public virtual void test_parse() { EtdContractSpecId test = EtdContractSpecId.parse("A~B"); assertEquals(test.StandardId, StandardId.of("A", "B")); assertEquals(test.ToString(), "A~B"); }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(EtdFutureSecurity beanToCopy) { this.info_Renamed = beanToCopy.Info; this.contractSpecId_Renamed = beanToCopy.ContractSpecId; this.expiry_Renamed = beanToCopy.Expiry; this.variant_Renamed = beanToCopy.Variant; }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3237038: // info this.info_Renamed = (SecurityInfo)newValue; break; case 948987368: // contractSpecId this.contractSpecId_Renamed = (EtdContractSpecId)newValue; break; case -1289159373: // expiry this.expiry_Renamed = (YearMonth)newValue; break; case 236785797: // variant this.variant_Renamed = (EtdVariant)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
/// <summary> /// Builds a new specification from the data in this builder. /// </summary> /// <returns> a specification instance built from the data in this builder </returns> public EtdContractSpec build() { if (id_Renamed == null) { id_Renamed = EtdIdUtils.contractSpecId(type_Renamed, exchangeId_Renamed, contractCode_Renamed); } return(new EtdContractSpec(id_Renamed, type_Renamed, exchangeId_Renamed, contractCode_Renamed, description_Renamed, priceInfo_Renamed, attributes)); }
public virtual void test_of() { EtdContractSpecId test = EtdContractSpecId.of(StandardId.of("A", "B")); assertEquals(test.StandardId, StandardId.of("A", "B")); assertEquals(test.ReferenceDataType, typeof(EtdContractSpec)); assertEquals(test.ToString(), "A~B"); }
private EtdFutureSecurity(SecurityInfo info, EtdContractSpecId contractSpecId, YearMonth expiry, EtdVariant variant) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(contractSpecId, "contractSpecId"); JodaBeanUtils.notNull(expiry, "expiry"); JodaBeanUtils.notNull(variant, "variant"); this.info = info; this.contractSpecId = contractSpecId; this.expiry = expiry; this.variant = variant; }
/// <summary> /// Restricted copy constructor. </summary> /// <param name="beanToCopy"> the bean to copy from, not null </param> internal Builder(EtdOptionSecurity beanToCopy) { this.info_Renamed = beanToCopy.Info; this.contractSpecId_Renamed = beanToCopy.ContractSpecId; this.expiry_Renamed = beanToCopy.Expiry; this.variant_Renamed = beanToCopy.Variant; this.version_Renamed = beanToCopy.Version; this.putCall_Renamed = beanToCopy.PutCall; this.strikePrice_Renamed = beanToCopy.StrikePrice; this.underlyingExpiryMonth_Renamed = beanToCopy.underlyingExpiryMonth; }
//------------------------------------------------------------------------- public virtual void test_equalsHashCode() { EtdContractSpecId a = EtdContractSpecId.of(StandardId.of("A", "B")); EtdContractSpecId a2 = EtdContractSpecId.of(StandardId.of("A", "B")); EtdContractSpecId b = EtdContractSpecId.of(StandardId.of("C", "D")); assertEquals(a.GetHashCode(), a2.GetHashCode()); assertEquals(a.Equals(a), true); assertEquals(a.Equals(a2), true); assertEquals(a.Equals(b), false); assertEquals(a.Equals(null), false); assertEquals(a.Equals(ANOTHER_TYPE), false); }
private EtdOptionSecurity(SecurityInfo info, EtdContractSpecId contractSpecId, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth) { JodaBeanUtils.notNull(info, "info"); JodaBeanUtils.notNull(contractSpecId, "contractSpecId"); JodaBeanUtils.notNull(expiry, "expiry"); JodaBeanUtils.notNull(variant, "variant"); ArgChecker.notNegative(version, "version"); JodaBeanUtils.notNull(putCall, "putCall"); this.info = info; this.contractSpecId = contractSpecId; this.expiry = expiry; this.variant = variant; this.version = version; this.putCall = putCall; this.strikePrice = strikePrice; this.underlyingExpiryMonth = underlyingExpiryMonth; }
//------------------------------------------------------------------------- /// <summary> /// Creates an identifier for a contract specification. /// <para> /// This will have the format: /// {@code 'OG-ETD~F-ECAG-FGBS'} or {@code 'OG-ETD~O-ECAG-OGBS'}. /// /// </para> /// </summary> /// <param name="type"> type of the contract - future or option </param> /// <param name="exchangeId"> the MIC code of the exchange where the instruments are traded </param> /// <param name="contractCode"> the code supplied by the exchange for use in clearing and margining, such as in SPAN </param> /// <returns> the identifier </returns> public static EtdContractSpecId contractSpecId(EtdType type, ExchangeId exchangeId, EtdContractCode contractCode) { ArgChecker.notNull(type, "type"); ArgChecker.notNull(exchangeId, "exchangeId"); ArgChecker.notNull(contractCode, "contractCode"); switch (type.innerEnumValue) { case com.opengamma.strata.product.etd.EtdType.InnerEnum.FUTURE: return(EtdContractSpecId.of(ETD_SCHEME, FUT_PREFIX + exchangeId + SEPARATOR + contractCode)); case com.opengamma.strata.product.etd.EtdType.InnerEnum.OPTION: return(EtdContractSpecId.of(ETD_SCHEME, OPT_PREFIX + exchangeId + SEPARATOR + contractCode)); default: throw new System.ArgumentException("Unknown ETD type: " + type); } }
