//-------------------------------------------------------------------------
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_summarize()
{
BondFutureOptionPosition tes = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BOND_FUTURE_OPTION).currencies(Currency.USD).description("BondFutureOption x 10").build();
assertEquals(tes.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
BondFutureOptionPosition @base = sut();
double quantity = 75343d;
BondFutureOptionPosition computed = @base.withQuantity(quantity);
BondFutureOptionPosition expected = BondFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_builder_resolved()
{
BondFutureOptionPosition test = sut();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.LongQuantity, QUANTITY, 0d);
assertEquals(test.ShortQuantity, 0d, 0d);
assertEquals(test.Quantity, QUANTITY, 0d);
assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
BondFutureOptionPosition other = (BondFutureOptionPosition)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
}
return(false);
}
public BondFutureOptionPosition withQuantity(double quantity)
{
return(BondFutureOptionPosition.ofNet(info, product, quantity));
}
public BondFutureOptionPosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
{
return(BondFutureOptionPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity));
}
public BondFutureOptionPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
{
return(BondFutureOptionPosition.ofNet(positionInfo, createProduct(refData), quantity));
}
internal static BondFutureOptionPosition sut2()
{
return(BondFutureOptionPosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build());
}
//-------------------------------------------------------------------------
internal static BondFutureOptionPosition sut()
{
return(BondFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build());
}
