//-------------------------------------------------------------------------
public IborFutureOption createProduct(ReferenceData refData)
{
Security security = refData.getValue(underlyingFutureId);
if (!(security is IborFutureSecurity))
{
throw new System.InvalidCastException(Messages.format("{} underlying future '{}' resolved to '{}' when '{}' was expected", typeof(IborFutureOptionSecurity).Name, underlyingFutureId, security.GetType().Name, typeof(IborFutureSecurity).Name));
}
IborFutureSecurity futureSec = (IborFutureSecurity)security;
IborFuture underlying = futureSec.createProduct(refData);
return(new IborFutureOption(SecurityId, putCall, strikePrice, expiryDate, expiryTime, expiryZone, premiumStyle, rounding, underlying));
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
IborFutureSecurity test = sut();
assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build();
assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}