@Test
/** Tests the class getters. */
public void getter() {
assertEquals(OPTION_ERU2, OPTION_TRANSACTION.getUnderlyingOption());
assertEquals(QUANTITY, OPTION_TRANSACTION.getQuantity());
assertEquals(TRADE_DATE, OPTION_TRANSACTION.getTradeDate());
assertEquals(TRADE_PRICE, OPTION_TRANSACTION.getTradePrice());
}
@Test
public void toDerivativeTradeInPast() {
InterestRateFutureOptionMarginSecurity securityConverted =
OPTION_ERU2.toDerivative(REFERENCE_DATE, CURVES_NAMES);
double lastMarginPrice = 0.99;
InterestRateFutureOptionMarginTransaction transactionConverted =
OPTION_TRANSACTION.toDerivative(REFERENCE_DATE, lastMarginPrice, CURVES_NAMES);
InterestRateFutureOptionMarginTransaction transaction =
new InterestRateFutureOptionMarginTransaction(securityConverted, QUANTITY, lastMarginPrice);
assertTrue("Conversion with trade date in the past", transactionConverted.equals(transaction));
}
@Test
public void toDerivativeTradeToday() {
ZonedDateTime referenceDate = TRADE_DATE;
InterestRateFutureOptionMarginSecurity securityConverted =
OPTION_ERU2.toDerivative(referenceDate, CURVES_NAMES);
double lastMarginPrice = 0.99;
InterestRateFutureOptionMarginTransaction transactionConverted =
OPTION_TRANSACTION.toDerivative(referenceDate, lastMarginPrice, CURVES_NAMES);
InterestRateFutureOptionMarginTransaction transaction =
new InterestRateFutureOptionMarginTransaction(securityConverted, QUANTITY, TRADE_PRICE);
assertTrue("Conversion with trade date in the past", transactionConverted.equals(transaction));
}
@Test
/** Tests the equal and hashCode methods. */
public void equalHash() {
InterestRateFutureOptionMarginTransactionDefinition other =
new InterestRateFutureOptionMarginTransactionDefinition(
OPTION_ERU2, QUANTITY, TRADE_DATE, TRADE_PRICE);
assertTrue(OPTION_TRANSACTION.equals(other));
assertTrue(OPTION_TRANSACTION.hashCode() == other.hashCode());
InterestRateFutureOptionMarginTransactionDefinition modifidOption;
modifidOption =
new InterestRateFutureOptionMarginTransactionDefinition(
OPTION_ERU2, QUANTITY + 1, TRADE_DATE, TRADE_PRICE);
assertFalse(OPTION_TRANSACTION.equals(modifidOption));
modifidOption =
new InterestRateFutureOptionMarginTransactionDefinition(
OPTION_ERU2, QUANTITY, LAST_TRADING_DATE, TRADE_PRICE);
assertFalse(OPTION_TRANSACTION.equals(modifidOption));
modifidOption =
new InterestRateFutureOptionMarginTransactionDefinition(
OPTION_ERU2, QUANTITY, TRADE_DATE, TRADE_PRICE - 0.00001);
assertFalse(OPTION_TRANSACTION.equals(modifidOption));
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void toDerivativeTradeFuture() {
ZonedDateTime referenceDate = ScheduleCalculator.getAdjustedDate(TRADE_DATE, CALENDAR, -1);
double lastMarginPrice = 0.99;
OPTION_TRANSACTION.toDerivative(referenceDate, lastMarginPrice, CURVES_NAMES);
}
