//-------------------------------------------------------------------------
public virtual void test_resolve()
{
FxVanillaOption @base = sut();
ResolvedFxVanillaOption expected = ResolvedFxVanillaOption.builder().longShort(LONG).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).underlying(FX.resolve(REF_DATA)).build();
assertEquals(@base.resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedFxSingleBarrierOption test1 = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
ResolvedFxSingleBarrierOption test2 = ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption.builder().longShort(SHORT).expiry(EXPIRY_DATE_TIME).underlying(FX).build(), SimpleConstantContinuousBarrier.of(BarrierType.UP, KnockType.KNOCK_IN, 1.5));
coverImmutableBean(test1);
coverBeanEquals(test1, test2);
}
private ResolvedFxVanillaOptionTrade(TradeInfo info, ResolvedFxVanillaOption product, Payment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
JodaBeanUtils.notNull(premium, "premium");
this.info = info;
this.product = product;
this.premium = premium;
}
private ResolvedFxSingleBarrierOption(ResolvedFxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)
{
JodaBeanUtils.notNull(underlyingOption, "underlyingOption");
JodaBeanUtils.notNull(barrier, "barrier");
this.underlyingOption = underlyingOption;
this.barrier = barrier;
this.rebate = rebate;
validate();
}
public virtual void test_builder_inverseFx()
{
ResolvedFxVanillaOption test = sut2();
assertEquals(test.Expiry, EXPIRY_DATE_TIME.plusSeconds(1));
assertEquals(test.ExpiryDate, EXPIRY_DATE_TIME.toLocalDate());
assertEquals(test.LongShort, SHORT);
assertEquals(test.CounterCurrency, GBP);
assertEquals(test.PutCall, PUT);
assertEquals(test.Strike, STRIKE_RE);
assertEquals(test.Underlying, FX_RE);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedFxVanillaOption test = sut();
assertEquals(test.Expiry, EXPIRY_DATE_TIME);
assertEquals(test.ExpiryDate, EXPIRY_DATE_TIME.toLocalDate());
assertEquals(test.LongShort, LONG);
assertEquals(test.CounterCurrency, USD);
assertEquals(test.PutCall, CALL);
assertEquals(test.Strike, STRIKE);
assertEquals(test.Underlying, FX);
assertEquals(test.CurrencyPair, FX.CurrencyPair);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedFxVanillaOption other = (ResolvedFxVanillaOption)obj;
return(JodaBeanUtils.equal(longShort, other.longShort) && JodaBeanUtils.equal(expiry, other.expiry) && JodaBeanUtils.equal(underlying, other.underlying));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedFxVanillaOption)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (Payment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 87556658: // underlyingOption
this.underlyingOption = (ResolvedFxVanillaOption)newValue;
break;
case -333143113: // barrier
this.barrier = (Barrier)newValue;
break;
case -934952029: // rebate
this.rebate = (CurrencyAmount)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
public virtual void test_builder_earlyPaymentDate()
{
assertThrowsIllegalArg(() => ResolvedFxVanillaOption.builder().longShort(LONG).expiry(LocalDate.of(2015, 2, 21).atStartOfDay(ZoneOffset.UTC)).underlying(FX).build());
}
internal static ResolvedFxVanillaOption sut2()
{
;
return(ResolvedFxVanillaOption.builder().longShort(SHORT).expiry(EXPIRY_DATE_TIME.plusSeconds(1)).underlying(FX_RE).build());
}
//-------------------------------------------------------------------------
internal static ResolvedFxVanillaOption sut()
{
return(ResolvedFxVanillaOption.builder().longShort(LONG).expiry(EXPIRY_DATE_TIME).underlying(FX).build());
}
/// <summary>
/// Sets the resolved vanilla FX option product.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedFxVanillaOption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedFxVanillaOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains FX single barrier option with rebate.
/// </summary>
/// <param name="underlyingOption"> the underlying FX vanilla option </param>
/// <param name="barrier"> the barrier </param>
/// <param name="rebate"> the rebate </param>
/// <returns> the instance </returns>
public static ResolvedFxSingleBarrierOption of(ResolvedFxVanillaOption underlyingOption, Barrier barrier, CurrencyAmount rebate)
{
return(new ResolvedFxSingleBarrierOption(underlyingOption, barrier, rebate));
}
/// <summary>
/// Obtains FX single barrier option without rebate.
/// </summary>
/// <param name="underlyingOption"> the underlying FX vanilla option </param>
/// <param name="barrier"> the barrier </param>
/// <returns> the instance </returns>
public static ResolvedFxSingleBarrierOption of(ResolvedFxVanillaOption underlyingOption, Barrier barrier)
{
return(new ResolvedFxSingleBarrierOption(underlyingOption, barrier, null));
}
