Package com.opengamma.analytics.financial.interestrate.bond.definition

Examples of com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity

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  public BondFixedSecurity visitBondFixedSecurity(final BondFixedSecurity bond, final Double rate) {
    final double originalRate = bond.getCoupon().getNthPayment(0).getFixedRate();
    final double accruedInterest = rate * bond.getAccruedInterest() / originalRate;
    final AnnuityCouponFixed originalCoupons = (AnnuityCouponFixed) bond.getCoupon();
    final AnnuityCouponFixed coupons = visitFixedCouponAnnuity(originalCoupons, rate);
    return new BondFixedSecurity((AnnuityPaymentFixed) bond.getNominal(), coupons, bond.getSettlementTime(), accruedInterest, bond.getAccrualFactorToNextCoupon(), bond.getYieldConvention(),
        bond.getCouponPerYear(), bond.getIssuer());
  }
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  }

  @SuppressWarnings("deprecation")
  @Test
  public void toDerivativesDeprecated() {
    final BondFixedSecurity bondSecurityStandard = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    final BondFixedTransaction bondTransaction = BOND_TRANSACTION_DEFINITION.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    assertEquals("Bond transaction: toDerivative", bondSecurityStandard, bondTransaction.getBondStandard());
    final BondFixedSecurity bondSecurityPurchase = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, SETTLEMENT_DATE, CURVES_NAME);
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getAccruedInterest(), bondTransaction.getBondTransaction().getAccruedInterest());
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getCouponPerYear(), bondTransaction.getBondTransaction().getCouponPerYear());
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getYieldConvention(), bondTransaction.getBondTransaction().getYieldConvention());
  }
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    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getYieldConvention(), bondTransaction.getBondTransaction().getYieldConvention());
  }

  @Test
  public void toDerivatives() {
    final BondFixedSecurity bondSecurityStandard = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1);
    final BondFixedTransaction bondTransaction = BOND_TRANSACTION_DEFINITION.toDerivative(REFERENCE_DATE_1);
    assertEquals("Bond transaction: toDerivative", bondSecurityStandard, bondTransaction.getBondStandard());
    final BondFixedSecurity bondSecurityPurchase = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, SETTLEMENT_DATE);
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getAccruedInterest(), bondTransaction.getBondTransaction().getAccruedInterest());
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getCouponPerYear(), bondTransaction.getBondTransaction().getCouponPerYear());
    assertEquals("Bond transaction: toDerivative", bondSecurityPurchase.getYieldConvention(), bondTransaction.getBondTransaction().getYieldConvention());
  }
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  }

  @SuppressWarnings("deprecation")
  @Test
  public void toDerivativeUSTDeprecated() {
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION.getCoupons();
    final ZonedDateTime spotDate1 = ScheduleCalculator.getAdjustedDate(REFERENCE_DATE_1, SETTLEMENT_DAYS, CALENDAR);
    nominalDefinition = nominalDefinition.trimBefore(spotDate1);
    couponDefinition = couponDefinition.trimBefore(spotDate1);

    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    final AnnuityCouponFixed coupon = couponDefinition.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    final double spotTime1 = ACT_ACT.getDayCountFraction(REFERENCE_DATE_1, spotDate1);
    final double accruedInterest = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE, COUPON_PER_YEAR)
        * NOTIONAL;
    final double factorSpot = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE, COUPON_PER_YEAR);
    final double factorPeriod = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE, COUPON_PER_YEAR);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime1, accruedInterest, factorToNextCoupon, YIELD_CONVENTION, COUPON_PER_YEAR,
        REPO_CURVE_NAME, "");
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getAccrualFactorToNextCoupon(), bondExpected.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getAccruedInterest(), bondExpected.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getYieldConvention(), bondExpected.getYieldConvention());
    assertTrue("Bond Fixed Security Definition to derivative", bondConverted.equals(bondExpected));
    final BondFixedSecurity bondConvertedDate = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, spotDate1, CURVES_NAME);
    assertTrue("Bond Fixed Security Definition to derivative", bondConverted.equals(bondConvertedDate));
  }
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    assertTrue("Bond Fixed Security Definition to derivative", bondConverted.equals(bondConvertedDate));
  }

  @Test
  public void toDerivativeUST() {
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION.getCoupons();
    final ZonedDateTime spotDate1 = ScheduleCalculator.getAdjustedDate(REFERENCE_DATE_1, SETTLEMENT_DAYS, CALENDAR);
    nominalDefinition = nominalDefinition.trimBefore(spotDate1);
    couponDefinition = couponDefinition.trimBefore(spotDate1);

