Package com.opengamma.financial.security.bond

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

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    assertNull(ids);
  }

  @Test
  public void testGovernmentBondSecurity() {
    final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    @Override
    public PortfolioNode createPortfolioNode() {
      final SimplePortfolioNode node = new SimplePortfolioNode(_name);
      for (int i = 0; i < _securities.length; i++) {
        final BigDecimal n = new BigDecimal(_amounts[i]);
        final GovernmentBondSecurity bond = _securities[i];
        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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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testGovernmentBondSecurity() {
    final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testGovernmentBondSecurity() {
    final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testGovernmentBondSecurity() {
    final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testGovernmentBondSecurity() {
    final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BOND_US"), ids.get(0));
  }
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  //-------------------------------------------------------------------------
  @SuppressWarnings({"rawtypes", "unchecked" })
  @Test
  public void testSearchBonds() {
    BondSecurity target = new GovernmentBondSecurity("US TREASURY N/B", "Government", "US", "Treasury", Currency.USD,
        YieldConventionFactory.INSTANCE.getYieldConvention("US Treasury equivalent"), new Expiry(zdt(2011, 2, 1, 12, 0, 0, 0, ZoneOffset.UTC)), "", 200,
        SimpleFrequencyFactory.INSTANCE.getFrequency(SimpleFrequency.SEMI_ANNUAL_NAME), DayCountFactory.INSTANCE.getDayCount("Actual/Actual"),
        zdt(2011, 2, 1, 12, 0, 0, 0, ZoneOffset.UTC), zdt(2011, 2, 1, 12, 0, 0, 0, ZoneOffset.UTC),
        zdt(2011, 2, 1, 12, 0, 0, 0, ZoneOffset.UTC), 100d, 100000000, 5000, 1000, 100, 100);
    target.setExternalIdBundle(ExternalIdBundle.of(ExternalId.of("A", "B")));
    Collection targetColl = ImmutableList.<Security>of(target);
   
    when(_underlying.getBondsWithIssuerName(eq("US TREASURY N/B"))).thenReturn(targetColl);
   
    Response test = _resource.searchBonds("US TREASURY N/B");
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        final int n = allBonds.size();
        final double[] t = new double[n];
        final double[] ytm = new double[n];
        int i = 0;
        for (final Security security : allBonds) {
          final GovernmentBondSecurity bondSec = (GovernmentBondSecurity) security;
          final Object ytmObject = inputs.getValue(new ValueRequirement(ValueRequirementNames.YTM, ComputationTargetType.SECURITY, security.getUniqueId()));
          if (ytmObject == null) {
            s_logger.warn("Could not get YTM for " + security.getUniqueId());
            continue;
          }
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Related Classes of com.opengamma.financial.security.bond.GovernmentBondSecurity

  • com.opengamma.bbg.loader.BondLoader
  • com.opengamma.examples.simulated.generator.BondPortfolioGeneratorTool$GovernmentBondSecurityGenerator
  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndSettlementExchangeExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndTradingExchangeExposureFunctionTest
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