Пример #1
0
        //-------------------------------------------------------------------------
        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);
        }