public virtual void test_parse()
{
EtdContractSpecId test = EtdContractSpecId.parse("A~B");
assertEquals(test.StandardId, StandardId.of("A", "B"));
assertEquals(test.ToString(), "A~B");
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(EtdFutureSecurity beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.contractSpecId_Renamed = beanToCopy.ContractSpecId;
this.expiry_Renamed = beanToCopy.Expiry;
this.variant_Renamed = beanToCopy.Variant;
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (SecurityInfo)newValue;
break;
case 948987368: // contractSpecId
this.contractSpecId_Renamed = (EtdContractSpecId)newValue;
break;
case -1289159373: // expiry
this.expiry_Renamed = (YearMonth)newValue;
break;
case 236785797: // variant
this.variant_Renamed = (EtdVariant)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
/// <summary>
/// Builds a new specification from the data in this builder.
/// </summary>
/// <returns> a specification instance built from the data in this builder </returns>
public EtdContractSpec build()
{
if (id_Renamed == null)
{
id_Renamed = EtdIdUtils.contractSpecId(type_Renamed, exchangeId_Renamed, contractCode_Renamed);
}
return(new EtdContractSpec(id_Renamed, type_Renamed, exchangeId_Renamed, contractCode_Renamed, description_Renamed, priceInfo_Renamed, attributes));
}
public virtual void test_of()
{
EtdContractSpecId test = EtdContractSpecId.of(StandardId.of("A", "B"));
assertEquals(test.StandardId, StandardId.of("A", "B"));
assertEquals(test.ReferenceDataType, typeof(EtdContractSpec));
assertEquals(test.ToString(), "A~B");
}
private EtdFutureSecurity(SecurityInfo info, EtdContractSpecId contractSpecId, YearMonth expiry, EtdVariant variant)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(variant, "variant");
this.info = info;
this.contractSpecId = contractSpecId;
this.expiry = expiry;
this.variant = variant;
}
/// <summary>
/// Restricted copy constructor. </summary>
/// <param name="beanToCopy"> the bean to copy from, not null </param>
internal Builder(EtdOptionSecurity beanToCopy)
{
this.info_Renamed = beanToCopy.Info;
this.contractSpecId_Renamed = beanToCopy.ContractSpecId;
this.expiry_Renamed = beanToCopy.Expiry;
this.variant_Renamed = beanToCopy.Variant;
this.version_Renamed = beanToCopy.Version;
this.putCall_Renamed = beanToCopy.PutCall;
this.strikePrice_Renamed = beanToCopy.StrikePrice;
this.underlyingExpiryMonth_Renamed = beanToCopy.underlyingExpiryMonth;
}
//-------------------------------------------------------------------------
public virtual void test_equalsHashCode()
{
EtdContractSpecId a = EtdContractSpecId.of(StandardId.of("A", "B"));
EtdContractSpecId a2 = EtdContractSpecId.of(StandardId.of("A", "B"));
EtdContractSpecId b = EtdContractSpecId.of(StandardId.of("C", "D"));
assertEquals(a.GetHashCode(), a2.GetHashCode());
assertEquals(a.Equals(a), true);
assertEquals(a.Equals(a2), true);
assertEquals(a.Equals(b), false);
assertEquals(a.Equals(null), false);
assertEquals(a.Equals(ANOTHER_TYPE), false);
}
private EtdOptionSecurity(SecurityInfo info, EtdContractSpecId contractSpecId, YearMonth expiry, EtdVariant variant, int version, PutCall putCall, double strikePrice, YearMonth underlyingExpiryMonth)
{
JodaBeanUtils.notNull(info, "info");
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
JodaBeanUtils.notNull(expiry, "expiry");
JodaBeanUtils.notNull(variant, "variant");
ArgChecker.notNegative(version, "version");
JodaBeanUtils.notNull(putCall, "putCall");
this.info = info;
this.contractSpecId = contractSpecId;
this.expiry = expiry;
this.variant = variant;
this.version = version;
this.putCall = putCall;
this.strikePrice = strikePrice;
this.underlyingExpiryMonth = underlyingExpiryMonth;
}
//-------------------------------------------------------------------------
/// <summary>
/// Creates an identifier for a contract specification.
/// <para>
/// This will have the format:
/// {@code 'OG-ETD~F-ECAG-FGBS'} or {@code 'OG-ETD~O-ECAG-OGBS'}.
