//------------------------------------------------------------------------- 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_createProduct() { IborFutureSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(date(2016, 6, 30)); IborFutureTrade expectedTrade = IborFutureTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(0.995).build(); assertEquals(test.createTrade(tradeInfo, 100, 0.995, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); IborFuturePosition expectedPosition1 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); IborFuturePosition expectedPosition2 = IborFuturePosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
//------------------------------------------------------------------------- public virtual void test_createProduct() { DsfSecurity test = sut(); assertEquals(test.createProduct(ReferenceData.empty()), PRODUCT); TradeInfo tradeInfo = TradeInfo.of(PRODUCT.LastTradeDate.minusDays(1)); DsfTrade expectedTrade = DsfTrade.builder().info(tradeInfo).product(PRODUCT).quantity(100).price(123.50).build(); assertEquals(test.createTrade(tradeInfo, 100, 123.50, ReferenceData.empty()), expectedTrade); PositionInfo positionInfo = PositionInfo.empty(); DsfPosition expectedPosition1 = DsfPosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build(); TestHelper.assertEqualsBean(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1); DsfPosition expectedPosition2 = DsfPosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build(); assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2); }
//------------------------------------------------------------------------- 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); }