コード例 #1
0
 static void assertEquityOptionSecurity(EquityOptionSecurity expectedOption, Security sec) {
   assertNotNull(expectedOption);
   assertNotNull(sec);
   EquityOptionSecurity actualOption = (EquityOptionSecurity) sec;
   assertEquals(expectedOption.getExternalIdBundle(), actualOption.getExternalIdBundle());
   assertEquals(expectedOption.getUniqueId(), actualOption.getUniqueId());
   assertEquals(expectedOption.getSecurityType(), actualOption.getSecurityType());
   assertEquals(expectedOption.getCurrency(), actualOption.getCurrency());
   assertEquals(expectedOption.getOptionType(), actualOption.getOptionType());
   assertTrue(expectedOption.getStrike() == actualOption.getStrike());
   assertEquals(expectedOption.getExpiry(), actualOption.getExpiry());
   assertEquals(expectedOption.getUnderlyingId(), actualOption.getUnderlyingId());
   assertEquals(expectedOption.getName(), actualOption.getName());
   // check the lot
   assertSecurity(expectedOption, sec);
 }
コード例 #2
0
 @Test
 public void apvEquityOptionByBbgTicker() throws Exception {
   Security sec =
       _securityProvider.getSecurity(EXPECTED_APVL_EQUITYOPTION_SEC.getExternalIdBundle());
   assertAmericanVanillaEquityOptionSecurity(EXPECTED_APVL_EQUITYOPTION_SEC, sec);
 }