public virtual void test_builder_invalidSwapBasis()
{
assertThrowsIllegalArg(() => Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP_BASIS).build());
}
internal static Swaption sut2()
{
return(Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 10), ADJUSTMENT)).expiryTime(LocalTime.of(14, 0)).expiryZone(ZoneId.of("GMT")).longShort(SHORT).swaptionSettlement(CASH_SETTLE).underlying(FixedIborSwapConventions.USD_FIXED_6M_LIBOR_3M.createTrade(LocalDate.of(2014, 6, 10), Tenor.TENOR_10Y, BuySell.BUY, 1d, FIXED_RATE, REF_DATA).Product).build());
}
public virtual void test_builder_expiryAfterStart()
{
assertThrowsIllegalArg(() => Swaption.builder().expiryDate(AdjustableDate.of(LocalDate.of(2014, 6, 17), ADJUSTMENT)).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build());
}
//-------------------------------------------------------------------------
internal static Swaption sut()
{
return(Swaption.builder().expiryDate(ADJUSTABLE_EXPIRY_DATE).expiryTime(EXPIRY_TIME).expiryZone(ZONE).longShort(LONG).swaptionSettlement(PHYSICAL_SETTLE).underlying(SWAP).build());
}