build();
assertSerialization(test);
}
}
