internal static IborFutureOption sut2()
{
return(IborFutureOption.builder().securityId(SECURITY_ID2).putCall(PUT).strikePrice(STRIKE_PRICE + 0.001).expiryDate(EXPIRY_DATE.plusDays(1)).expiryTime(LocalTime.of(12, 0)).expiryZone(ZoneId.of("Europe/Paris")).premiumStyle(FutureOptionPremiumStyle.UPFRONT_PREMIUM).rounding(ROUNDING).underlyingFuture(FUTURE2).build());
}
public virtual void test_builder_expiryNotAfterTradeDate()
{
assertThrowsIllegalArg(() => IborFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).expiryDate(LAST_TRADE_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).strikePrice(STRIKE_PRICE).underlyingFuture(FUTURE).build());
}
//-------------------------------------------------------------------------
internal static IborFutureOption sut()
{
return(IborFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiryDate(EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE).build());
}