Package com.opengamma.financial.security.cds

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

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    assertNull(ids);
  }

  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "DE"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "STANDARD_FIXED_RECOVERY_CDS_DE"), ids.get(0));
  }
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    return bean;
  }

  @Override
  public StandardFixedRecoveryCDSSecurity createSecurity(OperationContext context, StandardFixedRecoveryCDSSecurityBean bean) {
    StandardFixedRecoveryCDSSecurity security = new StandardFixedRecoveryCDSSecurity(
        bean.getBuy(),
        externalIdBeanToExternalId(bean.getProtectionSeller()),
        externalIdBeanToExternalId(bean.getProtectionBuyer()),
        externalIdBeanToExternalId(bean.getReferenceEntity()),
        debtSeniorityBeanToDebtSeniority(bean.getDebtSeniority()),
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Related Classes of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

  • 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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