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FxNdfTradeTest.java
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FxNdfTradeTest.java
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/*
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.fx;
import static com.opengamma.strata.collect.TestHelper.assertSerialization;
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 org.testng.annotations.Test;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.basics.currency.Currency;
import com.opengamma.strata.product.PortfolioItemSummary;
import com.opengamma.strata.product.PortfolioItemType;
import com.opengamma.strata.product.ProductType;
import com.opengamma.strata.product.TradeInfo;
/**
* Test {@link FxNdfTrade}.
*/
@Test
public class FxNdfTradeTest {
private static final ReferenceData REF_DATA = ReferenceData.standard();
private static final FxNdf PRODUCT = FxNdfTest.sut();
private static final TradeInfo TRADE_INFO = TradeInfo.of(date(2015, 1, 15));
//-------------------------------------------------------------------------
public void test_of() {
FxNdfTrade test = FxNdfTrade.of(TRADE_INFO, PRODUCT);
assertEquals(test.getProduct(), PRODUCT);
assertEquals(test.getProduct().getCurrencyPair(), PRODUCT.getCurrencyPair());
assertEquals(test.getInfo(), TRADE_INFO);
assertEquals(test.withInfo(TRADE_INFO).getInfo(), TRADE_INFO);
}
public void test_builder() {
FxNdfTrade test = sut();
assertEquals(test.getProduct(), PRODUCT);
assertEquals(test.getInfo(), TRADE_INFO);
}
//-------------------------------------------------------------------------
public void test_summarize() {
FxNdfTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder()
.portfolioItemType(PortfolioItemType.TRADE)
.productType(ProductType.FX_NDF)
.currencies(Currency.GBP, Currency.USD)
.description("Rec GBP 100mm @ GBP/USD 1.5 NDF : 19Mar15")
.build();
assertEquals(trade.summarize(), expected);
}
//-------------------------------------------------------------------------
public void test_resolve() {
FxNdfTrade test = sut();
ResolvedFxNdfTrade expected = ResolvedFxNdfTrade.of(TRADE_INFO, PRODUCT.resolve(REF_DATA));
assertEquals(test.resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public void coverage() {
coverImmutableBean(sut());
coverBeanEquals(sut(), sut2());
}
public void test_serialization() {
assertSerialization(sut());
}
//-------------------------------------------------------------------------
static FxNdfTrade sut() {
return FxNdfTrade.builder()
.product(PRODUCT)
.info(TRADE_INFO)
.build();
}
static FxNdfTrade sut2() {
return FxNdfTrade.builder()
.product(PRODUCT)
.build();
}
}