Package com.opengamma.financial.security.cash

Examples of com.opengamma.financial.security.cash.CashSecurity

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    final ZonedDateTime start = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime maturity = ZonedDateTime.now().plusMonths(6);
    final DayCount dayCount = dayCount();
    final double rate = 0.01;
    final double amount = 100000;
    final CashSecurity security = new CashSecurity(currency, region, start, maturity, dayCount, rate, amount);
    store(security);
    return security;
  }
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    final ZonedDateTime endDate = ScheduleCalculator.getAdjustedDate(startDate, cashConvention.getPeriod(), cashConvention.getBusinessDayConvention(), calendar, cashConvention.isEOMConvention());
    final Double rate = marketValues.getDataPoint(strip.getSecurity());
    if (rate == null) {
      throw new OpenGammaRuntimeException("No market data for " + strip.getSecurity());
    }
    final CashSecurity sec = new CashSecurity(spec.getCurrency(), spec.getRegion(), startDate, endDate, cashConvention.getDayCount(), rate, 1.0d);
    sec.setExternalIdBundle(ExternalIdBundle.of(strip.getSecurity()));
    return sec;
  }
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    assertNull(ids);
  }

  @Test
  public void testCashSecurity() {
    final CashSecurity cash = ExposureFunctionTestHelper.getCashSecurity();
    final List<ExternalId> ids = cash.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testCashSecurity() {
    final CashSecurity cash = ExposureFunctionTestHelper.getCashSecurity();
    final List<ExternalId> ids = cash.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  @Test
  public void testPositionSecurityWithoutObligorIsIgnored() {

    SecurityDocument document = new SecurityDocument();
    CashSecurity security = new CashSecurity(Currency.of("USD"),
                                             ExternalSchemes.financialRegionId("US"),
                                             ZonedDateTime.now(),
                                             ZonedDateTime.now().plusYears(5),
                                             DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                             0.05,
                                             100000);
    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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  @Test
  public void testPositionSecurityWithoutObligorIsIgnored() {

    SecurityDocument document = new SecurityDocument();
    CashSecurity security = new CashSecurity(Currency.of("USD"),
                                             ExternalSchemes.financialRegionId("US"),
                                             ZonedDateTime.now(),
                                             ZonedDateTime.now().plusYears(5),
                                             DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                             0.05,
                                             100000);
    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 dummyId = ExternalSchemes.bloombergTickerSecurityId("USDRC Curncy");
    ExternalIdBundle bundle = ExternalIdBundle.of(dummyId);
    ZonedDateTime maturity = DateUtils.getUTCDate(2011, 10, 1);
    ZonedDateTime start = DateUtils.getUTCDate(2011, 9, 30);
    DayCount dayCount = DayCountFactory.INSTANCE.getDayCount("Actual/365");
    final CashSecurity cash = new CashSecurity(Currency.USD, ExternalSchemes.financialRegionId("US"), start, maturity, dayCount, 0.05, 1);
    cash.setUniqueId(UniqueId.of("TEST", "TEST"));
    cash.setName("1m deposit rate");
    cash.setExternalIdBundle(bundle);
    FixedIncomeStripWithSecurity strip = new FixedIncomeStripWithSecurity(new FixedIncomeStrip(StripInstrumentType.CASH, Tenor.ONE_MONTH, "DEFAULT"), Tenor.ONE_MONTH, maturity, dummyId, cash);
    assertEquals(strip, cycleObject(FixedIncomeStripWithSecurity.class, strip));

    dummyId = ExternalSchemes.bloombergTickerSecurityId("EDZ2 Comdty");
    bundle = ExternalIdBundle.of(dummyId);
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  @Test
  public void testPositionSecurityWithoutObligorIsIgnored() {

    SecurityDocument document = new SecurityDocument();
    CashSecurity security = new CashSecurity(Currency.of("USD"),
                                             ExternalSchemes.financialRegionId("US"),
                                             ZonedDateTime.now(),
                                             ZonedDateTime.now().plusYears(5),
                                             DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                             0.05,
                                             100000);
    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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    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testCashSecurity() {
    final CashSecurity cash = ExposureFunctionTestHelper.getCashSecurity();
    final List<ExternalId> ids = cash.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(cash.getUniqueId().getScheme(), cash.getUniqueId().getValue()), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testCashSecurity() {
    final CashSecurity cash = ExposureFunctionTestHelper.getCashSecurity();
    final List<ExternalId> ids = cash.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  • com.opengamma.financial.aggregation.CdsSeniorityAggregationFunctionTest
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  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
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  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndSettlementExchangeExposureFunctionTest
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