public virtual void test_calculateMonetaryValue()
{
// CME-ED, 1bp = $25
SecurityPriceInfo test = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 1);
assertEquals(test.calculateMonetaryValue(1, 98), 245_000d);
assertEquals(test.calculateMonetaryValue(1, 98.02), 245_050d);
// quantity is simple multiplier
assertEquals(test.calculateMonetaryValue(2, 98), 2 * 245_000d);
assertEquals(test.calculateMonetaryValue(3, 98), 3 * 245_000d);
// contract size is simple multiplier
SecurityPriceInfo test2 = SecurityPriceInfo.of(0.005, CurrencyAmount.of(USD, 12.50), 2);
assertEquals(test2.calculateMonetaryValue(1, 98), 2 * 245_000d);
}
public virtual void test_ofTradeUnitValue()
{
SecurityPriceInfo priceInfo = SecurityPriceInfo.of(USD, 2000);
double value = priceInfo.calculateMonetaryValue(3, 2);
assertEquals(value, 12_000d);
}
