public virtual void test_weekly()
{
EtdVariant test = EtdVariant.ofWeekly(2);
assertEquals(test.Type, EtdExpiryType.WEEKLY);
assertEquals(test.DateCode.Value, 2);
assertEquals(test.SettlementType.Present, false);
assertEquals(test.OptionType.Present, false);
assertEquals(test.Flex, false);
assertEquals(test.Code, "W2");
}
public virtual void test_optionId_weekly()
{
SecurityId test = EtdIdUtils.optionId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofWeekly(3), 0, PutCall.CALL, -1.45);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-FGBS-201706W3-CM1.45"));
}
internal static EtdOptionSecurity sut2()
{
return(EtdOptionSecurity.builder().info(SecurityInfo.of(SecurityId.of("B", "C"), SecurityPriceInfo.of(Currency.EUR, 10))).contractSpecId(EtdContractSpecId.of("test", "234")).expiry(YearMonth.of(2017, 9)).variant(EtdVariant.ofWeekly(2)).version(4).putCall(PutCall.CALL).strikePrice(3).underlyingExpiryMonth(YearMonth.of(2017, 12)).build());
}
public virtual void test_futureId_weekly()
{
SecurityId test = EtdIdUtils.futureId(ExchangeIds.ECAG, FGBS, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2));
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS-201706W2"));
}
internal static EtdFutureSecurity sut2()
{
return(EtdFutureSecurity.builder().info(SecurityInfo.of(SecurityId.of("B", "C"), SecurityPriceInfo.of(Currency.EUR, 10))).contractSpecId(EtdContractSpecId.of("test", "234")).expiry(YearMonth.of(2017, 9)).variant(EtdVariant.ofWeekly(2)).build());
}
