/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.model.option.definition;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import org.testng.annotations.Test;
import com.opengamma.util.test.TestGroup;
import com.opengamma.util.time.DateUtils;
import com.opengamma.util.time.Expiry;
/**
* Test.
*/
@Test(groups = TestGroup.UNIT)
public class CappedPowerOptionDefinitionTest {
private static final double STRIKE = 100;
private static final double POWER = 2;
private static final double CAP = 90;
private static final Expiry EXPIRY = new Expiry(DateUtils.getUTCDate(2010, 6, 1));
private static final CappedPowerOptionDefinition CALL = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, CAP, true);
private static final CappedPowerOptionDefinition PUT = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, CAP, false);
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeStrike() {
new CappedPowerOptionDefinition(-STRIKE, EXPIRY, POWER, CAP, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullExpiry() {
new CappedPowerOptionDefinition(STRIKE, null, POWER, CAP, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNegativeCap() {
new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, -CAP, true);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullDataBundle() {
CALL.getPayoffFunction().getPayoff(null, null);
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testWrongCapPut() {
new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, STRIKE + 10, false);
}
@Test
public void testGetters() {
assertEquals(CALL.getPower(), POWER, 0);
assertEquals(CALL.getCap(), CAP, 0);
}
@Test
public void testEqualsAndHashCode() {
OptionDefinition call = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, CAP, true);
assertEquals(call, CALL);
assertEquals(call.hashCode(), CALL.hashCode());
final OptionDefinition put = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, CAP, false);
assertEquals(put, PUT);
assertEquals(put.hashCode(), PUT.hashCode());
assertFalse(CALL.equals(PUT));
call = new CappedPowerOptionDefinition(STRIKE + 1, EXPIRY, POWER, CAP, true);
assertFalse(call.equals(CALL));
call = new CappedPowerOptionDefinition(STRIKE, new Expiry(EXPIRY.getExpiry().minusDays(10)), POWER, CAP, true);
assertFalse(call.equals(CALL));
call = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER + 1, CAP, true);
assertFalse(call.equals(CALL));
call = new CappedPowerOptionDefinition(STRIKE, EXPIRY, POWER, CAP + 1, true);
assertFalse(call.equals(CALL));
}
}