//-------------------------------------------------------------------------
public virtual void test_compareKey()
{
BondFutureOptionSensitivity a1 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity a2 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity b = BondFutureOptionSensitivity.of(BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity c = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY + 1, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity d = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, date(2015, 9, 28), STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity e = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, 0.995, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity f = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, 0.975, GBP, SENSITIVITY);
BondFutureOptionSensitivity g = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, USD, SENSITIVITY);
ZeroRateSensitivity other = ZeroRateSensitivity.of(GBP, 2d, 32d);
assertEquals(a1.compareKey(a2), 0);
assertEquals(a1.compareKey(b) > 0, true);
assertEquals(b.compareKey(a1) < 0, true);
assertEquals(a1.compareKey(c) < 0, true);
assertEquals(c.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(d) < 0, true);
assertEquals(d.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(e) < 0, true);
assertEquals(e.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(f) > 0, true);
assertEquals(f.compareKey(a1) < 0, true);
assertEquals(a1.compareKey(g) < 0, true);
assertEquals(g.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(other) < 0, true);
assertEquals(other.compareKey(a1) > 0, true);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BondFutureOptionSensitivity test1 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
coverImmutableBean(test1);
BondFutureOptionSensitivity test2 = BondFutureOptionSensitivity.of(BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY + 1, date(2015, 9, 28), 0.985, 0.995, USD, SENSITIVITY);
coverBeanEquals(test1, test2);
}
private BondFutureOptionSensitivity(BondFutureVolatilitiesName volatilitiesName, double expiry, LocalDate futureExpiryDate, double strikePrice, double futurePrice, Currency currency, double sensitivity)
{
JodaBeanUtils.notNull(volatilitiesName, "volatilitiesName");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(futureExpiryDate, "futureExpiryDate");
JodaBeanUtils.notNull(currency, "currency");
this.volatilitiesName = volatilitiesName;
this.expiry = expiry;
this.futureExpiryDate = futureExpiryDate;
this.strikePrice = strikePrice;
this.futurePrice = futurePrice;
this.currency = currency;
this.sensitivity = sensitivity;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 2100884654: // volatilitiesName
this.volatilitiesName = (BondFutureVolatilitiesName)newValue;
break;
case -1289159373: // expiry
this.expiry = (double?)newValue.Value;
break;
case -1119821404: // futureExpiryDate
this.futureExpiryDate = (LocalDate)newValue;
break;
case 50946231: // strikePrice
this.strikePrice = (double?)newValue.Value;
break;
case -518499002: // futurePrice
this.futurePrice = (double?)newValue.Value;
break;
case 575402001: // currency
this.currency = (Currency)newValue;
break;
case 564403871: // sensitivity
this.sensitivity = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance based on the security ID.
/// </summary>
/// <param name="volatilitiesName"> the name of the volatilities </param>
/// <param name="expiry"> the time to expiry of the option as a year fraction </param>
/// <param name="futureExpiryDate"> the expiry date of the underlying future </param>
/// <param name="strikePrice"> the strike price of the option </param>
/// <param name="futurePrice"> the price of the underlying future </param>
/// <param name="sensitivityCurrency"> the currency of the sensitivity </param>
/// <param name="sensitivity"> the value of the sensitivity </param>
/// <returns> the point sensitivity object </returns>
public static BondFutureOptionSensitivity of(BondFutureVolatilitiesName volatilitiesName, double expiry, LocalDate futureExpiryDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)
{
return(new BondFutureOptionSensitivity(volatilitiesName, expiry, futureExpiryDate, strikePrice, futurePrice, sensitivityCurrency, sensitivity));
}
/// <summary>
/// Obtains an identifier used to find bond future volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static BondFutureVolatilitiesId of(BondFutureVolatilitiesName name)
{
return(new BondFutureVolatilitiesId(name));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an identifier used to find bond future volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static BondFutureVolatilitiesId of(string name)
{
return(new BondFutureVolatilitiesId(BondFutureVolatilitiesName.of(name)));
}
private BondFutureVolatilitiesId(BondFutureVolatilitiesName name)
{
JodaBeanUtils.notNull(name, "name");
this.name = name;
}
