Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            BondFutureOption         test     = sut();
            ResolvedBondFutureOption expected = ResolvedBondFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE.resolve(REF_DATA)).build();

            assertEquals(test.resolve(REF_DATA), expected);
        }
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedBondFutureOptionTrade expected = ResolvedBondFutureOptionTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build();

            assertEquals(sut().resolve(REF_DATA), expected);
        }
Ejemplo n.º 3
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            ResolvedBondFutureOptionTrade expected = ResolvedBondFutureOptionTrade.builder().info(TRADE_INFO).product(OPTION_PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).tradedPrice(TradedPrice.of(TRADE_INFO.TradeDate.get(), PRICE.Value)).build();

            assertEquals(sut().resolve(REF_DATA), expected);
        }