@SuppressWarnings("deprecation") @Test public void testToDerivativeDeprecated() { final String[] names = new String[] {"USD", "EUR"}; final ForexOptionSingleBarrier derivative = OPTION.toDerivative(DATE, names); assertEquals(derivative.getUnderlyingOption(), UNDERLYING.toDerivative(DATE, names)); assertEquals(derivative.getBarrier(), BARRIER); }
/** * {@inheritDoc} * * @deprecated Use the method that does not take yield curve names */ @Deprecated @Override public ForexOptionSingleBarrier toDerivative( final ZonedDateTime date, final String... yieldCurveNames) { ArgumentChecker.notNull(date, "date"); ArgumentChecker.notNull(yieldCurveNames, "yield curve names"); final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date, yieldCurveNames); return new ForexOptionSingleBarrier(underlying, _barrier); }
@Override public int hashCode() { final int prime = 31; int result = 1; result = prime * result + _barrier.hashCode(); long temp; temp = Double.doubleToLongBits(_rebate); result = prime * result + (int) (temp ^ (temp >>> 32)); result = prime * result + _underlyingOption.hashCode(); return result; }
@Override public ForexOptionSingleBarrier toDerivative(final ZonedDateTime date) { ArgumentChecker.notNull(date, "date"); final ForexOptionVanilla underlying = _underlyingOption.toDerivative(date); return new ForexOptionSingleBarrier(underlying, _barrier); }
@Test public void testToDerivative() { final ForexOptionSingleBarrier derivative = OPTION.toDerivative(DATE); assertEquals(derivative.getUnderlyingOption(), UNDERLYING.toDerivative(DATE)); assertEquals(derivative.getBarrier(), BARRIER); }