Package com.opengamma.financial.convention

Examples of com.opengamma.financial.convention.CMSLegConvention$Meta


@Test(groups = TestGroup.UNIT)
public class ConventionBuildersTest extends AnalyticsTestBase {

  @Test
  public void testCMSLegConvention() {
    final CMSLegConvention convention = new CMSLegConvention("EUR CMS", ExternalIdBundle.of(InMemoryConventionBundleMaster.simpleNameSecurityId("EUR CMS")),
        ExternalId.of("Test", "EUR 6m Swap Index"), Tenor.SIX_MONTHS, true);
    convention.setUniqueId(UniqueId.of("Test", "123"));
    assertEquals(convention, cycleObject(CMSLegConvention.class, convention));
  }
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      final ExternalIdBundle externalIdBundle = deserializer.fieldValueToObject(ExternalIdBundle.class, message.getByName(EXTERNAL_ID_BUNDLE_FIELD));
      final ExternalId swapIndexConvention = deserializer.fieldValueToObject(ExternalId.class, message.getByName(SWAP_INDEX_ID_FIELD));
      final Tenor paymentTenor = Tenor.of(Period.parse(message.getString(PAYMENT_TENOR_FIELD)));
      final boolean isAdvanceFixing = message.getBoolean(ADVANCE_FIXING_FIELD);
      final UniqueId uniqueId = deserializer.fieldValueToObject(UniqueId.class, message.getByName(UNIQUE_ID_FIELD));
      final CMSLegConvention convention = new CMSLegConvention(name, externalIdBundle, swapIndexConvention, paymentTenor, isAdvanceFixing);
      convention.setUniqueId(uniqueId);
      return convention;
    }
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