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

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.standard.StandardVanillaCreditDefaultSwapDefinition


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

    final ZonedDateTime testEffectiveDate = startDate.minusDays(1);

    new StandardVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate,
        testEffectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, quotedSpread, premiumLegCoupon, upfrontAmount, cashSettlementDate, adjustCashSettlementDate);
  }
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  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testStartDateIsBeforeMaturityDate() {

    final ZonedDateTime testMaturityDate = startDate.minusDays(1);

    new StandardVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        testMaturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, quotedSpread, premiumLegCoupon, upfrontAmount, cashSettlementDate, adjustCashSettlementDate);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

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

    new StandardVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, -quotedSpread, premiumLegCoupon, upfrontAmount, cashSettlementDate, adjustCashSettlementDate);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

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

    new StandardVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, quotedSpread, null, upfrontAmount, cashSettlementDate, adjustCashSettlementDate);
  }
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  //--------------------------------------------------------------------------------------------------------------------------------------------------

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

    new StandardVanillaCreditDefaultSwapDefinition(buySellProtection, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, quotedSpread, premiumLegCoupon, upfrontAmount, null, adjustCashSettlementDate);
  }
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