@Test
public void testPayoff() {
assertEquals(CALL.getPayoffFunction().getPayoff(DATA, null), 13, 0);
assertEquals(CALL_REVERSE.getPayoffFunction().getPayoff(DATA, null), 0, 0);
assertEquals(PUT.getPayoffFunction().getPayoff(DATA, null), 0, 0);
assertEquals(PUT_REVERSE.getPayoffFunction().getPayoff(DATA, null), 13, 0);
}
@Test
public void test() {
assertEquals(PUT.getPeriodEnd(), PERIOD_END);
assertFalse(PUT.isReverse());
ExtremeSpreadOptionDefinition other =
new ExtremeSpreadOptionDefinition(EXPIRY, false, PERIOD_END, false);
assertEquals(other, PUT);
assertEquals(other.hashCode(), PUT.hashCode());
other =
new ExtremeSpreadOptionDefinition(
EXPIRY, false, new Expiry(DateUtils.getDateOffsetWithYearFraction(DATE, 0.15)), false);
assertFalse(other.equals(PUT));
other = new ExtremeSpreadOptionDefinition(EXPIRY, false, PERIOD_END, true);
assertFalse(other.equals(PUT));
assertEquals(PUT.getTimeFromPeriodEnd(EXPIRY.getExpiry()), 0.725, 0);
assertEquals(PUT.getTimeFromPeriodEnd(DATE), -0.275, 0);
}
@Test
public void testExercise() {
assertFalse(PUT.getExerciseFunction().shouldExercise(DATA, null));
assertFalse(PUT_REVERSE.getExerciseFunction().shouldExercise(DATA, null));
}
@Test(expectedExceptions = IllegalArgumentException.class)
public void testNullDate() {
PUT.getTimeFromPeriodEnd(null);
}
