public virtual void test_resolve_noRebate()
{
FxSingleBarrierOption @base = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER);
ResolvedFxSingleBarrierOption expected = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION.resolve(REF_DATA), BARRIER);
assertEquals(@base.resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedFxSingleBarrierOption test1 = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
ResolvedFxSingleBarrierOption test2 = ResolvedFxSingleBarrierOption.of(ResolvedFxVanillaOption.builder().longShort(SHORT).expiry(EXPIRY_DATE_TIME).underlying(FX).build(), SimpleConstantContinuousBarrier.of(BarrierType.UP, KnockType.KNOCK_IN, 1.5));
coverImmutableBean(test1);
coverBeanEquals(test1, test2);
}
public virtual void test_of_noRebate()
{
ResolvedFxSingleBarrierOption test = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER);
assertEquals(test.Barrier, BARRIER);
assertFalse(test.Rebate.Present);
assertEquals(test.UnderlyingOption, VANILLA_OPTION);
}
private ResolvedFxSingleBarrierOptionTrade(TradeInfo info, ResolvedFxSingleBarrierOption product, Payment premium)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
JodaBeanUtils.notNull(premium, "premium");
this.info = info;
this.product = product;
this.premium = premium;
}
public virtual void test_of_fail()
{
CurrencyAmount negative = CurrencyAmount.of(USD, -5.0e4);
assertThrowsIllegalArg(() => ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, negative));
CurrencyAmount other = CurrencyAmount.of(GBP, 5.0e4);
assertThrowsIllegalArg(() => ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, other));
}
public virtual void test_of()
{
ResolvedFxSingleBarrierOption test = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
assertEquals(test.Barrier, BARRIER);
assertEquals(test.Rebate.get(), REBATE);
assertEquals(test.UnderlyingOption, VANILLA_OPTION);
assertEquals(test.CurrencyPair, VANILLA_OPTION.CurrencyPair);
}
//-----------------------------------------------------------------------
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedFxSingleBarrierOption other = (ResolvedFxSingleBarrierOption)obj;
return(JodaBeanUtils.equal(underlyingOption, other.underlyingOption) && JodaBeanUtils.equal(barrier, other.barrier) && JodaBeanUtils.equal(rebate, other.rebate));
}
return(false);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (TradeInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedFxSingleBarrierOption)newValue;
break;
case -318452137: // premium
this.premium_Renamed = (Payment)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Sets the resolved barrier FX option product.
/// <para>
/// The product captures the contracted financial details of the trade.
/// </para>
/// </summary>
/// <param name="product"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder product(ResolvedFxSingleBarrierOption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedFxSingleBarrierOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.premium_Renamed = beanToCopy.Premium;
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
ResolvedFxSingleBarrierOptionTrade test1 = ResolvedFxSingleBarrierOptionTrade.builder().info(TRADE_INFO).product(PRODUCT).premium(PREMIUM).build();
ResolvedFxSingleBarrierOptionTrade test2 = ResolvedFxSingleBarrierOptionTrade.builder().product(ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER)).premium(Payment.of(CurrencyAmount.of(EUR, NOTIONAL * 0.01), date(2014, 11, 13))).build();
coverImmutableBean(test1);
coverBeanEquals(test1, test2);
}
public virtual void test_serialization()
{
ResolvedFxSingleBarrierOption test = ResolvedFxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE);
assertSerialization(test);
}
