Package com.opengamma.financial.security.future

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

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    assertNull(ids);
  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "COMMODITYFUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    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, "Energy"), ids.get(0));
  }

  @Test
  public void testEnergyFutureOptionSecurity() {
    final EnergyFutureSecurity underlying = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Energy"), ids.get(0));
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    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Energy"), ids.get(0));
  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Energy"), ids.get(0));
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    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(SCHEME, "BOND_US"), ids.get(0));
  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  }

  public static EnergyFutureSecurity makeEthanolFuture() {
    Expiry expiry = new Expiry(ZonedDateTime.of(LocalDateTime.of(2010, Month.JUNE, 3, 19, 15),
        ZoneOffset.UTC), ExpiryAccuracy.MIN_HOUR_DAY_MONTH_YEAR);
    EnergyFutureSecurity sec = new EnergyFutureSecurity(expiry, "XCBT", "XCBT", USD, 29000, "Refined Products");
    sec.setName("DENATURED ETHANOL Jun10");
    sec.setUnitNumber(29000.00);
    sec.setUnitName("U.S. Gallons");
    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX6054783-0"));
    identifiers.add(ExternalSchemes.cusipSecurityId("DLM10"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId("DLM10 Comdty"));
    sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    sec.setUniqueId(BloombergSecurityProvider.createUniqueId("IX6054783-0"));
    return sec;
  }
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Related Classes of com.opengamma.financial.security.future.EnergyFutureSecurity$Meta

  • com.opengamma.bbg.loader.EnergyFutureLoader
  • 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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