/** * 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)); } }