IborFutureOptionTradeTest.java

/**
 * Copyright (C) 2015 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.product.index;

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 java.time.LocalDate;

import org.testng.annotations.Test;

import com.opengamma.strata.basics.ReferenceData;
import com.opengamma.strata.product.TradeInfo;

/**
 * Test {@link IborFutureOptionTrade}.
 */
@Test
public class IborFutureOptionTradeTest {

  private static final ReferenceData REF_DATA = ReferenceData.standard();
  private static final LocalDate TRADE_DATE = date(2015, 2, 17);
  private static final TradeInfo TRADE_INFO = TradeInfo.of(TRADE_DATE);
  private static final IborFutureOption PRODUCT = IborFutureOptionTest.sut();
  private static final IborFutureOption PRODUCT2 = IborFutureOptionTest.sut2();
  private static final double QUANTITY = 35;
  private static final double QUANTITY2 = 36;
  private static final double PRICE = 0.99;
  private static final double PRICE2 = 0.98;

  //-------------------------------------------------------------------------
  public void test_builder() {
    IborFutureOptionTrade test = sut();
    assertEquals(test.getInfo(), TRADE_INFO);
    assertEquals(test.getProduct(), PRODUCT);
    assertEquals(test.getQuantity(), QUANTITY);
    assertEquals(test.getPrice(), PRICE);
    assertEquals(test.getCurrency(), PRODUCT.getCurrency());
  }

  //-------------------------------------------------------------------------
  public void test_resolve() {
    IborFutureOptionTrade test = sut();
    ResolvedIborFutureOptionTrade resolved = test.resolve(REF_DATA);
    assertEquals(resolved.getInfo(), TRADE_INFO);
    assertEquals(resolved.getProduct(), PRODUCT.resolve(REF_DATA));
    assertEquals(resolved.getQuantity(), QUANTITY);
    assertEquals(resolved.getPrice(), PRICE);
  }

  //-------------------------------------------------------------------------
  public void coverage() {
    coverImmutableBean(sut());
    coverBeanEquals(sut(), sut2());
  }

  public void test_serialization() {
    assertSerialization(sut());
  }

  //-------------------------------------------------------------------------
  static IborFutureOptionTrade sut() {
    return IborFutureOptionTrade.builder()
        .info(TRADE_INFO)
        .product(PRODUCT)
        .quantity(QUANTITY)
        .price(PRICE)
        .build();
  }

  IborFutureOptionTrade sut2() {
    return IborFutureOptionTrade.builder()
        .product(PRODUCT2)
        .quantity(QUANTITY2)
        .price(PRICE2)
        .build();
  }

}