.security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofMonthly()))
.longQuantity(15d)
.shortQuantity(2d)
.build();
assertBeanEquals(expected1, filtered.get(0));
.security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofFlexFuture(13, EtdSettlementType.CASH)))
.longQuantity(0d)
.shortQuantity(13d)
.build();
assertBeanEquals(expected2, filtered.get(1));
.security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofWeekly(2)))
.longQuantity(0d)
.shortQuantity(20d)
.build();
assertBeanEquals(expected3, filtered.get(2));
.security(EtdFutureSecurity.of(contract, YearMonth.of(2017, 6), EtdVariant.ofDaily(3)))
.longQuantity(30d)
.shortQuantity(0d)
.build();
assertBeanEquals(expected4, filtered.get(3));