/** * Summarizes this ETD future into string form. * * @return the summary description */ public String summaryDescription() { return variant.getCode() + expiry.format(YM_FORMAT); }
/** * Summarizes this ETD option into string form. * * @return the summary description */ public String summaryDescription() { String putCallStr = putCall == PutCall.PUT ? "P" : "C"; String versionCode = version > 0 ? "V" + version + " " : ""; NumberFormat f = NumberFormat.getIntegerInstance(Locale.ENGLISH); f.setGroupingUsed(false); f.setMaximumFractionDigits(8); String strikeStr = f.format(strikePrice).replace('-', 'M'); return expiry.format(YM_FORMAT) + variant.getCode() + " " + versionCode + putCallStr + strikeStr; }
.append(SEPARATOR) .append(expiryMonth.format(YM_FORMAT)) .append(variant.getCode()) .toString(); return SecurityId.of(ETD_SCHEME, id);
public void test_flexOption() { EtdVariant test = EtdVariant.ofFlexOption(24, EtdSettlementType.CASH, EtdOptionType.AMERICAN); assertEquals(test.getType(), EtdExpiryType.DAILY); assertEquals(test.getDateCode().getAsInt(), 24); assertEquals(test.getSettlementType().get(), EtdSettlementType.CASH); assertEquals(test.getOptionType().get(), EtdOptionType.AMERICAN); assertEquals(test.isFlex(), true); assertEquals(test.getCode(), "24CA"); }
public void test_monthly() { EtdVariant test = EtdVariant.ofMonthly(); assertEquals(test.getType(), EtdExpiryType.MONTHLY); assertEquals(test.getDateCode().isPresent(), false); assertEquals(test.getSettlementType().isPresent(), false); assertEquals(test.getOptionType().isPresent(), false); assertEquals(test.isFlex(), false); assertEquals(test.getCode(), ""); }
public void test_weekly() { EtdVariant test = EtdVariant.ofWeekly(2); assertEquals(test.getType(), EtdExpiryType.WEEKLY); assertEquals(test.getDateCode().getAsInt(), 2); assertEquals(test.getSettlementType().isPresent(), false); assertEquals(test.getOptionType().isPresent(), false); assertEquals(test.isFlex(), false); assertEquals(test.getCode(), "W2"); }
public void test_daily() { EtdVariant test = EtdVariant.ofDaily(24); assertEquals(test.getType(), EtdExpiryType.DAILY); assertEquals(test.getDateCode().getAsInt(), 24); assertEquals(test.getSettlementType().isPresent(), false); assertEquals(test.getOptionType().isPresent(), false); assertEquals(test.isFlex(), false); assertEquals(test.getCode(), "24"); }
public void test_flexFuture() { EtdVariant test = EtdVariant.ofFlexFuture(2, EtdSettlementType.CASH); assertEquals(test.getType(), EtdExpiryType.DAILY); assertEquals(test.getDateCode().getAsInt(), 2); assertEquals(test.getSettlementType().get(), EtdSettlementType.CASH); assertEquals(test.getOptionType().isPresent(), false); assertEquals(test.isFlex(), true); assertEquals(test.getCode(), "02C"); }
.append(SEPARATOR) .append(expiryMonth.format(YM_FORMAT)) .append(variant.getCode()) .append(SEPARATOR) .append(versionCode)