/**
* Copyright (C) 2012 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.commodity.definition;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertFalse;
import static org.testng.AssertJUnit.assertNull;
import org.testng.annotations.Test;
import org.threeten.bp.ZonedDateTime;
import com.opengamma.analytics.financial.commodity.derivative.AgricultureFuture;
import com.opengamma.id.ExternalId;
import com.opengamma.util.money.Currency;
import com.opengamma.util.time.DateUtils;
/**
*
*/
public class AgricultureFutureDefinitionTest {
private final static ExternalId AN_UNDERLYING= ExternalId.of("Scheme", "value");
private final static ZonedDateTime FIRST_DELIVERY_DATE = DateUtils.getUTCDate(2011, 9, 21);
private final static ZonedDateTime LAST_DELIVERY_DATE = DateUtils.getUTCDate(2012, 9, 21);
private final static ZonedDateTime SETTLEMENT_DATE = LAST_DELIVERY_DATE;
private final static ZonedDateTime EXPIRY_DATE = DateUtils.getUTCDate(2011, 9, 21);
private final static ZonedDateTime A_DATE = DateUtils.getUTCDate(2011, 9, 20);
/**
* Test delivery dates not allowed for CASH delivery type
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void cashHasNoDelivery() {
new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000, "tonnes", SettlementType.CASH, 0, Currency.GBP, SETTLEMENT_DATE);
}
/**
* Test invalid delivery dates for physical delivery type
*/
@Test(expectedExceptions = IllegalArgumentException.class)
public void physicalHasDelivery() {
new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, null, 1000, "tonnes", SettlementType.PHYSICAL, 0, Currency.GBP, SETTLEMENT_DATE);
}
/**
* Test hashCode and equals methods.
*/
@Test()
public void testHashEquals() {
AgricultureFutureDefinition first = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000, "tonnes", SettlementType.PHYSICAL, 0,
Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition second = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000, "tonnes", SettlementType.PHYSICAL, 0,
Currency.GBP, SETTLEMENT_DATE);
assertEquals(first, second);
assertEquals(first.hashCode(), second.hashCode());
AgricultureFutureDefinition third = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, null, null, 1000, "tonnes", SettlementType.CASH, 0, Currency.GBP, SETTLEMENT_DATE);
assertFalse(first.equals(third));
assertFalse(second.hashCode() == third.hashCode());
}
/**
* Test builder methods.
*/
@Test
public void testBuilders() {
AgricultureFutureDefinition cash = AgricultureFutureDefinition.withCashSettlement(EXPIRY_DATE, AN_UNDERLYING, 100, 1000, "tonnes", 0, Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition physical = AgricultureFutureDefinition.withPhysicalSettlement(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000, "tonnes", 0,
Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition first = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, null, null, 1000, "tonnes", SettlementType.CASH, 0, Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition second = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000, "tonnes", SettlementType.PHYSICAL, 0,
Currency.GBP, SETTLEMENT_DATE);
assertEquals(cash, first);
assertEquals(physical, second);
}
/**
* Test method for getters.
*/
@Test
public void testGetters() {
AgricultureFutureDefinition first = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, null, null, 1000., "tonnes", SettlementType.CASH, 0, Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition second = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100, FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000., "tonnes", SettlementType.PHYSICAL, 0,
Currency.GBP, SETTLEMENT_DATE);
assertEquals(first.getAmount(), 1000.);
assertEquals(first.getUnitAmount(), 100.);
assertEquals(first.getUnitName(), "tonnes");
assertEquals(first.getExpiryDate(), EXPIRY_DATE);
assertNull(first.getFirstDeliveryDate());
assertNull(first.getLastDeliveryDate());
assertEquals(first.getSettlementType(), SettlementType.CASH);
assertEquals(first.getUnderlying(), AN_UNDERLYING);
assertEquals(second.getFirstDeliveryDate(), FIRST_DELIVERY_DATE);
assertEquals(second.getLastDeliveryDate(), LAST_DELIVERY_DATE);
assertEquals(second.getSettlementType(), SettlementType.PHYSICAL);
}
/**
* Test method for {@link com.opengamma.analytics.financial.commodity.definition.AgricultureFutureDefinition#toDerivative(javax.time.calendar.ZonedDateTime)}.
*/
@Test
public void testToDerivative() {
AgricultureFutureDefinition first = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100., null, null, 1000., "tonnes", SettlementType.CASH, 0, Currency.GBP, SETTLEMENT_DATE);
AgricultureFutureDefinition second = new AgricultureFutureDefinition(EXPIRY_DATE, AN_UNDERLYING, 100., FIRST_DELIVERY_DATE, LAST_DELIVERY_DATE, 1000., "tonnes", SettlementType.PHYSICAL, 0,
Currency.GBP, SETTLEMENT_DATE);
AgricultureFuture firstDerivative = first.toDerivative(A_DATE);
AgricultureFuture secondDerivative = second.toDerivative(A_DATE);
assertEquals(firstDerivative.getAmount(), 1000.);
assertEquals(firstDerivative.getUnitAmount(), 100.);
assertEquals(firstDerivative.getUnitName(), "tonnes");
assertEquals(firstDerivative.getExpiry(), 0.0027397260273972603);
assertNull(firstDerivative.getFirstDeliveryDate());
assertNull(firstDerivative.getLastDeliveryDate());
assertEquals(firstDerivative.getSettlementType(), SettlementType.CASH);
assertEquals(firstDerivative.getUnderlying(), AN_UNDERLYING);
assertEquals(secondDerivative.getFirstDeliveryDate(), FIRST_DELIVERY_DATE);
assertEquals(secondDerivative.getLastDeliveryDate(), LAST_DELIVERY_DATE);
assertEquals(secondDerivative.getSettlementType(), SettlementType.PHYSICAL);
AgricultureFuture firstDerivative2 = new AgricultureFuture(0.0027397260273972603, AN_UNDERLYING, 100, null, null, 1000, "tonnes", SettlementType.CASH, 1.0035032562317538, 0, Currency.GBP);
assertEquals(firstDerivative.hashCode(), firstDerivative2.hashCode());
assertEquals(firstDerivative, firstDerivative2);
}
}