    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(REFERENCE_DATE_1);
    final AnnuityCouponFixed coupon = couponDefinition.toDerivative(REFERENCE_DATE_1);
    final double spotTime1 = ACT_ACT.getDayCountFraction(REFERENCE_DATE_1, spotDate1);
    final double accruedInterest = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE, COUPON_PER_YEAR)
        * NOTIONAL;
    final double factorSpot = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE, COUPON_PER_YEAR);
    final double factorPeriod = DAY_COUNT.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE, COUPON_PER_YEAR);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime1, accruedInterest, factorToNextCoupon, YIELD_CONVENTION, COUPON_PER_YEAR,
        "");
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getAccrualFactorToNextCoupon(), bondExpected.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getAccruedInterest(), bondExpected.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondConverted.getYieldConvention(), bondExpected.getYieldConvention());
    assertTrue("Bond Fixed Security Definition to derivative", bondConverted.equals(bondExpected));
    final BondFixedSecurity bondConvertedDate = BOND_SECURITY_DEFINITION.toDerivative(REFERENCE_DATE_1, spotDate1);
    assertTrue("Bond Fixed Security Definition to derivative", bondConverted.equals(bondConvertedDate));
  }
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  }

  @SuppressWarnings("deprecation")
  @Test
  public void toDerivativeUKTDeprecated() {
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate1 = ScheduleCalculator.getAdjustedDate(REFERENCE_DATE_1, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate1);
    couponDefinition = couponDefinition.trimBefore(spotDate1);

    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    final AnnuityCouponFixed coupon = couponDefinition.toDerivative(REFERENCE_DATE_1, CURVES_NAME);
    final double spotTime1 = ACT_ACT.getDayCountFraction(REFERENCE_DATE_1, spotDate1);
    final double accruedInterest = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G)
        * NOTIONAL_G;
    final double factorSpot = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorPeriod = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime1, accruedInterest, factorToNextCoupon, YIELD_CONVENTION_G, COUPON_PER_YEAR_G,
        REPO_CURVE_NAME, "");
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccrualFactorToNextCoupon(), bondConverted.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccruedInterest(), bondConverted.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getYieldConvention(), bondConverted.getYieldConvention());
  }
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    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getYieldConvention(), bondConverted.getYieldConvention());
  }

  @Test
  public void toDerivativeUKT() {
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(REFERENCE_DATE_1);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate1 = ScheduleCalculator.getAdjustedDate(REFERENCE_DATE_1, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate1);
    couponDefinition = couponDefinition.trimBefore(spotDate1);

    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(REFERENCE_DATE_1);
    final AnnuityCouponFixed coupon = couponDefinition.toDerivative(REFERENCE_DATE_1);
    final double spotTime1 = ACT_ACT.getDayCountFraction(REFERENCE_DATE_1, spotDate1);
    final double accruedInterest = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G)
        * NOTIONAL_G;
    final double factorSpot = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate1, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorPeriod = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime1, accruedInterest, factorToNextCoupon, YIELD_CONVENTION_G, COUPON_PER_YEAR_G,
        "");
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccrualFactorToNextCoupon(), bondConverted.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccruedInterest(), bondConverted.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getYieldConvention(), bondConverted.getYieldConvention());
  }
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  @SuppressWarnings("deprecation")
  @Test
  public void toDerivativeUKTExCouponDeprecated() {
    final ZonedDateTime referenceDate2 = DateUtils.getUTCDate(2011, 9, 2); // Ex-dividend is 30-Aug-2011
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(referenceDate2, CURVES_NAME);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(referenceDate2, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate);
    couponDefinition = couponDefinition.trimBefore(spotDate);
    final CouponFixedDefinition[] couponDefinitionExArray = new CouponFixedDefinition[couponDefinition.getNumberOfPayments()];
    System.arraycopy(couponDefinition.getPayments(), 1, couponDefinitionExArray, 1, couponDefinition.getNumberOfPayments() - 1);
    couponDefinitionExArray[0] = new CouponFixedDefinition(couponDefinition.getNthPayment(0), 0.0);
    final AnnuityCouponFixedDefinition couponDefinitionEx = new AnnuityCouponFixedDefinition(couponDefinitionExArray, CALENDAR_G);
    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(referenceDate2, CURVES_NAME);
    final AnnuityCouponFixed coupon = couponDefinitionEx.toDerivative(referenceDate2, CURVES_NAME);
    final double spotTime = ACT_ACT.getDayCountFraction(referenceDate2, spotDate);
    final double accruedInterest = (DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G) - RATE_G / COUPON_PER_YEAR_G)
        * NOTIONAL_G;
    final double factorSpot = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorPeriod = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime, accruedInterest, factorToNextCoupon, YIELD_CONVENTION_G, COUPON_PER_YEAR_G,
        REPO_CURVE_NAME, "");
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccrualFactorToNextCoupon(), bondConverted.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccruedInterest(), bondConverted.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getYieldConvention(), bondConverted.getYieldConvention());
  }
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    final CouponFixed[] coupons = new CouponFixed[n];
    for (int i = 0; i < n; i++) {
      coupons[i] = new CouponFixed(CUR, tau * (i + 1), FUNDING_CURVE_NAME, yearFrac, initialCoupon + i * ramp);
    }
    final AnnuityPaymentFixed nominal = new AnnuityPaymentFixed(new PaymentFixed[] {new PaymentFixed(CUR, tau * n, 1, FUNDING_CURVE_NAME) });
    final BondFixedSecurity bond = new BondFixedSecurity(nominal, new AnnuityCouponFixed(coupons), 0, 0, 0.5, SimpleYieldConvention.TRUE, 2, FUNDING_CURVE_NAME, "S");
    doTest(bond, CURVES);
    final BondFixedTransaction trade = new BondFixedTransaction(bond, 100, 100, bond, 90);
    doTest(trade, CURVES);
  }
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  }

