/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.interestrate.future.derivative;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import static org.testng.AssertJUnit.assertTrue;
import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.instrument.future.BondFuturesDataSets;
import com.opengamma.analytics.financial.instrument.future.BondFuturesSecurityDefinition;
import com.opengamma.analytics.util.time.TimeCalculator;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class BondFuturesOptionPremiumSecurityTest {
// 5-Year U.S. Treasury Note Futures: FVU1
private static final BondFuturesSecurityDefinition FVU1_DEFINITION = BondFuturesDataSets.FVU1Definition();
// Option
private static final double STRIKE = 1.25;
private static final boolean IS_CALL = true;
private static final ZonedDateTime EXPIRATION_DATE = DateUtils.getUTCDate(2011, 8, 26);
private static final ZonedDateTime REFERENCE_DATE = DateUtils.getUTCDate(2011, 6, 17);
private static final BondFuturesSecurity FVU1 = FVU1_DEFINITION.toDerivative(REFERENCE_DATE);
private static final double EXPIRATION_TIME = TimeCalculator.getTimeBetween(REFERENCE_DATE, EXPIRATION_DATE);
private static final BondFuturesOptionPremiumSecurity FVU1_C125 =
new BondFuturesOptionPremiumSecurity(FVU1, EXPIRATION_TIME, STRIKE, IS_CALL);
@Test(expectedExceptions = IllegalArgumentException.class)
public void nullFuture() {
new BondFuturesOptionPremiumSecurity(null, EXPIRATION_TIME, STRIKE, IS_CALL);
}
@Test
/**
* Tests the getter methods.
*/
public void getter() {
assertEquals("Bond future option premium security", FVU1, FVU1_C125.getUnderlyingFuture());
assertEquals("Bond future option premium security", EXPIRATION_TIME, FVU1_C125.getExpirationTime());
assertEquals("Bond future option premium security", STRIKE, FVU1_C125.getStrike());
assertEquals("Bond future option premium security", IS_CALL, FVU1_C125.isCall());
}
@Test
/**
* Tests the equal and hashCode methods.
*/
public void equalHash() {
assertTrue(FVU1_C125.equals(FVU1_C125));
final BondFuturesOptionPremiumSecurity other = new BondFuturesOptionPremiumSecurity(FVU1, EXPIRATION_TIME, STRIKE, IS_CALL);
assertTrue(FVU1_C125.equals(other));
assertTrue(FVU1_C125.hashCode() == other.hashCode());
BondFuturesOptionPremiumSecurity modified;
BondFuturesSecurity modifiedFuture = FVU1_DEFINITION.toDerivative(REFERENCE_DATE.plusDays(1));
modified = new BondFuturesOptionPremiumSecurity(modifiedFuture, EXPIRATION_TIME, STRIKE, IS_CALL);
assertFalse(FVU1_C125.equals(modified));
modified = new BondFuturesOptionPremiumSecurity(FVU1, EXPIRATION_TIME + 0.01, STRIKE, IS_CALL);
assertFalse(FVU1_C125.equals(modified));
modified = new BondFuturesOptionPremiumSecurity(FVU1, EXPIRATION_TIME, STRIKE + 0.1, IS_CALL);
assertFalse(FVU1_C125.equals(modified));
modified = new BondFuturesOptionPremiumSecurity(FVU1, EXPIRATION_TIME, STRIKE, !IS_CALL);
assertFalse(FVU1_C125.equals(modified));
assertFalse(FVU1_C125.equals(EXPIRATION_DATE));
assertFalse(FVU1_C125.equals(null));
}
}