Examples of BondFutureSecurity

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

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    basket.add(new BondFutureDeliverable(ExternalIdBundle.of(
        ExternalSchemes.bloombergBuidSecurityId("COEI2292098")), 0.777869d));
    basket.add(new BondFutureDeliverable(ExternalIdBundle.of(
        ExternalSchemes.bloombergBuidSecurityId("COEH6142705")), 0.852328d));
   
    BondFutureSecurity sec = new BondFutureSecurity(expiry, "XEUR", "XEUR", EUR, 1000, basket,
                                                    LocalDateTime.of(2010, 6, 10, 0, 0, 0, 0).atZone(ZoneOffset.UTC),
                                                    LocalDateTime.of(2010, 6, 10, 0, 0, 0, 0).atZone(ZoneOffset.UTC),
                                                    "BOND");
    sec.setName("EURO-BUND FUTURE Jun10");
    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX9439039-0"));
    identifiers.add(ExternalSchemes.cusipSecurityId("RXM10"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId("RXM10 Comdty"));
    sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    return sec;
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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    basket.add(new BondFutureDeliverable(ExternalIdBundle.of(
        ExternalSchemes.bloombergBuidSecurityId("GV912810EW4")), 1.0));
    basket.add(new BondFutureDeliverable(ExternalIdBundle.of(
        ExternalSchemes.bloombergBuidSecurityId("GV912810FA1")), 1.0396));
   
    BondFutureSecurity sec = new BondFutureSecurity(expiry, "XCBT", "XCBT", USD, 100000, basket,
                                                    LocalDateTime.of(2010, 6, 01, 0, 0, 0, 0).atZone(ZoneOffset.UTC),
                                                    LocalDateTime.of(2010, 6, 30, 0, 0, 0, 0).atZone(ZoneOffset.UTC),
                                                    "Bond");
    sec.setName("US LONG BOND(CBT) Jun10");

    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX8530684-0"));
    identifiers.add(ExternalSchemes.cusipSecurityId("USM10"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId("USM10 Comdty"));
    sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    return sec;
  }
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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  public void euroBondFuture() throws Exception {
    ExternalIdBundle euroBund = ExternalIdBundle.of(ExternalSchemes.bloombergTickerSecurityId("RXA Comdty"));
    Security bond = _securityProvider.getSecurity(euroBund);
    assertNotNull(bond);
    assertTrue(bond instanceof BondFutureSecurity);
    BondFutureSecurity euroBondFuture = (BondFutureSecurity) bond;
    assertEquals("FUTURE", euroBondFuture.getSecurityType());
    assertEquals("Bond", euroBondFuture.getContractCategory());
    assertEquals(EUR, euroBondFuture.getCurrency());
    String displayName = euroBondFuture.getName();
    assertNotNull(displayName);
    assertTrue(displayName.contains("EURO-BUND FUTURE"));
    Expiry expiry = euroBondFuture.getExpiry();
    assertNotNull(expiry);
    assertTrue(expiry.toInstant().isAfter(getTodayInstant()));
    assertEquals("XEUR", euroBondFuture.getTradingExchange());
    assertEquals("XEUR", euroBondFuture.getSettlementExchange());
    //assert identifiers are set
    Collection<ExternalId> identifiers = euroBondFuture.getExternalIdBundle().getExternalIds();
    assertNotNull(identifiers);
    assertTrue(identifiers.size() >= EXPECTED_IDENTIFICATION_SCHEME.length);
    ExternalIdBundle identifierBundle = ExternalIdBundle.of(identifiers);
    for (ExternalScheme expectedIDScheme : EXPECTED_IDENTIFICATION_SCHEME) {
      assertNotNull(identifierBundle.getExternalId(expectedIDScheme));
    }
    //assert deliverables are not empty
    Collection<BondFutureDeliverable> basket = euroBondFuture.getBasket();
    assertNotNull(basket);
    for (BondFutureDeliverable bondFutureDeliverable : basket) {
      ExternalIdBundle bundle = bondFutureDeliverable.getIdentifiers();
      assertNotNull(bundle);
      assertNotNull(bundle.getExternalId(ExternalSchemes.BLOOMBERG_BUID));
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Examples of com.opengamma.financial.security.future.BondFutureSecurity

