public virtual void test_calculateMonetaryValue() { // CME-ED, 1bp = $25 SecurityPriceInfo test = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 1); assertEquals(test.calculateMonetaryValue(1, 98), 245_000d); assertEquals(test.calculateMonetaryValue(1, 98.02), 245_050d); // quantity is simple multiplier assertEquals(test.calculateMonetaryValue(2, 98), 2 * 245_000d); assertEquals(test.calculateMonetaryValue(3, 98), 3 * 245_000d); // contract size is simple multiplier SecurityPriceInfo test2 = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 2); assertEquals(test2.calculateMonetaryValue(1, 98), 2 * 245_000d); }
public virtual void test_ofTradeUnitValue() { SecurityPriceInfo priceInfo = SecurityPriceInfo.of(USD, 2000); double value = priceInfo.calculateMonetaryValue(3, 2); assertEquals(value, 12_000d); }