//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutablePreBuild private static void preBuild(Builder builder)
private static void preBuild(Builder builder)
{
if (builder.name_Renamed == null && builder.surface_Renamed != null)
{
builder.name_Renamed = FxOptionVolatilitiesName.of(builder.surface_Renamed.Name.Name);
}
}
public virtual void test_of_object()
{
FxOptionVolatilitiesId test = FxOptionVolatilitiesId.of(FxOptionVolatilitiesName.of("Foo"));
assertEquals(test.Name, FxOptionVolatilitiesName.of("Foo"));
assertEquals(test.MarketDataType, typeof(FxOptionVolatilities));
assertEquals(test.MarketDataName, FxOptionVolatilitiesName.of("Foo"));
}
public virtual void test_of()
{
FxOptionVolatilitiesName test = FxOptionVolatilitiesName.of("Foo");
assertEquals(test.Name, "Foo");
assertEquals(test.MarketDataType, typeof(FxOptionVolatilities));
assertEquals(test.ToString(), "Foo");
assertEquals(test.CompareTo(FxOptionVolatilitiesName.of("Goo")) < 0, true);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BlackFxOptionSmileVolatilities test1 = BlackFxOptionSmileVolatilities.of(NAME, CURRENCY_PAIR, VAL_DATE_TIME, SMILE_TERM);
coverImmutableBean(test1);
BlackFxOptionSmileVolatilities test2 = BlackFxOptionSmileVolatilities.of(FxOptionVolatilitiesName.of("Boo"), CURRENCY_PAIR.inverse(), ZonedDateTime.of(2015, 12, 21, 11, 15, 0, 0, ZoneId.of("Z")), SMILE_TERM);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
BlackFxOptionFlatVolatilities test = BlackFxOptionFlatVolatilities.builder().currencyPair(CURRENCY_PAIR).curve(CURVE).valuationDateTime(VAL_DATE_TIME).build();
assertEquals(test.ValuationDateTime, VAL_DATE_TIME);
assertEquals(test.CurrencyPair, CURRENCY_PAIR);
assertEquals(test.Name, FxOptionVolatilitiesName.of(CURVE.Name.Name));
assertEquals(test.Curve, CURVE);
assertEquals(VOLS, test);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an identifier used to find FX option volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static FxOptionVolatilitiesId of(string name)
{
return(new FxOptionVolatilitiesId(FxOptionVolatilitiesName.of(name)));
}
private readonly DayCount dayCount; // cached, not a property
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from the implied volatility surface and the date-time for which it is valid.
/// <para>
/// {@code FxOptionVolatilitiesName} is built from the name in {@code Surface}.
/// </para>
/// <para>
/// The surface is specified by an instance of <seealso cref="Surface"/>, such as <seealso cref="InterpolatedNodalSurface"/>.
/// The surface must contain the correct metadata:
/// <ul>
/// <li>The x-value type must be <seealso cref="ValueType#YEAR_FRACTION"/>
/// <li>The y-value type must be <seealso cref="ValueType#STRIKE"/>
/// <li>The z-value type must be <seealso cref="ValueType#BLACK_VOLATILITY"/>
/// <li>The day count must be set in the additional information using <seealso cref="SurfaceInfoType#DAY_COUNT"/>
/// </ul>
/// Suitable surface metadata can be created using
/// <seealso cref="Surfaces#blackVolatilityByExpiryStrike(String, DayCount)"/>.
///
/// </para>
/// </summary>
/// <param name="currencyPair"> the currency pair </param>
/// <param name="valuationDateTime"> the valuation date-time </param>
/// <param name="surface"> the volatility surface </param>
/// <returns> the volatilities </returns>
public static BlackFxOptionSurfaceVolatilities of(CurrencyPair currencyPair, ZonedDateTime valuationDateTime, Surface surface)
{
FxOptionVolatilitiesName name = FxOptionVolatilitiesName.of(surface.Name.Name);
return(of(name, currencyPair, valuationDateTime, surface));
}