//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureOption test = sut();
ResolvedIborFutureOption expected = ResolvedIborFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE.resolve(REF_DATA)).build();
assertEquals(test.resolve(REF_DATA), expected);
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (PortfolioItemInfo)newValue;
break;
case -309474065: // product
this.product_Renamed = (ResolvedIborFutureOption)newValue;
break;
case -1285004149: // quantity
this.quantity_Renamed = (double?)newValue.Value;
break;
case -1873824343: // tradedPrice
this.tradedPrice_Renamed = (TradedPrice)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(ResolvedIborFutureOptionTrade beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.product_Renamed = beanToCopy.Product;
this.quantity_Renamed = beanToCopy.Quantity;
this.tradedPrice_Renamed = beanToCopy.tradedPrice;
}
/// <summary>
/// Creates an instance. </summary>
/// <param name="info"> the value of the property, not null </param>
/// <param name="product"> the value of the property, not null </param>
/// <param name="quantity"> the value of the property </param>
/// <param name="tradedPrice"> the value of the property </param>
internal ResolvedIborFutureOptionTrade(PortfolioItemInfo info, ResolvedIborFutureOption product, double quantity, TradedPrice tradedPrice)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(product, "product");
this.info = info;
this.product = product;
this.quantity = quantity;
this.tradedPrice = tradedPrice;
}
public ResolvedIborFutureOptionTrade resolve(ReferenceData refData)
{
if (!info.TradeDate.Present)
{
throw new System.ArgumentException("Trade date on TradeInfo must be present");
}
ResolvedIborFutureOption resolved = Product.resolve(refData);
TradedPrice tradedPrice = TradedPrice.of(info.TradeDate.get(), price);
return(new ResolvedIborFutureOptionTrade(info, resolved, quantity, tradedPrice));
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
ResolvedIborFutureOption other = (ResolvedIborFutureOption)obj;
return(JodaBeanUtils.equal(securityId, other.securityId) && JodaBeanUtils.equal(putCall, other.putCall) && JodaBeanUtils.equal(strikePrice, other.strikePrice) && JodaBeanUtils.equal(expiry, other.expiry) && JodaBeanUtils.equal(premiumStyle, other.premiumStyle) && JodaBeanUtils.equal(rounding, other.rounding) && JodaBeanUtils.equal(underlyingFuture, other.underlyingFuture));
}
return(false);
}
//-------------------------------------------------------------------------
public virtual void test_builder()
{
ResolvedIborFutureOption test = sut();
assertEquals(test.SecurityId, PRODUCT.SecurityId);
assertEquals(test.PutCall, PRODUCT.PutCall);
assertEquals(test.StrikePrice, PRODUCT.StrikePrice);
assertEquals(test.PremiumStyle, PRODUCT.PremiumStyle);
assertEquals(test.Expiry, PRODUCT.Expiry);
assertEquals(test.ExpiryDate, PRODUCT.ExpiryDate);
assertEquals(test.Rounding, PRODUCT.Rounding);
assertEquals(test.UnderlyingFuture, PRODUCT.UnderlyingFuture.resolve(REF_DATA));
assertEquals(test.Index, PRODUCT.UnderlyingFuture.Index);
}
public virtual void test_builder_expiryNotAfterTradeDate()
{
assertThrowsIllegalArg(() => ResolvedIborFutureOption.builder().securityId(PRODUCT.SecurityId).putCall(CALL).expiry(PRODUCT.UnderlyingFuture.LastTradeDate.plusDays(1).atStartOfDay(ZoneOffset.UTC)).strikePrice(PRODUCT.StrikePrice).underlyingFuture(PRODUCT.UnderlyingFuture.resolve(REF_DATA)).build());
}
public ResolvedIborFutureOptionTrade resolve(ReferenceData refData)
{
ResolvedIborFutureOption resolved = product.resolve(refData);
return(new ResolvedIborFutureOptionTrade(info, resolved, Quantity, null));
}
/// <summary>
/// Sets the option that was traded.
/// <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(ResolvedIborFutureOption product)
{
JodaBeanUtils.notNull(product, "product");
this.product_Renamed = product;
return(this);
}
