/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(BondFutureOptionPosition beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.longQuantity_Renamed = beanToCopy.LongQuantity;
this.shortQuantity_Renamed = beanToCopy.ShortQuantity;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PositionInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (BondFutureOption)newValue;
break;
case 611668775: // longQuantity
this.longQuantity_Renamed = (double?)newValue.Value;
break;
case -2094395097: // shortQuantity
this.shortQuantity_Renamed = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
BondFutureOption test = sut();
ResolvedBondFutureOption expected = ResolvedBondFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE.resolve(REF_DATA)).build();
assertEquals(test.resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
BondFutureOptionSecurity test = sut();
BondFuture future = PRODUCT.UnderlyingFuture;
BondFutureSecurity futureSec = BondFutureSecurityTest.sut();
ImmutableList <FixedCouponBond> basket = future.DeliveryBasket;
FixedCouponBondSecurity bondSec0 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(0));
FixedCouponBondSecurity bondSec1 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(1));
ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of(test.UnderlyingFutureId, futureSec, basket.get(0).SecurityId, bondSec0, basket.get(1).SecurityId, bondSec1));
BondFutureOption product = test.createProduct(refData);
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(0), future.DeliveryBasket.get(0));
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(1), future.DeliveryBasket.get(1));
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
BondFutureOptionTrade expectedTrade = BondFutureOptionTrade.builder().info(tradeInfo).product(product).quantity(100).price(123.50).build();
assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
BondFutureOptionPosition expectedPosition1 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1);
BondFutureOptionPosition expectedPosition2 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2);
}
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 = (BondFutureOption)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case 106934601: // price
this.price_Renamed = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(BondFutureOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.price_Renamed = beanToCopy.Price;
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
BondFutureOption other = (BondFutureOption)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(putCall, other.putCall) && JodaBeanUtils.equal(strikePrice, other.strikePrice) && JodaBeanUtils.equal(expiryDate, other.expiryDate) && JodaBeanUtils.equal(expiryTime, other.expiryTime) && JodaBeanUtils.equal(expiryZone, other.expiryZone) && JodaBeanUtils.equal(premiumStyle, other.premiumStyle) && JodaBeanUtils.equal(rounding, other.rounding) && JodaBeanUtils.equal(underlyingFuture, other.underlyingFuture));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
BondFutureOption test = sut();
assertEquals(test.PutCall, CALL);
assertEquals(test.StrikePrice, STRIKE_PRICE);
assertEquals(test.ExpiryDate, EXPIRY_DATE);
assertEquals(test.ExpiryTime, EXPIRY_TIME);
assertEquals(test.ExpiryZone, EXPIRY_ZONE);
assertEquals(test.Expiry, ZonedDateTime.of(EXPIRY_DATE, EXPIRY_TIME, EXPIRY_ZONE));
assertEquals(test.Rounding, Rounding.none());
assertEquals(test.UnderlyingFuture, FUTURE);
assertEquals(test.Currency, FUTURE.Currency);
}
/// <summary>
/// Sets the option that was traded.
/// <para>
/// The product captures the contracted financial details.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(BondFutureOption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
public BondFutureOptionTrade createTrade(TradeInfo info, double quantity, double tradePrice, ReferenceData refData)
{
BondFutureOption product = createProduct(refData);
return(new BondFutureOptionTrade(info, product, quantity, tradePrice));
}
//-------------------------------------------------------------------------
internal static BondFutureOption sut()
{
return(BondFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiryDate(EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE).build());
}
public virtual void test_builder_expiryNotAfterTradeDate()
{
assertThrowsIllegalArg(() => BondFutureOption.builder().putCall(CALL).expiryDate(FUTURE.LastTradeDate).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).strikePrice(STRIKE_PRICE).underlyingFuture(FUTURE).build());
}
internal static BondFutureOption sut2()
{
return(BondFutureOption.builder().securityId(SECURITY_ID2).putCall(PUT).strikePrice(1.075).expiryDate(date(2011, 9, 21)).expiryTime(LocalTime.of(12, 0)).expiryZone(ZoneId.of("Europe/Paris")).premiumStyle(FutureOptionPremiumStyle.UPFRONT_PREMIUM).rounding(ROUNDING).underlyingFuture(FUTURE2).build());
}
