//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureOption test = sut();
ResolvedIborFutureOption expected = ResolvedIborFutureOption.builder().securityId(SECURITY_ID).putCall(CALL).strikePrice(STRIKE_PRICE).expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)).premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN).underlyingFuture(FUTURE.resolve(REF_DATA)).build();
assertEquals(test.resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
IborFutureOptionTrade test = sut();
ResolvedIborFutureOptionTrade resolved = test.resolve(REF_DATA);
assertEquals(resolved.Info, TRADE_INFO);
assertEquals(resolved.Product, PRODUCT.resolve(REF_DATA));
assertEquals(resolved.Quantity, QUANTITY);
assertEquals(resolved.TradedPrice, TradedPrice.of(TRADE_DATE, PRICE));
}
internal static ResolvedIborFutureOption sut2()
{
return(PRODUCT2.resolve(REF_DATA));
}
//-------------------------------------------------------------------------
public virtual void test_resolve()
{
ResolvedIborFutureOptionTrade expected = ResolvedIborFutureOptionTrade.builder().info(POSITION_INFO).product(PRODUCT.resolve(REF_DATA)).quantity(QUANTITY).build();
assertEquals(sut().resolve(REF_DATA), expected);
}
