//------------------------------------------------------------------------- public virtual void test_withQuantity() { IborFutureOptionPosition @base = sut(); double quantity = 75343d; IborFutureOptionPosition computed = @base.withQuantity(quantity); IborFutureOptionPosition expected = IborFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build(); assertEquals(computed, expected); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { IborFutureOptionSecurity test = sut(); ReferenceData refData = ImmutableReferenceData.of(FUTURE_ID, FUTURE_SECURITY); assertEquals(test.createProduct(refData), OPTION); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); IborFutureOptionTrade expectedTrade = IborFutureOptionTrade.builder().info(tradeInfo).product(OPTION).quantity(100).price(123.50).build(); assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); IborFutureOptionPosition expectedPosition1 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1); IborFutureOptionPosition expectedPosition2 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2); }
internal static IborFutureOptionPosition sut2() { return(IborFutureOptionPosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build()); }
//------------------------------------------------------------------------- internal static IborFutureOptionPosition sut() { return(IborFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build()); }