/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.bond;
import static com.opengamma.strata.collect.TestHelper.assertSerialization;
import static com.opengamma.strata.collect.TestHelper.assertThrows;
import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
import static com.opengamma.strata.collect.TestHelper.date;
import static org.testng.Assert.assertEquals;
import java.time.LocalDate;
import org.testng.annotations.Test;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.product.TradeInfo;
/**
* Test {@link FixedCouponBondTrade}.
*/
@Test
public class FixedCouponBondTradeTest {
private static final ReferenceData REF_DATA = ReferenceData.standard();
private static final LocalDate TRADE_DATE = date(2015, 3, 25);
private static final LocalDate SETTLEMENT_DATE = date(2015, 3, 30);
private static final TradeInfo TRADE_INFO = TradeInfo.builder()
.tradeDate(TRADE_DATE)
.settlementDate(SETTLEMENT_DATE)
.build();
private static final TradeInfo TRADE_INFO2 = TradeInfo.builder()
.tradeDate(TRADE_DATE)
.build();
private static final double QUANTITY = 10;
private static final double PRICE = 123;
private static final double PRICE2 = 200;
private static final FixedCouponBond PRODUCT = FixedCouponBondTest.sut();
private static final FixedCouponBond PRODUCT2 = FixedCouponBondTest.sut2();
//-------------------------------------------------------------------------
public void test_builder_resolved() {
FixedCouponBondTrade test = sut();
assertEquals(test.getProduct(), PRODUCT);
assertEquals(test.getInfo(), TRADE_INFO);
assertEquals(test.getQuantity(), QUANTITY);
assertEquals(test.getPrice(), PRICE);
}
//-------------------------------------------------------------------------
public void test_resolve() {
ResolvedFixedCouponBondTrade expected = ResolvedFixedCouponBondTrade.builder()
.info(TRADE_INFO)
.product(PRODUCT.resolve(REF_DATA))
.quantity(QUANTITY)
.price(PRICE)
.build();
assertEquals(sut().resolve(REF_DATA), expected);
}
public void test_resolve_noTradeOrSettlementDate() {
FixedCouponBondTrade test = FixedCouponBondTrade.builder()
.info(TradeInfo.empty())
.product(PRODUCT)
.quantity(QUANTITY)
.price(PRICE)
.build();
assertThrows(() -> test.resolve(REF_DATA), IllegalStateException.class);
}
//-------------------------------------------------------------------------
public void coverage() {
coverImmutableBean(sut());
coverBeanEquals(sut(), sut2());
}
public void test_serialization() {
assertSerialization(sut());
}
//-------------------------------------------------------------------------
static FixedCouponBondTrade sut() {
return FixedCouponBondTrade.builder()
.info(TRADE_INFO)
.product(PRODUCT)
.quantity(QUANTITY)
.price(PRICE)
.build();
}
static FixedCouponBondTrade sut2() {
return FixedCouponBondTrade.builder()
.info(TRADE_INFO2)
.product(PRODUCT2)
.quantity(100L)
.price(PRICE2)
.build();
}
}