Example #1
0
        public void NextOptionSymbol_CreatesOptionSymbol_WithCorrectSecurityTypeAndEquitUnderlying()
        {
            var minExpiry = new DateTime(2000, 01, 01);
            var maxExpiry = new DateTime(2001, 01, 01);
            var symbol    = randomValueGenerator.NextOption(Market.USA, minExpiry, maxExpiry, 100m, 50);

            Assert.AreEqual(SecurityType.Option, symbol.SecurityType);

            var underlying = symbol.Underlying;

            Assert.AreEqual(Market.USA, underlying.ID.Market);
            Assert.AreEqual(SecurityType.Equity, underlying.SecurityType);
        }