/** * Obtains an identifier used to find bond future volatilities. * * @param name the name * @return an identifier for the volatilities */ public static BondFutureVolatilitiesId of(String name) { return new BondFutureVolatilitiesId(BondFutureVolatilitiesName.of(name)); }
@Override public BondFutureVolatilitiesName getName() { return BondFutureVolatilitiesName.of(surface.getName().getName()); }
public void coverage() { BondFutureOptionSensitivity test1 = BondFutureOptionSensitivity.of( NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY); coverImmutableBean(test1); BondFutureOptionSensitivity test2 = BondFutureOptionSensitivity.of( BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY + 1, date(2015, 9, 28), 0.985, 0.995, USD, SENSITIVITY); coverBeanEquals(test1, test2); }
BondFutureOptionSensitivity a2 = BondFutureOptionSensitivity.of( NAME, OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY); BondFutureOptionSensitivity b = BondFutureOptionSensitivity.of(BondFutureVolatilitiesName.of("FOO-BOND-FUT"), OPTION_EXPIRY, FUTURE_EXPIRY, STRIKE_PRICE, FUTURE_PRICE, GBP, SENSITIVITY); BondFutureOptionSensitivity c = BondFutureOptionSensitivity.of(