@Test
public void getter() {
assertEquals(
"Bond future security derivative: last trading date",
LAST_TRADING_TIME,
BOND_FUTURE_SECURITY.getTradingLastTime());
assertEquals(
"Bond future security derivative: first notice date",
FIRST_NOTICE_TIME,
BOND_FUTURE_SECURITY.getNoticeFirstTime());
assertEquals(
"Bond future security derivative: last notice date",
LAST_NOTICE_TIME,
BOND_FUTURE_SECURITY.getNoticeLastTime());
assertEquals(
"Bond future security derivative: first delivery date",
FIRST_DELIVERY_TIME,
BOND_FUTURE_SECURITY.getDeliveryFirstTime());
assertEquals(
"Bond future security derivative: last delivery date",
LAST_DELIVERY_TIME,
BOND_FUTURE_SECURITY.getDeliveryLastTime());
assertEquals(
"Bond future security derivative: basket",
BASKET,
BOND_FUTURE_SECURITY.getDeliveryBasket());
assertEquals(
"Bond future security derivative: conversion factor",
CONVERSION_FACTOR,
BOND_FUTURE_SECURITY.getConversionFactor());
assertEquals(
"Bond future security derivative: notional", NOTIONAL, BOND_FUTURE_SECURITY.getNotional());
assertEquals(
"Bond future security derivative: currency", CUR, BOND_FUTURE_SECURITY.getCurrency());
}
// -------------------------------------------------------------------------
public void test_resolve() {
ResolvedBondFutureTrade expected =
ResolvedBondFutureTrade.builder()
.info(TRADE_INFO)
.product(FUTURE.resolve(REF_DATA))
.quantity(QUANTITY)
.price(PRICE)
.build();
assertEquals(sut().resolve(REF_DATA), expected);
}
@Test
/** Tests the equal and hashCode methods. */
public void equalHash() {
assertTrue(BOND_FUTURE_SECURITY.equals(BOND_FUTURE_SECURITY));
final BondFuture other =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertTrue(BOND_FUTURE_SECURITY.equals(other));
assertTrue(BOND_FUTURE_SECURITY.hashCode() == other.hashCode());
BondFuture modifiedFuture;
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME + 0.1,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME + 0.1,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME + 0.1,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME + 0.1,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME + 0.1,
NOTIONAL,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL + 100000,
BASKET,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
final BondFixedSecurity[] otherBasket = new BondFixedSecurity[NB_BOND];
for (int loopbasket = 0; loopbasket < NB_BOND; loopbasket++) {
otherBasket[loopbasket] =
BASKET_DEFINITION[loopbasket].toDerivative(REFERENCE_DATE, LAST_NOTICE_DATE);
}
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
otherBasket,
CONVERSION_FACTOR,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
final double[] otherConversionFactor =
new double[] {.9000, .8565, .8493, .8516, .8540, .8417, .8292};
modifiedFuture =
new BondFuture(
LAST_TRADING_TIME,
FIRST_NOTICE_TIME,
LAST_NOTICE_TIME,
FIRST_DELIVERY_TIME,
LAST_DELIVERY_TIME,
NOTIONAL,
BASKET,
otherConversionFactor,
REF_PRICE);
assertFalse(BOND_FUTURE_SECURITY.equals(modifiedFuture));
assertFalse(BOND_FUTURE_SECURITY.equals(LAST_TRADING_DATE));
assertFalse(BOND_FUTURE_SECURITY.equals(null));
}