/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.bbg.loader;
import org.testng.Assert;
import org.testng.annotations.Test;
import com.opengamma.OpenGammaRuntimeException;
import com.opengamma.util.test.TestGroup;
@Test(groups = TestGroup.UNIT)
public class FutureOptionMarginResolverTest {
@Test
public void testCmeIsMargined() {
checkResult("CME", true);
}
@Test
public void testUsIsMargined() {
checkResult("US", true);
}
@Test
public void testCboeIsMargined() {
checkResult("CBOE", true);
}
@Test
public void testCbotIsMargined() {
checkResult("CBOT", true);
}
@Test
public void testLiffeIsMargined() {
checkResult("LIF", true);
}
@Test
public void testEurexIsMargined() {
checkResult("EUX", true);
}
@Test(expectedExceptions = OpenGammaRuntimeException.class)
public void testUnknownExchangeThrowsException() {
new FutureOptionMarginResolver().isMargined("NOT_AN_EXCHANGE");
}
private void checkResult(String exchangeCode, boolean expected) {
Assert.assertEquals(new FutureOptionMarginResolver().isMargined(exchangeCode), expected);
}
}