portfolio.cpp File Reference

#include <boost/make_shared.hpp>
#include <boost/test/unit_test.hpp>
#include <ored/portfolio/fxforward.hpp>
#include <ored/portfolio/portfolio.hpp>
#include <oret/toplevelfixture.hpp>

Go to the source code of this file.

Functions
	BOOST_AUTO_TEST_CASE (testAddTrades)
	BOOST_AUTO_TEST_CASE (testAddTradeWithExistingId)
	BOOST_AUTO_TEST_CASE (testClear)
	BOOST_AUTO_TEST_CASE (testSize)
	BOOST_AUTO_TEST_CASE (testRemove)
	BOOST_AUTO_TEST_CASE (testTrades)
	BOOST_AUTO_TEST_CASE (testIds)

Function Documentation

BOOST_AUTO_TEST_CASE() [1/7]

BOOST_AUTO_TEST_CASE

(

testAddTrades

)

Definition at line 34 of file portfolio.cpp.

                                    {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade1 = QuantLib::ext::make_shared<FxForward>();
    QuantLib::ext::shared_ptr<FxForward> trade2 = QuantLib::ext::make_shared<FxForward>();
    trade1->id() = "1";
    trade2->id() = "2";
    BOOST_CHECK_EQUAL(portfolio->has(trade1->id()), false);
    BOOST_CHECK_EQUAL(portfolio->size(), 0);
    portfolio->add(trade1);
    BOOST_CHECK_EQUAL(portfolio->has(trade1->id()), true);
    BOOST_CHECK_EQUAL(portfolio->size(), 1);
    portfolio->add(trade2);
    BOOST_CHECK_EQUAL(portfolio->has(trade2->id()), true);
    BOOST_CHECK_EQUAL(portfolio->size(), 2);
}

BOOST_AUTO_TEST_CASE() [2/7]

BOOST_AUTO_TEST_CASE

(

testAddTradeWithExistingId

)

Definition at line 50 of file portfolio.cpp.

                                                 {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade1 = QuantLib::ext::make_shared<FxForward>();
    QuantLib::ext::shared_ptr<FxForward> trade2 = QuantLib::ext::make_shared<FxForward>();
    portfolio->add(trade1);
    BOOST_CHECK_THROW(portfolio->add(trade2), exception);
}

BOOST_AUTO_TEST_CASE() [3/7]

BOOST_AUTO_TEST_CASE

(

testClear

)

Definition at line 58 of file portfolio.cpp.

                                {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade = QuantLib::ext::make_shared<FxForward>();
    portfolio->add(trade);
    BOOST_CHECK_EQUAL(portfolio->size(), 1);
    portfolio->clear();
    BOOST_CHECK_EQUAL(portfolio->size(), 0);
}

BOOST_AUTO_TEST_CASE() [4/7]

BOOST_AUTO_TEST_CASE

(

testSize

)

Definition at line 67 of file portfolio.cpp.

                               {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade1 = QuantLib::ext::make_shared<FxForward>();
    QuantLib::ext::shared_ptr<FxForward> trade2 = QuantLib::ext::make_shared<FxForward>();
    trade1->id() = "1";
    trade2->id() = "2";
    BOOST_CHECK_EQUAL(portfolio->size(), 0);
    portfolio->add(trade1);
    BOOST_CHECK_EQUAL(portfolio->size(), 1);
    portfolio->add(trade2);
    BOOST_CHECK_EQUAL(portfolio->size(), 2);
}

BOOST_AUTO_TEST_CASE() [5/7]

BOOST_AUTO_TEST_CASE

(

testRemove

)

Definition at line 80 of file portfolio.cpp.

                                 {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade = QuantLib::ext::make_shared<FxForward>();
    BOOST_CHECK_EQUAL(portfolio->has(trade->id()), false);
    portfolio->add(trade);
    BOOST_CHECK_EQUAL(portfolio->has(trade->id()), true);
    portfolio->remove(trade->id());
    BOOST_CHECK_EQUAL(portfolio->has(trade->id()), false);
}

BOOST_AUTO_TEST_CASE() [6/7]

BOOST_AUTO_TEST_CASE

(

testTrades

)

Definition at line 90 of file portfolio.cpp.

                                 {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade1 = QuantLib::ext::make_shared<FxForward>();
    QuantLib::ext::shared_ptr<FxForward> trade2 = QuantLib::ext::make_shared<FxForward>();
    std::map<std::string, QuantLib::ext::shared_ptr<Trade>> trade_list;
    trade1->id() = "1";
    trade2->id() = "2";
    BOOST_CHECK(portfolio->trades() == trade_list);
    portfolio->add(trade1);
    trade_list["1"]  = trade1;
    BOOST_CHECK(portfolio->trades() == trade_list);
    portfolio->add(trade2);
    trade_list["2"] = trade2;
    BOOST_CHECK(portfolio->trades() == trade_list);
}

BOOST_AUTO_TEST_CASE() [7/7]

BOOST_AUTO_TEST_CASE

(

testIds

)

Definition at line 106 of file portfolio.cpp.

                              {
    QuantLib::ext::shared_ptr<Portfolio> portfolio = QuantLib::ext::make_shared<Portfolio>();
    QuantLib::ext::shared_ptr<FxForward> trade1 = QuantLib::ext::make_shared<FxForward>();
    QuantLib::ext::shared_ptr<FxForward> trade2 = QuantLib::ext::make_shared<FxForward>();
    trade1->id() = "1";
    trade2->id() = "2";
    std::set<std::string> trade_ids;
    BOOST_CHECK(portfolio->ids() == trade_ids);
    portfolio->add(trade1);
    trade_ids.insert("1");
    BOOST_CHECK(portfolio->ids() == trade_ids);
    portfolio->add(trade2);
    trade_ids.insert("2");
    BOOST_CHECK(portfolio->ids() == trade_ids);
}