/** * 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(); } }