//-------------------------------------------------------------------------
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_createPosition()
{
FixedCouponBondSecurity test = sut();
PositionInfo positionInfo = PositionInfo.empty();
FixedCouponBondPosition expectedPosition1 = FixedCouponBondPosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).build();
assertEquals(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
FixedCouponBondPosition expectedPosition2 = FixedCouponBondPosition.builder().info(positionInfo).product(PRODUCT).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
public virtual void test_createPosition()
{
BillSecurity test = BillSecurity.builder().dayCount(DAY_COUNT).info(INFO).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
Bill product = Bill.builder().dayCount(DAY_COUNT).securityId(SECURITY_ID).dayCount(DAY_COUNT).legalEntityId(LEGAL_ENTITY).notional(NOTIONAL).settlementDateOffset(SETTLE).yieldConvention(YIELD_CONVENTION).build();
PositionInfo positionInfo = PositionInfo.empty();
BillPosition expectedPosition1 = BillPosition.builder().info(positionInfo).product(product).longQuantity(100).build();
assertEquals(test.createPosition(positionInfo, 100, ReferenceData.empty()), expectedPosition1);
BillPosition expectedPosition2 = BillPosition.builder().info(positionInfo).product(product).longQuantity(100).shortQuantity(50).build();
assertEquals(test.createPosition(positionInfo, 100, 50, ReferenceData.empty()), expectedPosition2);
}
public virtual void test()
{
EtdOptionSecurity test = sut();
assertEquals(test.Variant, EtdVariant.MONTHLY);
assertEquals(test.Type, EtdType.OPTION);
assertEquals(test.Currency, Currency.GBP);
assertEquals(test.UnderlyingIds, ImmutableSet.of());
assertEquals(test.createProduct(REF_DATA), test);
assertEquals(test.createTrade(TradeInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionTrade.of(TradeInfo.empty(), test, 1, 2));
assertEquals(test.createPosition(PositionInfo.empty(), 1, ReferenceData.empty()), EtdOptionPosition.ofNet(PositionInfo.empty(), test, 1));
assertEquals(test.createPosition(PositionInfo.empty(), 1, 2, ReferenceData.empty()), EtdOptionPosition.ofLongShort(PositionInfo.empty(), test, 1, 2));
}
//-------------------------------------------------------------------------
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);
}
//JAVA TO C# CONVERTER TODO TASK: Most Java annotations will not have direct .NET equivalent attributes:
//ORIGINAL LINE: @ImmutableDefaults private static void applyDefaults(Builder builder)
private static void applyDefaults(Builder builder)
{
builder.info_Renamed = PositionInfo.empty();
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an instance from the security and net quantity.
/// <para>
/// The net quantity is the long quantity minus the short quantity, which may be negative.
/// If the quantity is positive it is treated as a long quantity.
/// Otherwise it is treated as a short quantity.
///
/// </para>
/// </summary>
/// <param name="security"> the underlying security </param>
/// <param name="netQuantity"> the net quantity of the underlying security </param>
/// <returns> the position </returns>
public static EtdFuturePosition ofNet(EtdFutureSecurity security, double netQuantity)
{
return(ofNet(PositionInfo.empty(), security, netQuantity));
}
/// <summary>
/// Obtains an instance from the security, long quantity and short quantity.
/// <para>
/// The long quantity and short quantity must be zero or positive, not negative.
/// In many cases, only a long quantity or short quantity will be present with the other set to zero.
/// However it is also possible for both to be non-zero, allowing long and short positions to be treated separately.
///
/// </para>
/// </summary>
/// <param name="security"> the underlying security </param>
/// <param name="longQuantity"> the long quantity of the underlying security </param>
/// <param name="shortQuantity"> the short quantity of the underlying security </param>
/// <returns> the position </returns>
public static EtdFuturePosition ofLongShort(EtdFutureSecurity security, double longQuantity, double shortQuantity)
{
return(ofLongShort(PositionInfo.empty(), security, longQuantity, shortQuantity));
}
