Package com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacyVanillaCreditDefaultSwapDefinition

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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullProtectionBuyerField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, null, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullProtectionSellerField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, null, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullReferenceEntityField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, null, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testProtectionBuyerEqualsProtectionSeller() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionBuyer, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testProtectionBuyerEqualsReferenceEntity() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, protectionBuyer, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testProtectionSellerEqualsReferenceEntity() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, protectionSeller, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullCurrencyField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, null, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullDebtSeniorityField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, null, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullRestructuringClauseField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, null, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullCalendarField() {

    new LegacyVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, null, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);
  }
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Related Classes of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacyVanillaCreditDefaultSwapDefinition

  • com.opengamma.analytics.financial.credit.calibratehazardratecurve.CalibrateHazardRateCurveTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.calibration.CalibrateHazardRateTermStructureBisectionMethod
  • com.opengamma.analytics.financial.credit.creditdefaultswap.calibration.CalibrateHazardRateTermStructureISDAMethod
  • com.opengamma.analytics.financial.credit.creditdefaultswap.CreditDefaultSwapDefinitionDataSets
  • com.opengamma.analytics.financial.credit.creditdefaultswap.definition.LegacyCreditDefaultSwapDefinitionTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.greeks.vanilla.isda.ISDACreditDefaultSwapBucketedCS01CalculatorTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.greeks.vanilla.isda.ISDACreditDefaultSwapBucketedGammaCS01CalculatorTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.greeks.vanilla.isda.ISDACreditDefaultSwapBucketedIR01CalculatorTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.greeks.vanilla.isda.ISDACreditDefaultSwapParallelCS01CalculatorTest
  • com.opengamma.analytics.financial.credit.creditdefaultswap.greeks.vanilla.isda.ISDACreditDefaultSwapParallelGammaCS01CalculatorTest
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