Package com.opengamma.financial.security.cds

Examples of com.opengamma.financial.security.cds.LegacyFixedRecoveryCDSSecurity

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    return bean;
  }

  @Override
  public LegacyFixedRecoveryCDSSecurity createSecurity(OperationContext context, LegacyFixedRecoveryCDSSecurityBean bean) {
    LegacyFixedRecoveryCDSSecurity security = new LegacyFixedRecoveryCDSSecurity(
        bean.getBuy(),
        externalIdBeanToExternalId(bean.getProtectionSeller()),
        externalIdBeanToExternalId(bean.getProtectionBuyer()),
        externalIdBeanToExternalId(bean.getReferenceEntity()),
        debtSeniorityBeanToDebtSeniority(bean.getDebtSeniority()),
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    assertEquals(ExternalId.of(SCHEME, "IRFUTURE_OPTION"), ids.get(0));
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "LEGACY_FIXED_RECOVERY_CDS"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "IRFUTURE_OPTION_EUR"), ids.get(0));
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "LEGACY_FIXED_RECOVERY_CDS_EUR"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "867"));
    return security;
  }

  public static LegacyFixedRecoveryCDSSecurity getLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = new LegacyFixedRecoveryCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), 0.4, true, false, 0.01);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }
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    final InterestRateNotional notional = interestRateNotional();
    final double recoveryRate = 0;
    final boolean includeAccruedPremium = bool();
    final boolean protectionStart = bool();
    final double parSpread = 0;
    final LegacyFixedRecoveryCDSSecurity security = new LegacyFixedRecoveryCDSSecurity(isBuy, protectionSeller, protectionBuyer, referenceEntity, debtSeniority, restructuringClause, regionId,
        startDate, effectiveDate, maturityDate, stubType, couponFrequency, dayCount, businessDayConvention, immAdjustMaturityDate, adjustEffectiveDate, adjustMaturityDate, notional, recoveryRate,
        includeAccruedPremium, protectionStart, parSpread);
    store(security);
    return security;
  }
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    assertNull(ids);
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
    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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Related Classes of com.opengamma.financial.security.cds.LegacyFixedRecoveryCDSSecurity

  • 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
  • com.opengamma.financial.analytics.curve.exposure.SecurityExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityTypeExposureFunctionTest
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