//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
BondFutureOptionSecurity test = sut();
BondFuture future = PRODUCT.UnderlyingFuture;
BondFutureSecurity futureSec = BondFutureSecurityTest.sut();
ImmutableList <FixedCouponBond> basket = future.DeliveryBasket;
FixedCouponBondSecurity bondSec0 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(0));
FixedCouponBondSecurity bondSec1 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(1));
ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of(test.UnderlyingFutureId, futureSec, basket.get(0).SecurityId, bondSec0, basket.get(1).SecurityId, bondSec1));
BondFutureOption product = test.createProduct(refData);
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(0), future.DeliveryBasket.get(0));
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(1), future.DeliveryBasket.get(1));
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
BondFutureOptionTrade expectedTrade = BondFutureOptionTrade.builder().info(tradeInfo).product(product).quantity(100).price(123.50).build();
assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
BondFutureOptionPosition expectedPosition1 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1);
BondFutureOptionPosition expectedPosition2 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2);
}
public virtual void test_createProduct_wrongType()
{
BondFutureSecurity test = sut();
ImmutableList <FixedCouponBond> basket = PRODUCT.DeliveryBasket;
SecurityId secId = basket.get(0).SecurityId;
GenericSecurity sec = GenericSecurity.of(INFO);
ReferenceData refData = ImmutableReferenceData.of(secId, sec);
assertThrows(() => test.createProduct(refData), typeof(System.InvalidCastException));
}
//-------------------------------------------------------------------------
public BondFutureOption createProduct(ReferenceData refData)
{
Security security = refData.getValue(underlyingFutureId);
if (!(security is BondFutureSecurity))
{
throw new System.InvalidCastException(Messages.format("{} underlying future '{}' resolved to '{}' when '{}' was expected", typeof(BondFutureOptionSecurity).Name, underlyingFutureId, security.GetType().Name, typeof(BondFutureSecurity).Name));
}
BondFutureSecurity futureSec = (BondFutureSecurity)security;
BondFuture underlying = futureSec.createProduct(refData);
return(new BondFutureOption(SecurityId, putCall, strikePrice, expiryDate, expiryTime, expiryZone, premiumStyle, rounding, underlying));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
BondFutureSecurity test = sut();
assertEquals(test.Info, INFO);
assertEquals(test.SecurityId, PRODUCT.SecurityId);
assertEquals(test.Currency, PRODUCT.Currency);
assertEquals(test.FirstDeliveryDate, PRODUCT.FirstDeliveryDate);
assertEquals(test.LastDeliveryDate, PRODUCT.LastDeliveryDate);
ImmutableList <FixedCouponBond> basket = PRODUCT.DeliveryBasket;
assertEquals(test.UnderlyingIds, ImmutableSet.of(basket.get(0).SecurityId, basket.get(1).SecurityId));
}
internal static BondFutureSecurity sut2()
{
ImmutableList <FixedCouponBond> basket = PRODUCT2.DeliveryBasket;
return(BondFutureSecurity.builder().info(INFO2).currency(PRODUCT2.Currency).deliveryBasketIds(basket.get(0).SecurityId).conversionFactors(3d).firstNoticeDate(PRODUCT2.FirstNoticeDate).lastNoticeDate(PRODUCT2.LastNoticeDate).lastTradeDate(PRODUCT2.LastTradeDate).rounding(PRODUCT2.Rounding).build());
}
