/** * Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies * * Please see distribution for license. */ package com.opengamma.financial.fudgemsg; import static org.testng.AssertJUnit.assertEquals; import org.testng.annotations.Test; import com.opengamma.core.id.ExternalSchemes; import com.opengamma.core.value.MarketDataRequirementNames; import com.opengamma.financial.analytics.volatility.surface.BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider; import com.opengamma.util.test.TestGroup; /** * Test. */ @Test(groups = TestGroup.UNIT) public class BloombergEquityFutureOptionVolatilitySurfaceInstrumentProviderBuilderFudgeEncodingTest extends FinancialTestBase { private static final Double CALL_ABOVE_STRIKE = 150.0; private static final String DATA_FIELD_NAME = MarketDataRequirementNames.IMPLIED_VOLATILITY; private static final String FUTURE_OPTION_PREFIX = "DJX"; private static final String POSTFIX = "Index"; private static final String EXCHANGE = "OSE"; private static final String SCHEME = ExternalSchemes.BLOOMBERG_BUID_WEAK.getName(); @Test public void testCycle() { BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider provider = new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(FUTURE_OPTION_PREFIX, POSTFIX, DATA_FIELD_NAME, CALL_ABOVE_STRIKE, EXCHANGE); assertEquals(provider, cycleObject(BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class, provider)); provider = new BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider(FUTURE_OPTION_PREFIX, POSTFIX, DATA_FIELD_NAME, CALL_ABOVE_STRIKE, EXCHANGE, SCHEME); assertEquals(provider, cycleObject(BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class, provider)); } }