/** * Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.analytics.financial.equity.option; import static org.testng.AssertJUnit.assertEquals; import static org.testng.AssertJUnit.assertFalse; import org.testng.annotations.Test; import com.opengamma.analytics.financial.ExerciseDecisionType; import com.opengamma.analytics.financial.equity.future.derivative.EquityIndexFuture; import com.opengamma.util.money.Currency; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class EquityIndexFutureOptionTest { private static final boolean IS_CALL = false; private static final double STRIKE = 100; private static final Currency CCY = Currency.AUD; private static final ExerciseDecisionType EXERCISE = ExerciseDecisionType.AMERICAN; private static final double EXPIRY = 0.25; private static final double SETTLEMENT = 0.253; private static final double POINT_VALUE = 2500; private static final double REFERENCE_PRICE = 42; private static final EquityIndexFuture UNDERLYING = new EquityIndexFuture(EXPIRY, SETTLEMENT, STRIKE, CCY, POINT_VALUE); private static final EquityIndexFutureOption AMERICAN_PUT = new EquityIndexFutureOption(EXPIRY, UNDERLYING, STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE); @Test public void testObject() { assertEquals(EXPIRY, AMERICAN_PUT.getExpiry()); assertEquals(SETTLEMENT, AMERICAN_PUT.getUnderlying().getTimeToSettlement()); assertEquals(STRIKE, AMERICAN_PUT.getStrike()); assertEquals(IS_CALL, AMERICAN_PUT.isCall()); assertEquals(CCY, AMERICAN_PUT.getUnderlying().getCurrency()); assertEquals(POINT_VALUE, AMERICAN_PUT.getPointValue()); assertEquals(EXERCISE, AMERICAN_PUT.getExerciseType()); assertEquals(AMERICAN_PUT, AMERICAN_PUT); assertFalse(AMERICAN_PUT.equals(null)); assertFalse(AMERICAN_PUT.equals(2.)); EquityIndexFutureOption other = new EquityIndexFutureOption(EXPIRY, UNDERLYING, STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE); assertEquals(AMERICAN_PUT, other); assertEquals(AMERICAN_PUT.hashCode(), other.hashCode()); other = new EquityIndexFutureOption(EXPIRY + 0.0001, UNDERLYING, STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE); assertFalse(AMERICAN_PUT.equals(other)); other = new EquityIndexFutureOption(EXPIRY, new EquityIndexFuture(EXPIRY, SETTLEMENT, STRIKE, CCY, POINT_VALUE + 1), STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE); assertFalse(AMERICAN_PUT.equals(other)); other = new EquityIndexFutureOption(EXPIRY, UNDERLYING, STRIKE + 1, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE); assertFalse(AMERICAN_PUT.equals(other)); other = new EquityIndexFutureOption(EXPIRY, UNDERLYING, STRIKE, ExerciseDecisionType.EUROPEAN, !IS_CALL, POINT_VALUE, REFERENCE_PRICE); assertFalse(AMERICAN_PUT.equals(other)); other = new EquityIndexFutureOption(EXPIRY, UNDERLYING, STRIKE, ExerciseDecisionType.EUROPEAN, IS_CALL, POINT_VALUE * 10, REFERENCE_PRICE); assertFalse(AMERICAN_PUT.equals(other)); } }