  @Test
  public void toDerivativeUKTExCoupon() {
    final ZonedDateTime referenceDate2 = DateUtils.getUTCDate(2011, 9, 2); // Ex-dividend is 30-Aug-2011
    final BondFixedSecurity bondConverted = BOND_SECURITY_DEFINITION_G.toDerivative(referenceDate2);
    AnnuityPaymentFixedDefinition nominalDefinition = (AnnuityPaymentFixedDefinition) BOND_SECURITY_DEFINITION_G.getNominal();
    AnnuityCouponFixedDefinition couponDefinition = BOND_SECURITY_DEFINITION_G.getCoupons();
    final ZonedDateTime spotDate = ScheduleCalculator.getAdjustedDate(referenceDate2, SETTLEMENT_DAYS_G, CALENDAR_G);
    nominalDefinition = nominalDefinition.trimBefore(spotDate);
    couponDefinition = couponDefinition.trimBefore(spotDate);
    final CouponFixedDefinition[] couponDefinitionExArray = new CouponFixedDefinition[couponDefinition.getNumberOfPayments()];
    System.arraycopy(couponDefinition.getPayments(), 1, couponDefinitionExArray, 1, couponDefinition.getNumberOfPayments() - 1);
    couponDefinitionExArray[0] = new CouponFixedDefinition(couponDefinition.getNthPayment(0), 0.0);
    final AnnuityCouponFixedDefinition couponDefinitionEx = new AnnuityCouponFixedDefinition(couponDefinitionExArray, CALENDAR_G);
    final AnnuityPaymentFixed nominal = nominalDefinition.toDerivative(referenceDate2);
    final AnnuityCouponFixed coupon = couponDefinitionEx.toDerivative(referenceDate2);
    final double spotTime = ACT_ACT.getDayCountFraction(referenceDate2, spotDate);
    final double accruedInterest = (DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G) - RATE_G / COUPON_PER_YEAR_G)
        * NOTIONAL_G;
    final double factorSpot = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), spotDate, couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorPeriod = DAY_COUNT_G.getAccruedInterest(couponDefinition.getNthPayment(0).getAccrualStartDate(), couponDefinition.getNthPayment(0)
        .getAccrualEndDate(), couponDefinition.getNthPayment(0).getAccrualEndDate(), RATE_G, COUPON_PER_YEAR_G);
    final double factorToNextCoupon = (factorPeriod - factorSpot) / factorPeriod;
    final BondFixedSecurity bondExpected = new BondFixedSecurity(nominal, coupon, spotTime, accruedInterest, factorToNextCoupon, YIELD_CONVENTION_G, COUPON_PER_YEAR_G,
        "");
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccrualFactorToNextCoupon(), bondConverted.getAccrualFactorToNextCoupon(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getAccruedInterest(), bondConverted.getAccruedInterest(), 1.0E-10);
    assertEquals("Bond Fixed Security Definition to derivative", bondExpected.getYieldConvention(), bondConverted.getYieldConvention());
  }
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Related Classes of com.opengamma.analytics.financial.interestrate.bond.definition.BondFixedSecurity

  • com.opengamma.analytics.financial.instrument.bond.BondFixedSecurityDefinition
  • com.opengamma.analytics.financial.instrument.bond.BondFixedSecurityDefinitionTest
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  • com.opengamma.analytics.financial.instrument.bond.BondFixedTransactionDefinitionTest
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  • com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityDiscountingMethod
  • com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityUKDiscountingMethodTest
  • com.opengamma.analytics.financial.interestrate.bond.method.BondSecurityUSDiscountingMethodTest
  • com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethod
  • com.opengamma.analytics.financial.interestrate.bond.provider.BondSecurityDiscountingMethodTest
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