public override Builder set(string propertyName, object newValue) { switch (propertyName.GetHashCode()) { case 3237038: // info this.info_Renamed = (SecurityInfo)newValue; break; case 948987368: // contractSpecId this.contractSpecId_Renamed = (EtdContractSpecId)newValue; break; case -1289159373: // expiry this.expiry_Renamed = (YearMonth)newValue; break; case 236785797: // variant this.variant_Renamed = (EtdVariant)newValue; break; case 351608024: // version this.version_Renamed = (int?)newValue.Value; break; case -219971059: // putCall this.putCall_Renamed = (PutCall)newValue; break; case 50946231: // strikePrice this.strikePrice_Renamed = (double?)newValue.Value; break; case 1929351536: // underlyingExpiryMonth this.underlyingExpiryMonth_Renamed = (YearMonth)newValue; break; default: throw new NoSuchElementException("Unknown property: " + propertyName); } return(this); }
//------------------------------------------------------------------------- public virtual void test_serialization() { EtdContractSpecId test = EtdContractSpecId.of("A", "B"); assertSerialization(test); }
/// <summary> /// Sets the ID of the contract specification. /// </summary> /// <param name="id"> the ID </param> /// <returns> the ID of the template </returns> public EtdContractSpecBuilder id(EtdContractSpecId id) { JodaBeanUtils.notNull(id, "id"); this.id_Renamed = id; return(this); }
//------------------------------------------------------------------------- internal static EtdFutureSecurity sut() { return(EtdFutureSecurity.builder().info(SecurityInfo.of(SecurityId.of("A", "B"), SecurityPriceInfo.of(Currency.GBP, 100))).contractSpecId(EtdContractSpecId.of("test", "123")).expiry(YearMonth.of(2017, 6)).build()); }
internal static EtdFutureSecurity sut2() { return(EtdFutureSecurity.builder().info(SecurityInfo.of(SecurityId.of("B", "C"), SecurityPriceInfo.of(Currency.EUR, 10))).contractSpecId(EtdContractSpecId.of("test", "234")).expiry(YearMonth.of(2017, 9)).variant(EtdVariant.ofWeekly(2)).build()); }
//------------------------------------------------------------------------- internal static EtdContractSpec sut() { return(EtdContractSpec.builder().id(EtdContractSpecId.of("test", "123")).type(EtdType.FUTURE).exchangeId(ExchangeIds.ECAG).contractCode(EtdContractCode.of("FOO")).description("A test future template").priceInfo(SecurityPriceInfo.of(Currency.GBP, 100)).build()); }
public virtual void test_contractSpecId_option() { EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.OPTION, ExchangeIds.ECAG, OGBS); assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-OGBS")); }
public virtual void test_contractSpecId_future() { EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.FUTURE, ExchangeIds.ECAG, FGBS); assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS")); }
internal static EtdOptionSecurity sut2() { return(EtdOptionSecurity.builder().info(SecurityInfo.of(SecurityId.of("B", "C"), SecurityPriceInfo.of(Currency.EUR, 10))).contractSpecId(EtdContractSpecId.of("test", "234")).expiry(YearMonth.of(2017, 9)).variant(EtdVariant.ofWeekly(2)).version(4).putCall(PutCall.CALL).strikePrice(3).underlyingExpiryMonth(YearMonth.of(2017, 12)).build()); }
//------------------------------------------------------------------------- internal static EtdOptionSecurity sut() { return(EtdOptionSecurity.builder().info(SecurityInfo.of(SecurityId.of("A", "B"), SecurityPriceInfo.of(Currency.GBP, 100))).contractSpecId(EtdContractSpecId.of("test", "123")).expiry(YearMonth.of(2017, 6)).putCall(PutCall.PUT).strikePrice(2).build()); }
/// <summary> /// Sets the ID of the contract specification from which this security is derived. </summary> /// <param name="contractSpecId"> the new value, not null </param> /// <returns> this, for chaining, not null </returns> public Builder contractSpecId(EtdContractSpecId contractSpecId) { JodaBeanUtils.notNull(contractSpecId, "contractSpecId"); this.contractSpecId_Renamed = contractSpecId; return(this); }