public virtual void test_resolve_noRebate()
{
FxSingleBarrierOption @base = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER);
ResolvedFxSingleBarrierOption expected = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION.resolve(REF_DATA), BARRIER);
assertEquals(@base.resolve(REF_DATA), expected);
}
public virtual void test_of_noRebate()
{
FxSingleBarrierOption test = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER);
assertEquals(test.Barrier, BARRIER);
assertFalse(test.Rebate.Present);
assertEquals(test.UnderlyingOption, VANILLA_OPTION);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FxSingleBarrierOption test1 = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
FxSingleBarrierOption test2 = FxSingleBarrierOption.of(FxVanillaOption.builder().longShort(SHORT).expiryDate(EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).underlying(FX).build(), SimpleConstantContinuousBarrier.of(BarrierType.UP, KnockType.KNOCK_IN, 1.5));
coverImmutableBean(test1);
coverBeanEquals(test1, test2);
}
public virtual void test_of_fail()
{
CurrencyAmount negative = CurrencyAmount.of(USD, -5.0e4);
assertThrowsIllegalArg(() => FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, negative));
CurrencyAmount other = CurrencyAmount.of(GBP, 5.0e4);
assertThrowsIllegalArg(() => FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, other));
}
public virtual void test_of()
{
FxSingleBarrierOption test = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
assertEquals(test.Barrier, BARRIER);
assertEquals(test.Rebate.get(), REBATE);
assertEquals(test.UnderlyingOption, VANILLA_OPTION);
assertEquals(test.CurrencyPair, VANILLA_OPTION.CurrencyPair);
assertEquals(test.CrossCurrency, true);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(EUR, USD));
assertEquals(test.allCurrencies(), ImmutableSet.of(EUR, USD));
}
public virtual void test_serialization()
{
FxSingleBarrierOption test = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
assertSerialization(test);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
FxSingleBarrierOptionTrade test1 = sut();
FxSingleBarrierOptionTrade test2 = FxSingleBarrierOptionTrade.builder().product(FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER)).premium(AdjustablePayment.of(CurrencyAmount.of(EUR, NOTIONAL * 0.01), date(2014, 11, 13))).build();
coverImmutableBean(test1);
coverBeanEquals(test1, test2);
}
