//-------------------------------------------------------------------------
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);
}
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());
}
