Package com.opengamma.financial.security.bond

Examples of com.opengamma.financial.security.bond.CorporateBondSecurity

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  public BondSecurity createSecurity(final OperationContext context, final BondSecurityBean bean) {
    return bean.getBondType().accept(new FinancialSecurityVisitorAdapter<BondSecurity>() {

      @Override
      public BondSecurity visitCorporateBondSecurity(CorporateBondSecurity bond) {
        BondSecurity bondSecurity = new CorporateBondSecurity(bean.getIssuerName(), bean.getIssuerType().getName(), bean.getIssuerDomicile(), bean.getMarket().getName(),
          currencyBeanToCurrency(bean.getCurrency()), yieldConventionBeanToYieldConvention(bean.getYieldConvention()),
          expiryBeanToExpiry(bean.getLastTradeDate()), bean.getCouponType().getName(), bean.getCouponRate(),
          frequencyBeanToFrequency(bean.getCouponFrequency()), dayCountBeanToDayCount(bean.getDayCountConvention()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getInterestAccrualDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getFirstCouponDate()),
          bean.getIssuancePrice(), bean.getTotalAmountIssued(), bean.getMinimumAmount(), bean.getMinimumIncrement(),
          bean.getParAmount(), bean.getRedemptionValue());
        bondSecurity.setBusinessDayConvention(businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()));
        bondSecurity.setAnnouncementDate(zonedDateTimeBeanToDateTimeWithZone(bean.getAnnouncementDate()));
        bondSecurity.setGuaranteeType(bean.getGuaranteeType() != null ? bean.getGuaranteeType().getName() : null);
        return bondSecurity;
      }

      @Override
      public BondSecurity visitGovernmentBondSecurity(GovernmentBondSecurity bond) {
        BondSecurity bondSecurity = new GovernmentBondSecurity(bean.getIssuerName(), bean.getIssuerType().getName(), bean.getIssuerDomicile(),
          bean.getMarket().getName(), currencyBeanToCurrency(bean.getCurrency()),
          yieldConventionBeanToYieldConvention(bean.getYieldConvention()), expiryBeanToExpiry(bean.getLastTradeDate()),
          bean.getCouponType().getName(), bean.getCouponRate(), frequencyBeanToFrequency(bean.getCouponFrequency()),
          dayCountBeanToDayCount(bean.getDayCountConvention()), zonedDateTimeBeanToDateTimeWithZone(bean.getInterestAccrualDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getFirstCouponDate()), bean.getIssuancePrice(), bean.getTotalAmountIssued(),
          bean.getMinimumAmount(), bean.getMinimumIncrement(), bean.getParAmount(), bean.getRedemptionValue());
        bondSecurity.setBusinessDayConvention(businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()));
        bondSecurity.setAnnouncementDate(zonedDateTimeBeanToDateTimeWithZone(bean.getAnnouncementDate()));
        bondSecurity.setGuaranteeType(bean.getGuaranteeType() != null ? bean.getGuaranteeType().getName() : null);
        return bondSecurity;
      }

      @Override
      public BondSecurity visitMunicipalBondSecurity(MunicipalBondSecurity bond) {
        BondSecurity bondSecurity = new MunicipalBondSecurity(bean.getIssuerName(), bean.getIssuerType().getName(), bean.getIssuerDomicile(),
          bean.getMarket().getName(), currencyBeanToCurrency(bean.getCurrency()),
          yieldConventionBeanToYieldConvention(bean.getYieldConvention()), expiryBeanToExpiry(bean.getLastTradeDate()),
          bean.getCouponType().getName(), bean.getCouponRate(), frequencyBeanToFrequency(bean.getCouponFrequency()),
          dayCountBeanToDayCount(bean.getDayCountConvention()), zonedDateTimeBeanToDateTimeWithZone(bean.getInterestAccrualDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getFirstCouponDate()),
          bean.getIssuancePrice(), bean.getTotalAmountIssued(), bean.getMinimumAmount(), bean.getMinimumIncrement(),
          bean.getParAmount(), bean.getRedemptionValue());
        bondSecurity.setBusinessDayConvention(businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()));
        bondSecurity.setAnnouncementDate(zonedDateTimeBeanToDateTimeWithZone(bean.getAnnouncementDate()));
        bondSecurity.setGuaranteeType(bean.getGuaranteeType() != null ? bean.getGuaranteeType().getName() : null);
        return bondSecurity;
      }
     
