//-------------------------------------------------------------------------
public virtual void test_compareKey()
{
BondFutureOptionSensitivity a1 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity a2 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity b = BondFutureOptionSensitivity.of(BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity c = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY + 1, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity d = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, date(2015, 9, 28), STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity e = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, 0.995, FUTURE_PRICE, GBP, SENSITIVITY);
BondFutureOptionSensitivity f = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, 0.975, GBP, SENSITIVITY);
BondFutureOptionSensitivity g = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, USD, SENSITIVITY);
ZeroRateSensitivity other = ZeroRateSensitivity.of(GBP, 2d, 32d);
assertEquals(a1.compareKey(a2), 0);
assertEquals(a1.compareKey(b) > 0, true);
assertEquals(b.compareKey(a1) < 0, true);
assertEquals(a1.compareKey(c) < 0, true);
assertEquals(c.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(d) < 0, true);
assertEquals(d.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(e) < 0, true);
assertEquals(e.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(f) > 0, true);
assertEquals(f.compareKey(a1) < 0, true);
assertEquals(a1.compareKey(g) < 0, true);
assertEquals(g.compareKey(a1) > 0, true);
assertEquals(a1.compareKey(other) < 0, true);
assertEquals(other.compareKey(a1) > 0, true);
}
//-------------------------------------------------------------------------
public virtual void coverage()
{
BondFutureOptionSensitivity test1 = BondFutureOptionSensitivity.of(NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY);
coverImmutableBean(test1);
BondFutureOptionSensitivity test2 = BondFutureOptionSensitivity.of(BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY + 1, date(2015, 9, 28), 0.985, 0.995, USD, SENSITIVITY);
coverBeanEquals(test1, test2);
}
//-------------------------------------------------------------------------
/// <summary>
/// Obtains an identifier used to find bond future volatilities.
/// </summary>
/// <param name="name"> the name </param>
/// <returns> an identifier for the volatilities </returns>
public static BondFutureVolatilitiesId of(string name)
{
return(new BondFutureVolatilitiesId(BondFutureVolatilitiesName.of(name)));
}
