//-------------------------------------------------------------------------
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_builder()
{
BondFutureOptionSecurity test = sut();
assertEquals(test.Info, INFO);
assertEquals(test.SecurityId, PRODUCT.SecurityId);
assertEquals(test.Currency, PRODUCT.Currency);
assertEquals(test.UnderlyingIds, ImmutableSet.of(PRODUCT.UnderlyingFuture.SecurityId));
}
public virtual void test_createProduct_wrongType()
{
BondFutureOptionSecurity test = sut();
BondFuture future = PRODUCT.UnderlyingFuture;
SecurityId secId = future.SecurityId;
GenericSecurity sec = GenericSecurity.of(INFO);
ReferenceData refData = ImmutableReferenceData.of(secId, sec);
assertThrows(() => test.createProduct(refData), typeof(System.InvalidCastException));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
BondFutureOptionSecurity other = (BondFutureOptionSecurity)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(currency, other.currency) && 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(underlyingFutureId, other.underlyingFutureId));
}
return(false);
}
internal static BondFutureOptionSecurity sut2()
{
return(BondFutureOptionSecurity.builder().info(INFO2).currency(PRODUCT2.Currency).putCall(PUT).strikePrice(PRODUCT2.StrikePrice).expiryDate(PRODUCT2.ExpiryDate).expiryTime(PRODUCT2.ExpiryTime).expiryZone(PRODUCT2.ExpiryZone).premiumStyle(FutureOptionPremiumStyle.UPFRONT_PREMIUM).rounding(PRODUCT2.Rounding).underlyingFutureId(PRODUCT2.UnderlyingFuture.SecurityId).build());
}
//-------------------------------------------------------------------------
internal static BondFutureOptionSecurity sut()
{
return(BondFutureOptionSecurity.builder().info(INFO).currency(PRODUCT.Currency).putCall(CALL).strikePrice(PRODUCT.StrikePrice).expiryDate(PRODUCT.ExpiryDate).expiryTime(PRODUCT.ExpiryTime).expiryZone(PRODUCT.ExpiryZone).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).rounding(PRODUCT.Rounding).underlyingFutureId(PRODUCT.UnderlyingFuture.SecurityId).build());
}
