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());
}
