//-------------------------------------------------------------------------
public virtual void test_basics()
{
assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDate, VAL_DATE_TIME.toLocalDate());
assertEquals(VOL_SIMPLE_MONEY_PRICE.ValuationDateTime, VAL_DATE_TIME);
assertEquals(VOL_SIMPLE_MONEY_PRICE.Index, EUR_EURIBOR_3M);
assertEquals(VOL_SIMPLE_MONEY_PRICE.Name, IborFutureOptionVolatilitiesName.of("Price"));
}
private IborFutureOptionSensitivity(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency currency, double sensitivity)
{
JodaBeanUtils.notNull(volatilitiesName, "volatilitiesName");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(fixingDate, "fixingDate");
JodaBeanUtils.notNull(currency, "currency");
this.volatilitiesName = volatilitiesName;
this.expiry = expiry;
this.fixingDate = fixingDate;
this.strikePrice = strikePrice;
this.futurePrice = futurePrice;
this.currency = currency;
this.sensitivity = sensitivity;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 2100884654: // volatilitiesName
this.volatilitiesName = (IborFutureOptionVolatilitiesName)newValue;
break;
case -1289159373: // expiry
this.expiry = (double?)newValue.Value;
break;
case 1255202043: // fixingDate
this.fixingDate = (LocalDate)newValue;
break;
case 50946231: // strikePrice
this.strikePrice = (double?)newValue.Value;
break;
case -518499002: // futurePrice
this.futurePrice = (double?)newValue.Value;
break;
case 575402001: // currency
this.currency = (Currency)newValue;
break;
case 564403871: // sensitivity
this.sensitivity = (double?)newValue.Value;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance.
/// </summary>
/// <param name="volatilitiesName"> the name of the volatilities </param>
/// <param name="expiry"> the expiry date-time of the option as a year fraction </param>
/// <param name="fixingDate"> the fixing date of the underlying future </param>
/// <param name="strikePrice"> the strike price of the option </param>
/// <param name="futurePrice"> the price of the underlying future </param>
/// <param name="sensitivityCurrency"> the currency of the sensitivity </param>
/// <param name="sensitivity"> the value of the sensitivity </param>
/// <returns> the point sensitivity object </returns>
public static IborFutureOptionSensitivity of(IborFutureOptionVolatilitiesName volatilitiesName, double expiry, LocalDate fixingDate, double strikePrice, double futurePrice, Currency sensitivityCurrency, double sensitivity)
{
return(new IborFutureOptionSensitivity(volatilitiesName, expiry, fixingDate, strikePrice, futurePrice, sensitivityCurrency, sensitivity));
}
/// <summary>
/// Obtains an identifier used to find Ibor future option volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static IborFutureOptionVolatilitiesId of(IborFutureOptionVolatilitiesName name)
{
return(new IborFutureOptionVolatilitiesId(name));
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an identifier used to find Ibor future option volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static IborFutureOptionVolatilitiesId of(string name)
{
return(new IborFutureOptionVolatilitiesId(IborFutureOptionVolatilitiesName.of(name)));
}
private IborFutureOptionVolatilitiesId(IborFutureOptionVolatilitiesName name)
{
JodaBeanUtils.notNull(name, "name");
this.name = name;
}