///
/// </para>
/// </summary>
/// <param name="type"> type of the contract - future or option </param>
/// <param name="exchangeId"> the MIC code of the exchange where the instruments are traded </param>
/// <param name="contractCode"> the code supplied by the exchange for use in clearing and margining, such as in SPAN </param>
/// <returns> the identifier </returns>
public static EtdContractSpecId contractSpecId(EtdType type, ExchangeId exchangeId, EtdContractCode contractCode)
{
ArgChecker.notNull(type, "type");
ArgChecker.notNull(exchangeId, "exchangeId");
ArgChecker.notNull(contractCode, "contractCode");
switch (type.innerEnumValue)
{
case com.opengamma.strata.product.etd.EtdType.InnerEnum.FUTURE:
return(EtdContractSpecId.of(ETD_SCHEME, FUT_PREFIX + exchangeId + SEPARATOR + contractCode));
case com.opengamma.strata.product.etd.EtdType.InnerEnum.OPTION:
return(EtdContractSpecId.of(ETD_SCHEME, OPT_PREFIX + exchangeId + SEPARATOR + contractCode));
default:
throw new System.ArgumentException("Unknown ETD type: " + type);
}
}
public override Builder set(string propertyName, object newValue)
{
switch (propertyName.GetHashCode())
{
case 3237038: // info
this.info_Renamed = (SecurityInfo)newValue;
break;
case 948987368: // contractSpecId
this.contractSpecId_Renamed = (EtdContractSpecId)newValue;
break;
case -1289159373: // expiry
this.expiry_Renamed = (YearMonth)newValue;
break;
case 236785797: // variant
this.variant_Renamed = (EtdVariant)newValue;
break;
case 351608024: // version
this.version_Renamed = (int?)newValue.Value;
break;
case -219971059: // putCall
this.putCall_Renamed = (PutCall)newValue;
break;
case 50946231: // strikePrice
this.strikePrice_Renamed = (double?)newValue.Value;
break;
case 1929351536: // underlyingExpiryMonth
this.underlyingExpiryMonth_Renamed = (YearMonth)newValue;
break;
default:
throw new NoSuchElementException("Unknown property: " + propertyName);
}
return(this);
}
//-------------------------------------------------------------------------
public virtual void test_serialization()
{
EtdContractSpecId test = EtdContractSpecId.of("A", "B");
assertSerialization(test);
}
/// <summary>
/// Sets the ID of the contract specification.
/// </summary>
/// <param name="id"> the ID </param>
/// <returns> the ID of the template </returns>
public EtdContractSpecBuilder id(EtdContractSpecId id)
{
JodaBeanUtils.notNull(id, "id");
this.id_Renamed = id;
return(this);
}
//-------------------------------------------------------------------------
internal static EtdFutureSecurity sut()
{
return(EtdFutureSecurity.builder().info(SecurityInfo.of(SecurityId.of("A", "B"), SecurityPriceInfo.of(Currency.GBP, 100))).contractSpecId(EtdContractSpecId.of("test", "123")).expiry(YearMonth.of(2017, 6)).build());
}
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());
}
//-------------------------------------------------------------------------
internal static EtdContractSpec sut()
{
return(EtdContractSpec.builder().id(EtdContractSpecId.of("test", "123")).type(EtdType.FUTURE).exchangeId(ExchangeIds.ECAG).contractCode(EtdContractCode.of("FOO")).description("A test future template").priceInfo(SecurityPriceInfo.of(Currency.GBP, 100)).build());
}
public virtual void test_contractSpecId_option()
{
EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.OPTION, ExchangeIds.ECAG, OGBS);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "O-ECAG-OGBS"));
}
public virtual void test_contractSpecId_future()
{
EtdContractSpecId test = EtdIdUtils.contractSpecId(EtdType.FUTURE, ExchangeIds.ECAG, FGBS);
assertEquals(test.StandardId, StandardId.of("OG-ETD", "F-ECAG-FGBS"));
}
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());
}
//-------------------------------------------------------------------------
internal static EtdOptionSecurity sut()
{
return(EtdOptionSecurity.builder().info(SecurityInfo.of(SecurityId.of("A", "B"), SecurityPriceInfo.of(Currency.GBP, 100))).contractSpecId(EtdContractSpecId.of("test", "123")).expiry(YearMonth.of(2017, 6)).putCall(PutCall.PUT).strikePrice(2).build());
}
/// <summary>
/// Sets the ID of the contract specification from which this security is derived. </summary>
/// <param name="contractSpecId"> the new value, not null </param>
/// <returns> this, for chaining, not null </returns>
public Builder contractSpecId(EtdContractSpecId contractSpecId)
{
JodaBeanUtils.notNull(contractSpecId, "contractSpecId");
this.contractSpecId_Renamed = contractSpecId;
return(this);
}