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          }

          @Override
          public Void visitBondFutureSecurity(BondFutureSecurity security) {
            assertTrue("Security is instance of: " + fromSecMaster.getClass().getName(), fromSecMaster instanceof BondFutureSecurity);
            BondFutureSecurity actual = (BondFutureSecurity) fromSecMaster;

            assertEquals(new HashSet<>(security.getBasket()), new HashSet<>(actual.getBasket()));

            assertEquals(security.getContractCategory(), actual.getContractCategory());
            assertEquals(security.getCurrency(), actual.getCurrency());
            assertEquals(security.getExpiry(), actual.getExpiry());
            assertEquals(security.getFirstDeliveryDate(), actual.getFirstDeliveryDate());
            assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
            assertEquals(security.getLastDeliveryDate(), actual.getLastDeliveryDate());
            assertEquals(security.getName(), actual.getName());
            assertEquals(security.getSecurityType(), actual.getSecurityType());
            assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
            assertEquals(security.getTradingExchange(), actual.getTradingExchange());
            assertEquals(security.getUnitAmount(), actual.getUnitAmount());
            assertNotNull(actual.getUniqueId());

            //test underlying is loaded as well
            for (BondFutureDeliverable deliverable : security.getBasket()) {
              ExternalIdBundle identifiers = deliverable.getIdentifiers();
              assertUnderlyingIsLoaded(identifiers);
            }
            return null;
          }

          @Override
          public Void visitEnergyFutureSecurity(EnergyFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitEquityFutureSecurity(EquityFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitEquityIndexDividendFutureSecurity(EquityIndexDividendFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitFXFutureSecurity(FXFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitIndexFutureSecurity(IndexFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitInterestRateFutureSecurity(InterestRateFutureSecurity security) {
            assertTrue(fromSecMaster instanceof InterestRateFutureSecurity);
            InterestRateFutureSecurity actual = (InterestRateFutureSecurity) fromSecMaster;
            assertEquals(security.getCurrency(), actual.getCurrency());
            assertEquals(security.getExpiry(), actual.getExpiry());
            assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
            assertEquals(security.getName(), actual.getName());
            assertEquals(security.getSecurityType(), actual.getSecurityType());
            assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
            assertEquals(security.getTradingExchange(), actual.getTradingExchange());
            assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
            assertEquals(security.getUnitAmount(), actual.getUnitAmount());
            assertNotNull(actual.getUniqueId());
            return null;
          }

          @Override
          public Void visitMetalFutureSecurity(MetalFutureSecurity security) {
            assertSecurity();
            return null;
          }

          @Override
          public Void visitStockFutureSecurity(StockFutureSecurity security) {
            assertSecurity();
            return null;
          }
        });
        return null;
      }

      @Override
      public Void visitSwapSecurity(SwapSecurity security) {
        assertSecurity();
        return null;
      }

      @Override
      public Void visitEquityIndexOptionSecurity(EquityIndexOptionSecurity security) {
        assertTrue(fromSecMaster instanceof EquityIndexOptionSecurity);
        EquityIndexOptionSecurity actual = (EquityIndexOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
        assertNotNull(actual.getUniqueId());
        return null;
      }

      @Override
      public Void visitEquityOptionSecurity(EquityOptionSecurity security) {
        assertTrue(fromSecMaster instanceof EquityOptionSecurity);
        EquityOptionSecurity actual = (EquityOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityBarrierOptionSecurity(EquityBarrierOptionSecurity security) {
        assertSecurity();
        return null;
      }
     
      @Override
      public Void visitFXOptionSecurity(FXOptionSecurity security) {
        assertSecurity();
        return null;
      }
     
      @Override
      public Void visitNonDeliverableFXOptionSecurity(NonDeliverableFXOptionSecurity security) {
        assertSecurity();
        return null;
      }

      @Override
      public Void visitSwaptionSecurity(SwaptionSecurity security) {
        assertSecurity();
        return null;
      }

      @Override
      public Void visitIRFutureOptionSecurity(IRFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof IRFutureOptionSecurity);
        IRFutureOptionSecurity actual = (IRFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
       
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;          
      }

      @Override
      public Void visitCommodityFutureOptionSecurity(CommodityFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof CommodityFutureOptionSecurity);
        CommodityFutureOptionSecurity actual = (CommodityFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
       
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitFxFutureOptionSecurity(FxFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof FxFutureOptionSecurity);
        FxFutureOptionSecurity actual = (FxFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexDividendFutureOptionSecurity(EquityIndexDividendFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexDividendFutureOptionSecurity);
        EquityIndexDividendFutureOptionSecurity actual = (EquityIndexDividendFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexFutureOptionSecurity);
        EquityIndexFutureOptionSecurity actual = (EquityIndexFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
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