//-------------------------------------------------------------------------
public virtual void test_createProduct()
{
BondFutureOptionSecurity test = sut();
BondFuture future = PRODUCT.UnderlyingFuture;
BondFutureSecurity futureSec = BondFutureSecurityTest.sut();
ImmutableList <FixedCouponBond> basket = future.DeliveryBasket;
FixedCouponBondSecurity bondSec0 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(0));
FixedCouponBondSecurity bondSec1 = FixedCouponBondSecurityTest.createSecurity(future.DeliveryBasket.get(1));
ReferenceData refData = ImmutableReferenceData.of(ImmutableMap.of(test.UnderlyingFutureId, futureSec, basket.get(0).SecurityId, bondSec0, basket.get(1).SecurityId, bondSec1));
BondFutureOption product = test.createProduct(refData);
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(0), future.DeliveryBasket.get(0));
assertEquals(product.UnderlyingFuture.DeliveryBasket.get(1), future.DeliveryBasket.get(1));
TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30));
BondFutureOptionTrade expectedTrade = BondFutureOptionTrade.builder().info(tradeInfo).product(product).quantity(100).price(123.50).build();
assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade);
PositionInfo positionInfo = PositionInfo.empty();
BondFutureOptionPosition expectedPosition1 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).build();
TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1);
BondFutureOptionPosition expectedPosition2 = BondFutureOptionPosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
BondFutureOptionTrade @base = sut();
double quantity = 5432d;
BondFutureOptionTrade computed = @base.withQuantity(quantity);
BondFutureOptionTrade expected = BondFutureOptionTrade.builder().info(TRADE_INFO).product(OPTION_PRODUCT).quantity(quantity).price(PRICE.Value).build();
assertEquals(computed, expected);
}
public virtual void test_withPrice()
{
BondFutureOptionTrade @base = sut();
double price = 0.05d;
BondFutureOptionTrade computed = @base.withPrice(price);
BondFutureOptionTrade expected = BondFutureOptionTrade.builder().info(TRADE_INFO).product(OPTION_PRODUCT).quantity(QUANTITY).price(price).build();
assertEquals(computed, expected);
}
internal static BondFutureOptionTrade sut2()
{
return(BondFutureOptionTrade.builder().info(TRADE_INFO2).product(OPTION_PRODUCT2).quantity(QUANTITY2).price(PRICE2.Value).build());
}