Ejemplo n.º 1
0
        //-------------------------------------------------------------------------
        public virtual void test_resolve()
        {
            IborFutureOption         test     = sut();
            ResolvedIborFutureOption expected = ResolvedIborFutureOption.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);
        }
Ejemplo n.º 2
0
 public virtual void test_builder_expiryNotAfterTradeDate()
 {
     assertThrowsIllegalArg(() => ResolvedIborFutureOption.builder().securityId(PRODUCT.SecurityId).putCall(CALL).expiry(PRODUCT.UnderlyingFuture.LastTradeDate.plusDays(1).atStartOfDay(ZoneOffset.UTC)).strikePrice(PRODUCT.StrikePrice).underlyingFuture(PRODUCT.UnderlyingFuture.resolve(REF_DATA)).build());
 }