@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));
}
