Package com.opengamma.core.position

Examples of com.opengamma.core.position.Position

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          final CapFloorSecurity cap = createCapFloor(tenor, strike);
          final ManageableTrade trade = new ManageableTrade(BigDecimal.ONE, getSecurityPersister().storeSecurity(cap), _tradeDate.toLocalDate(),
              _tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
          trade.setPremium(0.);
          trade.setPremiumCurrency(CURRENCY);
          final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
          node.addPosition(position);
        }
      }
      return node;
    }
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        final SwapSecurity swap = createSwap(tenor);
        final ManageableTrade trade = new ManageableTrade(BigDecimal.ONE, getSecurityPersister().storeSecurity(swap), _tradeDate.toLocalDate(),
            _tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
        trade.setPremium(0.);
        trade.setPremiumCurrency(CURRENCY);
        final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
        node.addPosition(position);
      }
      return node;
    }
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              final CapFloorCMSSpreadSecurity cap = createCMSCapFloorSpread(payTenor, receiveTenor, maturity, strike);
              final ManageableTrade trade = new ManageableTrade(BigDecimal.ONE, getSecurityPersister().storeSecurity(cap), _tradeDate.toLocalDate(),
                  _tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
              trade.setPremium(0.);
              trade.setPremiumCurrency(CURRENCY);
              final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
              node.addPosition(position);
            }
          }
        }
      }
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        final ZonedDateTime tradeDate = bond.getSettlementDate();
        final ManageableTrade trade = new ManageableTrade(n, getSecurityPersister().storeSecurity(bond), tradeDate.toLocalDate(),
            tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
        trade.setPremium(bond.getIssuancePrice());
        trade.setPremiumCurrency(bond.getCurrency());
        final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
        node.addPosition(position);
      }
      return node;
    }
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    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    cds.addExternalId(secId);
    document.setSecurity(cds);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);

    assertEquals(_aggregator.classifyPosition(posn), "FINANCIALS");
  }
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  }

  @Test
  public void testPositionWithUnlocatableSecurityIsIgnored() {

    Position posn = new SimplePosition(BigDecimal.ONE, ExternalId.of("SEC_ID", "9999"));
    assertEquals(_aggregator.classifyPosition(posn), "N/A");
  }
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    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    security.addExternalId(secId);
    document.setSecurity(security);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);
    assertEquals(_aggregator.classifyPosition(posn), "N/A");
  }
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    ExternalId secId = ExternalId.of("SEC_ID", "12345");
    cds.addExternalId(secId);
    document.setSecurity(cds);
    _securityMaster.add(document);

    Position posn = new SimplePosition(BigDecimal.ONE, secId);

    assertEquals(_aggregator.classifyPosition(posn), "SNRFOR");
  }
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      for (final ManageableSecurity security : _securities) {
        final ManageableTrade trade = new ManageableTrade(BigDecimal.ONE, getSecurityPersister().storeSecurity(security), _tradeDate.toLocalDate(),
            _tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
        trade.setPremium(0.);
        trade.setPremiumCurrency(CURRENCY);
        final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
        node.addPosition(position);
      }
      return node;
    }
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        final double premium = _prices[i];
        final ManageableTrade trade = new ManageableTrade(n, getSecurityPersister().storeSecurity(_securities[i]), _tradeDate.toLocalDate(),
            _tradeDate.toOffsetDateTime().toOffsetTime(), ExternalId.of(Counterparty.DEFAULT_SCHEME, COUNTERPARTY));
        trade.setPremium(premium);
        trade.setPremiumCurrency(CURRENCY);
        final Position position = SimplePositionGenerator.createPositionFromTrade(trade);
        node.addPosition(position);
      }
      return node;
    }
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Related Classes of com.opengamma.core.position.Position

  • com.opengamma.core.position.impl.DataPositionSourceResource
  • com.opengamma.core.position.impl.EHCachingPositionSource
  • com.opengamma.core.position.impl.MockPositionSource
  • com.opengamma.core.position.impl.NonVersionedRedisPositionSource
  • com.opengamma.core.position.impl.NonVersionedRedisPositionSourceTest
  • com.opengamma.core.position.impl.SimplePortfolioNode
  • com.opengamma.engine.position.csv.CSVPositionSource
  • com.opengamma.engine.position.csv.CSVPositionSourceTest
  • com.opengamma.engine.target.lazy.LazyComputationTargetResolverTest
  • com.opengamma.engine.target.lazy.LazyResolvedPortfolioNode
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