//-------------------------------------------------------------------------
public virtual void test_summarize()
{
IborFutureOptionPosition tes = sut();
PortfolioItemSummary expected = PortfolioItemSummary.builder().id(POSITION_INFO.Id.orElse(null)).portfolioItemType(PortfolioItemType.POSITION).productType(ProductType.IBOR_FUTURE_OPTION).currencies(Currency.USD).description("IborFutureOption x 10").build();
assertEquals(tes.summarize(), expected);
}
//-------------------------------------------------------------------------
public virtual void test_withQuantity()
{
IborFutureOptionPosition @base = sut();
double quantity = 75343d;
IborFutureOptionPosition computed = @base.withQuantity(quantity);
IborFutureOptionPosition expected = IborFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(quantity).build();
assertEquals(computed, expected);
}
//-------------------------------------------------------------------------
public virtual void test_builder_resolved()
{
IborFutureOptionPosition test = sut();
assertEquals(test.Product, PRODUCT);
assertEquals(test.Info, POSITION_INFO);
assertEquals(test.LongQuantity, QUANTITY, 0d);
assertEquals(test.ShortQuantity, 0d, 0d);
assertEquals(test.Quantity, QUANTITY, 0d);
assertEquals(test.withInfo(POSITION_INFO).Info, POSITION_INFO);
assertEquals(test.withQuantity(129).Quantity, 129d, 0d);
}
public override bool Equals(object obj)
{
if (obj == this)
{
return(true);
}
if (obj != null && obj.GetType() == this.GetType())
{
IborFutureOptionPosition other = (IborFutureOptionPosition)obj;
return(JodaBeanUtils.equal(info, other.info) && JodaBeanUtils.equal(product, other.product) && JodaBeanUtils.equal(longQuantity, other.longQuantity) && JodaBeanUtils.equal(shortQuantity, other.shortQuantity));
}
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);
}
public IborFutureOptionPosition createPosition(PositionInfo positionInfo, double longQuantity, double shortQuantity, ReferenceData refData)
{
return(IborFutureOptionPosition.ofLongShort(positionInfo, createProduct(refData), longQuantity, shortQuantity));
}
public IborFutureOptionPosition createPosition(PositionInfo positionInfo, double quantity, ReferenceData refData)
{
return(IborFutureOptionPosition.ofNet(positionInfo, createProduct(refData), quantity));
}
public IborFutureOptionPosition withQuantity(double quantity)
{
return(IborFutureOptionPosition.ofNet(info, product, quantity));
}
internal static IborFutureOptionPosition sut2()
{
return(IborFutureOptionPosition.builder().info(POSITION_INFO2).product(PRODUCT2).longQuantity(100).shortQuantity(50).build());
}
//-------------------------------------------------------------------------
internal static IborFutureOptionPosition sut()
{
return(IborFutureOptionPosition.builder().info(POSITION_INFO).product(PRODUCT).longQuantity(QUANTITY).build());
}