Java FutureOptionExpiries.getMonthlyExpiry示例

示例#1

文件： BloombergEquityFutureOptionVolatilitySurfaceInstrumentProviderTest.java 项目： alexcwyu/OG-Platform

 @Test
 public void testUtils() {
   assertEquals(EXPIRY_DATES[0], FutureOptionExpiries.EQUITY.getMonthlyExpiry(1, DATE));
   assertEquals(EXPIRY_DATES[1], FutureOptionExpiries.EQUITY.getMonthlyExpiry(2, DATE));
   assertEquals(
       EXPIRY_DATES[2],
       FutureOptionExpiries.EQUITY.getQuarterlyExpiry(
           EXPIRY_OFFSETS[2] - 6, UTILS.getMonthlyExpiry(6, DATE)));
 }