private Map<String, String> getBondFutureBasket(ManageableSecurity security) {
Map<String, String> result = new TreeMap<String, String>();
if (security instanceof BondFutureSecurity) {
BondFutureSecurity bondFutureSecurity = (BondFutureSecurity) security;
List<BondFutureDeliverable> basket = bondFutureSecurity.getBasket();
for (BondFutureDeliverable bondFutureDeliverable : basket) {
String identifierValue =
bondFutureDeliverable.getIdentifiers().getValue(ExternalSchemes.BLOOMBERG_BUID);
result.put(
ExternalSchemes.BLOOMBERG_BUID.getName() + "-" + identifierValue,
String.valueOf(bondFutureDeliverable.getConversionFactor()));
}
}
return result;
}
@Test(groups = {"bbgSecurityFutureTests"})
public void euroBondFuture() throws Exception {
ExternalIdBundle euroBund =
ExternalIdBundle.of(ExternalSchemes.bloombergTickerSecurityId("RXA Comdty"));
Security bond = _securityProvider.getSecurity(euroBund);
assertNotNull(bond);
assertTrue(bond instanceof BondFutureSecurity);
BondFutureSecurity euroBondFuture = (BondFutureSecurity) bond;
assertEquals("FUTURE", euroBondFuture.getSecurityType());
assertEquals("Bond", euroBondFuture.getContractCategory());
assertEquals(EUR, euroBondFuture.getCurrency());
String displayName = euroBondFuture.getName();
assertNotNull(displayName);
assertTrue(displayName.contains("EURO-BUND FUTURE"));
Expiry expiry = euroBondFuture.getExpiry();
assertNotNull(expiry);
assertTrue(expiry.toInstant().isAfter(getTodayInstant()));
assertEquals("XEUR", euroBondFuture.getTradingExchange());
assertEquals("XEUR", euroBondFuture.getSettlementExchange());
// assert identifiers are set
Collection<ExternalId> identifiers = euroBondFuture.getExternalIdBundle().getExternalIds();
assertNotNull(identifiers);
assertTrue(identifiers.size() >= EXPECTED_IDENTIFICATION_SCHEME.length);
ExternalIdBundle identifierBundle = ExternalIdBundle.of(identifiers);
for (ExternalScheme expectedIDScheme : EXPECTED_IDENTIFICATION_SCHEME) {
assertNotNull(identifierBundle.getExternalId(expectedIDScheme));
}
// assert deliverables are not empty
Collection<BondFutureDeliverable> basket = euroBondFuture.getBasket();
assertNotNull(basket);
for (BondFutureDeliverable bondFutureDeliverable : basket) {
ExternalIdBundle bundle = bondFutureDeliverable.getIdentifiers();
assertNotNull(bundle);
assertNotNull(bundle.getExternalId(ExternalSchemes.BLOOMBERG_BUID));
assertTrue(bondFutureDeliverable.getConversionFactor() > 0);
}
}