Package com.opengamma.financial.security.deposit

Examples of com.opengamma.financial.security.deposit.PeriodicZeroDepositSecurity$Meta

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

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "PERIODIC_ZERO_DEPOSIT"), ids.get(0));
  }
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    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_OPTION_USD"), ExternalId.of(SCHEME, "NONDELIVERABLE_FX_OPTION_EUR"))));
  }

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "PERIODIC_ZERO_DEPOSIT_USD"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    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(), "5654"));
    return security;
  }

  public static PeriodicZeroDepositSecurity getPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = new PeriodicZeroDepositSecurity(USD, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 2, 1), 0.02, 1, US);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "571"));
    return security;
  }
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    final ZonedDateTime startDate = ZonedDateTime.now().minusMonths(6);
    final ZonedDateTime maturityDate = ZonedDateTime.now().plusMonths(6);
    final double rate = 0.02;
    final double compoundingPeriodsPerYear = 12;
    final ExternalId region = region();
    final PeriodicZeroDepositSecurity security = new PeriodicZeroDepositSecurity(currency, startDate, maturityDate, rate, compoundingPeriodsPerYear, region);
    store(security);
    return security;
  }
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    final ZonedDateTime startDate = spec.getCurveDate().atStartOfDay(ZoneOffset.UTC);
    final ZonedDateTime maturityDate = startDate.plus(strip.getMaturity().getPeriod());
    final double rate = marketValues.getDataPoint(id);
    final int compoundingPeriodsPerYear = strip.getStrip().getPeriodsPerYear();
    final ExternalId region = spec.getRegion();
    final PeriodicZeroDepositSecurity deposit = new PeriodicZeroDepositSecurity(currency, startDate, maturityDate, rate, compoundingPeriodsPerYear, region);
    deposit.setExternalIdBundle(ExternalIdBundle.of(id));
    return deposit;
  }
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    assertNull(ids);
  }

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    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 testPeriodicZeroDepositSecurity() {
    final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
    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.deposit.PeriodicZeroDepositSecurity$Meta

  • 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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