Package com.opengamma.financial.security.future

Examples of com.opengamma.financial.security.future.DeliverableSwapFutureSecurity$Meta

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

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION_USD"), ids.get(0));
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE_EUR"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }
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    return security;
  }

  public static DeliverableSwapFutureSecurity getDeliverableSwapFutureSecurity() {
    final UniqueId underlyingId = getPayFixedFloatSwapSecurity().getUniqueId();
    final DeliverableSwapFutureSecurity security = new DeliverableSwapFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 1, 1)), TRADING, SETTLEMENT, EUR, 100, "Swap",
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 10000);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1441"));
    return security;
  }
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    assertNull(ids);
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "DE"), ids.get(0));
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    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 testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    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.future.DeliverableSwapFutureSecurity$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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