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);
}
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 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);
}