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 = (IborFutureOption)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()
{
IborFutureOption test = sut();
ResolvedIborFutureOption expected = ResolvedIborFutureOption.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);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(IborFutureOptionPosition 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 = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (IborFutureOption)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(IborFutureOptionTrade 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())
{
IborFutureOption other = (IborFutureOption)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()
{
IborFutureOption 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);
assertEquals(test.Index, FUTURE.Index);
assertEquals(test.CrossCurrency, false);
assertEquals(test.allPaymentCurrencies(), ImmutableSet.of(USD));
assertEquals(test.allCurrencies(), ImmutableSet.of(USD));
}
public virtual void test_builder_expiryNotAfterTradeDate()
{
assertThrowsIllegalArg(() => IborFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).expiryDate(LAST_TRADE_DATE).expiryTime(EXPIRY_TIME).expiryZone(EXPIRY_ZONE).strikePrice(STRIKE_PRICE).underlyingFuture(FUTURE).build());
}
internal static IborFutureOption sut2()
{
return(IborFutureOption.builder().securityId(SECURITY_ID2).putCall(PUT).strikePrice(STRIKE_PRICE + 0.001).expiryDate(EXPIRY_DATE.plusDays(1)).expiryTime(LocalTime.of(12, 0)).expiryZone(ZoneId.of("Europe/Paris")).premiumStyle(FutureOptionPremiumStyle.UPFRONT_PREMIUM).rounding(ROUNDING).underlyingFuture(FUTURE2).build());
}
//-------------------------------------------------------------------------
internal static IborFutureOption sut()
{
return(IborFutureOption.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());
}
/// <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(IborFutureOption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}