//------------------------------------------------------------------------- public virtual void test_resolve() { FxVanillaOption @base = sut(); ResolvedFxVanillaOption expected = ResolvedFxVanillaOption.builder().longShort(LONG).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).underlying(FX.resolve(REF_DATA)).build(); 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_builder_earlyPaymentDate() { assertThrowsIllegalArg(() => ResolvedFxVanillaOption.builder().longShort(LONG).expiry(LocalDate.of(2015, 2, 21).atStartOfDay(ZoneOffset.UTC)).underlying(FX).build()); }
internal static ResolvedFxVanillaOption sut2() { ; return(ResolvedFxVanillaOption.builder().longShort(SHORT).expiry(EXPIRY_DATE_TIME.plusSeconds(1)).underlying(FX_RE).build()); }
//------------------------------------------------------------------------- internal static ResolvedFxVanillaOption sut() { return(ResolvedFxVanillaOption.builder().longShort(LONG).expiry(EXPIRY_DATE_TIME).underlying(FX).build()); }