public virtual void test_createProduct_wrongType() { IborFutureOptionSecurity test = sut(); IborFuture future = OPTION.UnderlyingFuture; SecurityId secId = future.SecurityId; GenericSecurity sec = GenericSecurity.of(INFO); ReferenceData refData = ImmutableReferenceData.of(secId, sec); assertThrows(() => test.createProduct(refData), typeof(System.InvalidCastException)); }
//------------------------------------------------------------------------- public virtual void test_builder() { IborFutureOptionSecurity test = sut(); assertEquals(test.Info, INFO); assertEquals(test.SecurityId, OPTION.SecurityId); assertEquals(test.Currency, OPTION.Currency); assertEquals(test.PutCall, OPTION.PutCall); assertEquals(test.PremiumStyle, OPTION.PremiumStyle); assertEquals(test.UnderlyingFutureId, FUTURE_ID); assertEquals(test.UnderlyingIds, ImmutableSet.of(FUTURE_ID)); }
public override bool Equals(object obj) { if (obj == this) { return(true); } if (obj != null && obj.GetType() == this.GetType()) { IborFutureOptionSecurity other = (IborFutureOptionSecurity)obj; return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(currency, other.currency) && JodaBeanUtils.equal(putCall, other.putCall) && JodaBeanUtils.equal(strikePrice, other.strikePrice) && JodaBeanUtils.equal(expiryDate, other.expiryDate) && JodaBeanUtils.equal(expiryTime, other.expiryTime) && JodaBeanUtils.equal(expiryZone, other.expiryZone) && JodaBeanUtils.equal(premiumStyle, other.premiumStyle) && JodaBeanUtils.equal(rounding, other.rounding) && JodaBeanUtils.equal(underlyingFutureId, other.underlyingFutureId)); } return(false); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { IborFutureOptionSecurity test = sut(); ReferenceData refData = ImmutableReferenceData.of(FUTURE_ID, FUTURE_SECURITY); assertEquals(test.createProduct(refData), OPTION); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); IborFutureOptionTrade expectedTrade = IborFutureOptionTrade.builder().info(tradeInfo).product(OPTION).quantity(100).price(123.50).build(); assertEquals(test.createTrade(tradeInfo, 100, 123.50, refData), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); IborFutureOptionPosition expectedPosition1 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, refData), expectedPosition1); IborFutureOptionPosition expectedPosition2 = IborFutureOptionPosition.builder().info(positionInfo).product(OPTION).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, refData), expectedPosition2); }
internal static IborFutureOptionSecurity sut2() { return(IborFutureOptionSecurity.builder().info(INFO2).currency(OPTION2.Currency).putCall(OPTION2.PutCall).strikePrice(OPTION2.StrikePrice).expiryDate(OPTION2.ExpiryDate).expiryTime(OPTION2.ExpiryTime).expiryZone(OPTION2.ExpiryZone).premiumStyle(OPTION2.PremiumStyle).rounding(OPTION2.Rounding).underlyingFutureId(FUTURE_ID2).build()); }