@Test
public void test() {
for (int i = 0; i < EXPIRY_OFFSETS.length; i++) {
for (int j = 0; j < STRIKES.length; j++) {
final String expected = RESULTS[i][j];
final ExternalId actual = PROVIDER.getInstrument(EXPIRY_OFFSETS[i], STRIKES[j], DATE);
assertEquals(ExternalSchemes.BLOOMBERG_TICKER_WEAK, actual.getScheme());
assertEquals(expected, actual.getValue());
}
}
}
@Override
public MutableFudgeMsg buildMessage(
final FudgeSerializer serializer,
final BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider object) {
final MutableFudgeMsg message = serializer.newMessage();
FudgeSerializer.addClassHeader(
message, BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider.class);
message.add(PREFIX_FIELD_NAME, object.getFutureOptionPrefix());
message.add(POSTFIX_FIELD_NAME, object.getPostfix());
message.add(DATA_FIELD_NAME, object.getDataFieldName());
message.add(CALL_FIELD_NAME, object.useCallAboveStrike());
message.add(EXCHANGE_ID_FIELD_NAME, object.getExchangeIdName());
message.add(TICKER_SCHEME_NAME, object.getSchemeName());
return message;
}
