//-------------------------------------------------------------------------
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);
}
//-------------------------------------------------------------------------
internal static FxVanillaOption sut()
{
return(FxVanillaOption.builder().longShort(LONG).expiryDate(EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).underlying(FX).build());
}
public virtual void test_builder_earlyPaymentDate()
{
assertThrowsIllegalArg(() => FxVanillaOption.builder().longShort(LONG).expiryDate(LocalDate.of(2015, 2, 21)).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).underlying(FX).build());
}
internal static FxVanillaOption sut2()
{
FxSingle fxProduct = FxSingle.of(CurrencyAmount.of(EUR, -NOTIONAL), CurrencyAmount.of(GBP, NOTIONAL * 0.9), PAYMENT_DATE);
return(FxVanillaOption.builder().longShort(LongShort.SHORT).expiryDate(LocalDate.of(2015, 2, 15)).expiryTime(LocalTime.of(12, 45)).expiryZone(ZoneId.of("GMT")).underlying(fxProduct).build());
}