Package com.opengamma.analytics.financial.instrument.index

Examples of com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedON

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    assertFalse(DEFINITION.equals(definition));
    definition = AnnuityCouponONDefinition.from(SETTLEMENT_DATE, MATURITY_DATE.plusDays(1), NOTIONAL, GENERATOR, IS_PAYER);
    assertFalse(DEFINITION.equals(definition));
    definition = AnnuityCouponONDefinition.from(SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL / 2, GENERATOR, IS_PAYER);
    assertFalse(DEFINITION.equals(definition));
    definition = AnnuityCouponONDefinition.from(SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, new GeneratorSwapFixedON("OIS", INDEX, PAYMENT_PERIOD, DAY_COUNT, BUSINESS_DAY, IS_EOM, 0, CALENDAR), IS_PAYER);
    assertFalse(DEFINITION.equals(definition));
    definition = AnnuityCouponONDefinition.from(SETTLEMENT_DATE, MATURITY_DATE, NOTIONAL, GENERATOR, !IS_PAYER);
    assertFalse(DEFINITION.equals(definition));
  }
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Related Classes of com.opengamma.analytics.financial.instrument.index.GeneratorSwapFixedON

  • com.opengamma.analytics.financial.instrument.annuity.AnnuityCouponONDefinitionTest
  • com.opengamma.analytics.financial.instrument.annuity.AnnuityCouponONSimplifiedDefinitionTest
  • com.opengamma.analytics.financial.instrument.swap.SwapFixedONSimplifiedDefinition
  • com.opengamma.analytics.financial.interestrate.swaption.method.SwaptionPhysicalFixedIborBlackMethod
  • com.opengamma.analytics.financial.interestrate.swaption.method.SwaptionPhysicalFixedIborSpreadBlackMethod
  • com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborBlackMethod
  • com.opengamma.analytics.financial.interestrate.swaption.provider.SwaptionPhysicalFixedIborSpreadBlackMethod
  • com.opengamma.financial.analytics.conversion.SwapSecurityConverter
  • com.opengamma.financial.analytics.conversion.SwapSecurityConverterDeprecated
  • com.opengamma.financial.analytics.model.swaption.SwaptionUtils
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