Package com.opengamma.financial.security.future

Examples of com.opengamma.financial.security.future.AgricultureFutureSecurity

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public class SecurityAndSettlementExchangeExposureFunctionTest {
  private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityAndSettlementExchangeExposureFunction();

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }
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            bean.getCategory().getName());
        }

        @Override
        public FutureSecurity visitAgricultureFutureType(AgricultureFutureBean bean) {
          final AgricultureFutureSecurity security = new AgricultureFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            bean.getCategory().getName());

          security.setUnitNumber(bean.getUnitNumber());
          if (bean.getUnitName() != null) {
            security.setUnitName(bean.getUnitName().getName());
          }
          return security;
        }

        @Override
        public FutureSecurity visitEnergyFutureType(EnergyFutureBean bean) {
          final EnergyFutureSecurity security = new EnergyFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            bean.getCategory().getName());
          security.setUnitNumber(bean.getUnitNumber());
          if (bean.getUnitName() != null) {
            security.setUnitName(bean.getUnitName().getName());
          }
          security.setUnderlyingId(externalIdBeanToExternalId(bean
            .getUnderlying()));
          return security;
        }

        @Override
        public FutureSecurity visitMetalFutureType(MetalFutureBean bean) {
          final MetalFutureSecurity security = new MetalFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            bean.getCategory().getName());
          security.setUnitNumber(bean.getUnitNumber());
          if (bean.getUnitName() != null) {
            security.setUnitName(bean.getUnitName().getName());
          }
          security.setUnderlyingId(externalIdBeanToExternalId(bean
            .getUnderlying()));
          return security;
        }

        @Override
        public FutureSecurity visitIndexFutureType(IndexFutureBean bean) {
          final IndexFutureSecurity security = new IndexFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            bean.getCategory().getName());
          security.setUnderlyingId(externalIdBeanToExternalId(bean
            .getUnderlying()));
          return security;
        }

        @Override
        public FutureSecurity visitStockFutureType(StockFutureBean bean) {
          final StockFutureSecurity security = new StockFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            bean.getCategory().getName());
          security.setUnderlyingId(externalIdBeanToExternalId(bean
            .getUnderlying()));
          return security;
        }

        @Override
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  private static final ExposureFunction EXPOSURE_FUNCTION = new RegionExposureFunction(SECURITY_SOURCE);
  private static final String SCHEME = "Test";

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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public class SecurityAndTradingExchangeExposureFunctionTest {
  private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityAndTradingExchangeExposureFunction();

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }
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    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Commodity"), ids.get(0));
  }

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Commodity"), ids.get(0));
  }
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public class SecurityExposureFunctionTest {
  private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityExposureFunction();

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }
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    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testAgricultureFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }
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  private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityAndRegionExposureFunction(ExposureFunctionTestHelper.getSecuritySource(null));
  private static final String SCHEME = ExposureFunction.SECURITY_IDENTIFIER;

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testAgricultureFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  }

  public static AgricultureFutureSecurity makeAgricultureFuture() {
    Expiry expiry = new Expiry(ZonedDateTime.of(LocalDateTime.of(2010, Month.JUNE, 23, 21, 30),
        ZoneOffset.UTC), ExpiryAccuracy.MIN_HOUR_DAY_MONTH_YEAR);
    AgricultureFutureSecurity sec = new AgricultureFutureSecurity(expiry, "XMTB", "XMTB", USD, 100, "Wheat");
    sec.setName("WHEAT FUT (ING) Jun10");
    sec.setUnitNumber(100.0);
    sec.setUnitName("tonnes");
    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX8114863-0"));
    identifiers.add(ExternalSchemes.cusipSecurityId("VKM10"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId("VKM10 Comdty"));
    sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    sec.setUniqueId(BloombergSecurityProvider.createUniqueId("IX8114863-0"));
    return sec;
  }
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Related Classes of com.opengamma.financial.security.future.AgricultureFutureSecurity

  • com.opengamma.bbg.loader.AgricultureFutureLoader
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • 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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