//-------------------------------------------------------------------------
public virtual void test_summarize()
{
IborFutureOptionTrade trade = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(TRADE_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.TRADE).productType(ProductType.IBOR_FUTURE_OPTION).currencies(Currency.USD).description("IborFutureOption x 35").build();
assertEquals(trade.summarize(), expected);
}
public virtual void test_withPrice()
{
IborFutureOptionTrade @base = sut();
double price = 0.95;
IborFutureOptionTrade computed = @base.withPrice(price);
IborFutureOptionTrade expected = IborFutureOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(price).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
IborFutureOptionTrade @base = sut();
double quantity = 65243;
IborFutureOptionTrade computed = @base.withQuantity(quantity);
IborFutureOptionTrade expected = IborFutureOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(quantity).price(PRICE).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureOptionTrade test = sut();
ResolvedIborFutureOptionTrade resolved = test.resolve(REF_DATA);
assertEquals(resolved.Info, TRADE_INFO);
assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA));
assertEquals(resolved.Quantity, QUANTITY);
assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
IborFutureOptionTrade test = sut();
assertEquals(test.Info, TRADE_INFO);
assertEquals(test.Product, PRODUCT);
assertEquals(test.Quantity, QUANTITY);
assertEquals(test.Price, PRICE);
assertEquals(test.Currency, PRODUCT.Currency);
assertEquals(test.withInfo(TRADE_INFO).Info, TRADE_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
assertEquals(test.withPrice(129).Price, 129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFutureOptionTrade other = (IborFutureOptionTrade)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(quantity, other.quantity) && JodaBeanUtils.equal(price, other.price));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
IborFutureOptionSecurity test = sut();
ReferenceData refData = ImmutableReferenceData.of(FUTURE_ID, FUTURE_SECURITY);
assertEquals(test.createProduct(refData), OPTION);
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
IborFutureOptionTrade expectedTrade = IborFutureOptionTrade.builder().info(tradeInfo).product(OPTION).quantity(100).price(123.50).build();
assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
IborFutureOptionPosition expectedPosition1 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1);
IborFutureOptionPosition expectedPosition2 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2);
}
internal virtual IborFutureOptionTrade sut2()
{
return(IborFutureOptionTrade.builder().product(PRODUCT2).quantity(QUANTITY2).price(PRICE2).build());
}
//-------------------------------------------------------------------------
internal static IborFutureOptionTrade sut()
{
return(IborFutureOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).quantity(QUANTITY).price(PRICE).build());
}
