@Override public ResolvedBondFutureOption resolve(ReferenceData refData) { ResolvedBondFuture resolved = underlyingFuture.resolve(refData); return new ResolvedBondFutureOption(securityId, putCall, strikePrice, getExpiry(), premiumStyle, rounding, resolved); }
@Override public ResolvedBondFutureTrade resolve(ReferenceData refData) { ResolvedBondFuture resolved = product.resolve(refData); return new ResolvedBondFutureTrade(info, resolved, getQuantity(), null); }
@Override public ResolvedBondFutureTrade resolve(ReferenceData refData) { if (!info.getTradeDate().isPresent()) { throw new IllegalArgumentException("Trade date on TradeInfo must be present"); } ResolvedBondFuture resolved = getProduct().resolve(refData); TradedPrice tradedPrice = TradedPrice.of(info.getTradeDate().get(), price); return new ResolvedBondFutureTrade(info, resolved, quantity, tradedPrice); }
static ResolvedBondFuture sut() { return BondFutureTest.sut().resolve(REF_DATA); }
static ResolvedBondFuture sut2() { return BondFutureTest.sut2().resolve(REF_DATA); }
public void test_resolve() { ResolvedBondFutureTrade expected = ResolvedBondFutureTrade.builder() .info(POSITION_INFO) .product(PRODUCT.resolve(REF_DATA)) .quantity(QUANTITY) .build(); assertEquals(sut().resolve(REF_DATA), expected); }
public void test_resolve() { ResolvedBondFutureTrade expected = ResolvedBondFutureTrade.builder() .info(TRADE_INFO) .product(FUTURE.resolve(REF_DATA)) .quantity(QUANTITY) .tradedPrice(TradedPrice.of(TRADE_INFO.getTradeDate().get(), PRICE)) .build(); assertEquals(sut().resolve(REF_DATA), expected); }
public void test_resolve() { BondFutureOption test = sut(); ResolvedBondFutureOption expected = ResolvedBondFutureOption.builder() .securityId(SECURITY_ID) .putCall(CALL) .strikePrice(STRIKE_PRICE) .expiry(EXPIRY_DATE.atTime(EXPIRY_TIME).atZone(EXPIRY_ZONE)) .premiumStyle(FutureOptionPremiumStyle.DAILY_MARGIN) .underlyingFuture(FUTURE.resolve(REF_DATA)) .build(); assertEquals(test.resolve(REF_DATA), expected); }
public void test_resolve() { ResolvedBondFuture expected = ResolvedBondFuture.builder() .securityId(SECURITY_ID) .deliveryBasket(RESOLVED_BASKET) .conversionFactors(CONVERSION_FACTOR) .lastTradeDate(LAST_TRADING_DATE) .firstNoticeDate(FIRST_NOTICE_DATE) .lastNoticeDate(LAST_NOTICE_DATE) .firstDeliveryDate(FIRST_DELIVERY_DATE) .lastDeliveryDate(LAST_DELIVERY_DATE) .rounding(ROUNDING) .build(); assertEquals(sut().resolve(REF_DATA), expected); }