Examples of com.opengamma.analytics.financial.credit.underlyingpool.definition.UnderlyingPool

Package com.opengamma.analytics.financial.credit.underlyingpool.definition

Examples of com.opengamma.analytics.financial.credit.underlyingpool.definition.UnderlyingPool

com.opengamma.analytics.financial.credit.underlyingpool.definition.UnderlyingPool
Class to specify the composition and characteristics of a collection of Obligor objects aggregated into a common pool In the credit index context the underlying pool is the set of obligors that constitute an index (e.g. CDX.NA.IG series 18)

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


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


    new UnderlyingPool(poolName, obligors, currency, debtSeniority, restructuringClause, notionals, null, recoveryRates, obligorWeights);
  }

View Full Code Here

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


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


    new UnderlyingPool(poolName, obligors, currency, debtSeniority, restructuringClause, notionals, coupons, null, obligorWeights);
  }

View Full Code Here

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


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


    new UnderlyingPool(poolName, obligors, currency, debtSeniority, restructuringClause, notionals, coupons, recoveryRates, null);
  }

View Full Code Here

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


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


    new UnderlyingPool(poolName, obligors, currency, debtSeniority, restructuringClause, notionals, coupons, recoveryRates, obligorWeights);
  }

View Full Code Here


    // Initialise the obligors in the pool
    initialiseObligorsInPool();


    // Call the UnderlyingPool constructor
    final UnderlyingPool underlyingPool = new UnderlyingPool(
        poolName,
        obligors,
        currency,
        debtSeniority,
        restructuringClause,

View Full Code Here

0 1

TOP

Related Classes of com.opengamma.analytics.financial.credit.underlyingpool.definition.UnderlyingPool

com.opengamma.analytics.financial.credit.indexcreditdefaultswap.greeks.RecRate01IndexCreditDefaultSwap

com.opengamma.analytics.financial.credit.underlyingpool.UnderlyingPoolDummyPool

com.opengamma.analytics.financial.credit.underlyingpool.UnderlyingPoolTest

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.