Examples of BondFutureSecurity

Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    final double unitAmount = 0;
    final Collection<? extends BondFutureDeliverable> basket = Arrays.asList(bondFutureDeliverable(), bondFutureDeliverable());
    final ZonedDateTime firstDeliveryDate = expiry.getExpiry().minusDays(14);
    final ZonedDateTime lastDeliveryDate = expiry.getExpiry().plusDays(14);
    final String category = "category";
    final BondFutureSecurity security = new BondFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, basket, firstDeliveryDate, lastDeliveryDate, category);
    store(security);
    return security;
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "BONDFUTURE_OPTION_Y"), ids.get(0));
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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          final Set<BondFutureDeliverable> basket = new HashSet<BondFutureDeliverable>(
            basketBeans.size());
          for (FutureBundleBean basketBean : basketBeans) {
            basket.add(futureBundleBeanToBondFutureDeliverable(basketBean));
          }
          return new BondFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertNull(ids);
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "BONDFUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Commodity"), ids.get(0));
  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureSecurity underlying = ExposureFunctionTestHelper.getBondFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    assertNull(ids);
  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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  @Override
  public Set<ComputedValue> execute(final FunctionExecutionContext executionContext, final FunctionInputs inputs, final ComputationTarget target, final Set<ValueRequirement> desiredValues) {
    final ZonedDateTime date = ZonedDateTime.now(executionContext.getValuationClock());
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final BondFutureSecurity security = (BondFutureSecurity) target.getSecurity();
    final BondFutureDefinition definition = (BondFutureDefinition) security.accept(_visitor);
    final Double referencePrice = 0.0; // TODO Futures Refactor
    final String[] curveNames = getCurveNames(desiredValue);
    final BondFuture bondFuture = definition.toDerivative(date, referencePrice, curveNames);
    return calculate(security, bondFuture, getData(desiredValue, inputs, target), target);
  }
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