/**
* Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.strata.product.bond;
import static com.opengamma.strata.collect.TestHelper.assertSerialization;
import static com.opengamma.strata.collect.TestHelper.coverBeanEquals;
import static com.opengamma.strata.collect.TestHelper.coverImmutableBean;
import static com.opengamma.strata.collect.TestHelper.date;
import static org.testng.Assert.assertEquals;
import org.testng.annotations.Test;
import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.product.TradeInfo;
/**
* Test {@link BondFutureOptionTrade}.
*/
@Test
public class BondFutureOptionTradeTest {
private static final ReferenceData REF_DATA = ReferenceData.standard();
private static final BondFutureOption OPTION_PRODUCT = BondFutureOptionTest.sut();
private static final BondFutureOption OPTION_PRODUCT2 = BondFutureOptionTest.sut2();
private static final TradeInfo TRADE_INFO = TradeInfo.of(date(2014, 3, 31));
private static final TradeInfo TRADE_INFO2 = TradeInfo.of(date(2014, 4, 1));
private static final double QUANTITY = 1234;
private static final double QUANTITY2 = 100;
private static final Double PRICE = 0.01;
private static final Double PRICE2 = 0.02;
//-------------------------------------------------------------------------
public void test_builder() {
BondFutureOptionTrade test = sut();
assertEquals(test.getInfo(), TRADE_INFO);
assertEquals(test.getProduct(), OPTION_PRODUCT);
assertEquals(test.getQuantity(), QUANTITY);
assertEquals(test.getPrice(), PRICE);
}
//-------------------------------------------------------------------------
public void test_resolve() {
ResolvedBondFutureOptionTrade expected = ResolvedBondFutureOptionTrade.builder()
.info(TRADE_INFO)
.product(OPTION_PRODUCT.resolve(REF_DATA))
.quantity(QUANTITY)
.price(PRICE)
.build();
assertEquals(sut().resolve(REF_DATA), expected);
}
//-------------------------------------------------------------------------
public void coverage() {
coverImmutableBean(sut());
coverBeanEquals(sut(), sut2());
}
public void test_serialization() {
assertSerialization(sut());
}
//-------------------------------------------------------------------------
static BondFutureOptionTrade sut() {
return BondFutureOptionTrade.builder()
.info(TRADE_INFO)
.product(OPTION_PRODUCT)
.quantity(QUANTITY)
.price(PRICE)
.build();
}
static BondFutureOptionTrade sut2() {
return BondFutureOptionTrade.builder()
.info(TRADE_INFO2)
.product(OPTION_PRODUCT2)
.quantity(QUANTITY2)
.price(PRICE2)
.build();
}
}