/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.fudgemsg;
import static org.testng.AssertJUnit.assertEquals;
import org.testng.annotations.Test;
import com.opengamma.core.id.ExternalSchemes;
import com.opengamma.core.value.MarketDataRequirementNames;
import com.opengamma.financial.analytics.volatility.surface.BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider;
import com.opengamma.util.test.TestGroup;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class BloombergEquityFutureOptionVolatilitySurfaceInstrumentProviderBuilderFudgeEncodingTest extends FinancialTestBase {
private static final Double CALL_ABOVE_STRIKE = 150.0;
private static final String DATA_FIELD_NAME = MarketDataRequirementNames.IMPLIED_VOLATILITY;
private static final String FUTURE_OPTION_PREFIX = "DJX";
private static final String POSTFIX = "Index";
private static final String EXCHANGE = "OSE";
private static final String SCHEME = ExternalSchemes.BLOOMBERG_BUID_WEAK.getName();
@Test
public void testCycle() {
BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider provider = new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(FUTURE_OPTION_PREFIX, POSTFIX,
DATA_FIELD_NAME, CALL_ABOVE_STRIKE, EXCHANGE);
assertEquals(provider, cycleObject(BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class, provider));
provider = new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(FUTURE_OPTION_PREFIX, POSTFIX,
DATA_FIELD_NAME, CALL_ABOVE_STRIKE, EXCHANGE, SCHEME);
assertEquals(provider, cycleObject(BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class, provider));
}
}