Exemple #1
0
        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            MoneynessStrike test = MoneynessStrike.of(0.6d);

            coverImmutableBean(test);
            MoneynessStrike test2 = MoneynessStrike.of(0.2d);

            coverBeanEquals(test, test2);
        }
Exemple #2
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        public virtual void test_ofStrikeAndForward()
        {
            MoneynessStrike test = MoneynessStrike.ofStrikeAndForward(0.6d, 1.2d);

            assertEquals(test.Type, StrikeType.MONEYNESS);
            assertEquals(test.Value, 0.5d, 0d);
            assertEquals(test.Label, "Moneyness=0.5");
            assertEquals(test.withValue(0.2d), MoneynessStrike.of(0.2d));
        }
Exemple #3
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        public virtual void test_serialization()
        {
            MoneynessStrike test = MoneynessStrike.of(0.6d);

            assertSerialization(test);
        }