//------------------------------------------------------------------------- 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 virtual void test_summarize() { BondFutureOptionPosition tes = sut(); PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.BOND_FUTURE_OPTION).currencies(Currency.USD).description("BondFutureOption x 10").build(); assertEquals(tes.summarize(), expected); }
//------------------------------------------------------------------------- public virtual void test_withQuantity() { BondFutureOptionPosition @base = sut(); double quantity = 75343d; BondFutureOptionPosition computed = @base.withQuantity(quantity); BondFutureOptionPosition expected = BondFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build(); assertEquals(computed, expected); }
//------------------------------------------------------------------------- public virtual void test_builder_resolved() { BondFutureOptionPosition test = sut(); assertEquals(test.Product, PRODUCT); assertEquals(test.Info, POSITION_INFO); assertEquals(test.LongQuantity, QUANTITY, 0d); assertEquals(test.ShortQuantity, 0d, 0d); assertEquals(test.Quantity, QUANTITY, 0d); assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO); assertEquals(test.withQuantity(129).Quantity, 129d, 0d); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { BondFutureOptionPosition other = (BondFutureOptionPosition)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity)); } return(false); }
public BondFutureOptionPosition withQuantity(double quantity) { return(BondFutureOptionPosition.ofNet(info, product, quantity)); }
public BondFutureOptionPosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData) { return(BondFutureOptionPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity)); }
public BondFutureOptionPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData) { return(BondFutureOptionPosition.ofNet(positionInfo, createProduct(refData), quantity)); }
internal static BondFutureOptionPosition sut2() { return(BondFutureOptionPosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build()); }
//------------------------------------------------------------------------- internal static BondFutureOptionPosition sut() { return(BondFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build()); }