      @Override
      public BondSecurity visitInflationBondSecurity(InflationBondSecurity bond) {
        BondSecurity bondSecurity = new InflationBondSecurity(bean.getIssuerName(), bean.getIssuerType().getName(), bean.getIssuerDomicile(),
          bean.getMarket().getName(), currencyBeanToCurrency(bean.getCurrency()),
          yieldConventionBeanToYieldConvention(bean.getYieldConvention()), expiryBeanToExpiry(bean.getLastTradeDate()),
          bean.getCouponType().getName(), bean.getCouponRate(), frequencyBeanToFrequency(bean.getCouponFrequency()),
          dayCountBeanToDayCount(bean.getDayCountConvention()), zonedDateTimeBeanToDateTimeWithZone(bean.getInterestAccrualDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate()),
          zonedDateTimeBeanToDateTimeWithZone(bean.getFirstCouponDate()),
          bean.getIssuancePrice(), bean.getTotalAmountIssued(), bean.getMinimumAmount(), bean.getMinimumIncrement(),
          bean.getParAmount(), bean.getRedemptionValue());
        bondSecurity.setBusinessDayConvention(businessDayConventionBeanToBusinessDayConvention(bean.getBusinessDayConvention()));
        bondSecurity.setAnnouncementDate(zonedDateTimeBeanToDateTimeWithZone(bean.getAnnouncementDate()));
        bondSecurity.setGuaranteeType(bean.getGuaranteeType() != null ? bean.getGuaranteeType().getName() : null);
        return bondSecurity;
      }

    });
  }
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    assertEquals(ExternalId.of(SCHEME, "CONTINUOUS_ZERO_DEPOSIT"), ids.get(0));
  }

  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BOND"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "CONTINUOUS_ZERO_DEPOSIT_EUR"), ids.get(0));
  }

  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BOND_USD"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  }


  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "556"));
    return security;
  }

  public static CorporateBondSecurity getCorporateBondSecurity() {
    final CorporateBondSecurity security = new CorporateBondSecurity("OG", "Company", "US", "US", USD, SimpleYieldConvention.TRUE, new Expiry(DateUtils.getUTCDate(2020, 1, 1)),
        "Coupon", 0.01, PeriodFrequency.SEMI_ANNUAL,
        DC, DateUtils.getUTCDate(2010, 1, 1), DateUtils.getUTCDate(2010, 1, 1), DateUtils.getUTCDate(2010, 1, 1), 100., 300, 1, 1, 100, 1);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "94876"));
    return security;
  }
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    final double totalAmountIssued = 1e9;
    final double minimumAmount = 50000;
    final double minimumIncrement = 50000;
    final double parAmount = 50000;
    final double redemptionValue = 100d;
    final CorporateBondSecurity security = new CorporateBondSecurity(issuerName, issuerType, issuerDomicile, market, currency, yieldConvention, lastTradeDate, couponType, couponRate,
          couponFrequency, dayCountConvention, interestAccrualDate, settlementDate, firstCouponDate, issuancePrice, totalAmountIssued, minimumAmount, minimumIncrement, parAmount, redemptionValue);
    store(security);
    return security;
  }
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            redemptionValue);
        ((BondSecurity) bondSecurity).setAnnouncementDate(announcementDate);
        ((BondSecurity) bondSecurity).setGuaranteeType(guaranteeType);
       
      } else {
        bondSecurity = new CorporateBondSecurity(issuerName, issuerType, issuerDomicile, market, currency,
            yieldConvention, maturity, couponType, couponRate,
            couponFrequency, dayCount, interestAccrualDate, settlementDate, firstCouponDate, issuancePrice,
            totalAmountIssued, minimumAmount, minimumIncrement, parAmount,
            redemptionValue);
        ((BondSecurity) bondSecurity).setAnnouncementDate(announcementDate);
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    assertNull(ids);
  }

  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testCorporateBondSecurity() {
    final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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