예제 #1
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        public virtual void test_ofStrikeAndForward()
        {
            LogMoneynessStrike test = LogMoneynessStrike.ofStrikeAndForward(0.6d, 1.2d);

            assertEquals(test.Type, StrikeType.LOG_MONEYNESS);
            assertEquals(test.Value, Math.Log(0.5d), 0d);
            assertEquals(test.Label, "LogMoneyness=" + Math.Log(0.5d));
            assertEquals(test.withValue(0.2d), LogMoneynessStrike.of(0.2d));
        }
예제 #2
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        //-------------------------------------------------------------------------
        public virtual void coverage()
        {
            LogMoneynessStrike test = LogMoneynessStrike.of(0.6d);

            coverImmutableBean(test);
            LogMoneynessStrike test2 = LogMoneynessStrike.of(0.2d);

            coverBeanEquals(test, test2);
        }
예제 #3
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        //-------------------------------------------------------------------------
        public virtual void test_of()
        {
            LogMoneynessStrike test = LogMoneynessStrike.of(0.6d);

            assertEquals(test.Type, StrikeType.LOG_MONEYNESS);
            assertEquals(test.Value, 0.6d, 0d);
            assertEquals(test.Label, "LogMoneyness=0.6");
            assertEquals(test.withValue(0.2d), LogMoneynessStrike.of(0.2d));
        }
예제 #4
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        public virtual void test_serialization()
        {
            LogMoneynessStrike test = LogMoneynessStrike.of(0.6d);

            assertSerialization(test);
        }