static FxVanillaOption sut2() { FxSingle fxProduct = FxSingle.of(CurrencyAmount.of(EUR, -NOTIONAL), CurrencyAmount.of(GBP, NOTIONAL * 0.9), PAYMENT_DATE); return FxVanillaOption.builder() .longShort(LongShort.SHORT) .expiryDate(LocalDate.of(2015, 2, 15)) .expiryTime(LocalTime.of(12, 45)) .expiryZone(ZoneId.of("GMT")) .underlying(fxProduct) .build(); }
public void test_builder_earlyPaymentDate() { assertThrowsIllegalArg(() -> FxVanillaOption.builder() .longShort(LONG) .expiryDate(LocalDate.of(2015, 2, 21)) .expiryTime(EXPIRY_TIME) .expiryZone(EXPIRY_ZONE) .underlying(FX) .build()); }
public void coverage() { FxSingleBarrierOption test1 = FxSingleBarrierOption.of(VANILLA_OPTION, BARRIER, REBATE); FxSingleBarrierOption test2 = FxSingleBarrierOption.of( FxVanillaOption.builder() .longShort(SHORT) .expiryDate(EXPIRY_DATE) .expiryTime(EXPIRY_TIME) .expiryZone(EXPIRY_ZONE) .underlying(FX) .build(), SimpleConstantContinuousBarrier.of(BarrierType.UP, KnockType.KNOCK_IN, 1.5)); coverImmutableBean(test1); coverBeanEquals(test1, test2); }
static FxVanillaOption sut() { return FxVanillaOption.builder() .longShort(LONG) .expiryDate(EXPIRY_DATE) .expiryTime(EXPIRY_TIME) .expiryZone(EXPIRY_ZONE) .underlying(FX) .build(); }