Package com.opengamma.financial.security.future

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

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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_BARRIER_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    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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    assertNull(ids);
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Equity"), ids.get(0));
  }
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    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Equity Index"), ids.get(0));
  }

  @Test
  public void testEquityIndexFutureOptionSecurity() {
    final EquityFutureSecurity underlying = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityIndexFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Equity"), ids.get(0));
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    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    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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    assertNull(ids);
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  }

  public static EquityFutureSecurity makeEquityFuture() {
    Expiry expiry = new Expiry(ZonedDateTime.of(LocalDateTime.of(2010, Month.JUNE, 17, 21, 15),
        ZoneOffset.UTC), ExpiryAccuracy.MIN_HOUR_DAY_MONTH_YEAR);
    EquityFutureSecurity sec = new EquityFutureSecurity(expiry, "XCME", "XCME", USD, 250,
        ZonedDateTime.of(LocalDateTime.of(2010, Month.JUNE, 17, 21, 15), ZoneOffset.UTC), ExternalSchemes.bloombergTickerSecurityId("SPX Index"), "Equity");
    sec.setName("S&P 500 FUTURE Jun10");
    sec.setUnderlyingId(ExternalSchemes.bloombergTickerSecurityId("SPX Index"));
    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX6835907-0"));
    identifiers.add(ExternalSchemes.cusipSecurityId("SPM10"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId("SPM10 Index"));
    sec.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    sec.setUniqueId(BloombergSecurityProvider.createUniqueId("IX6835907-0"));
    return sec;
  }
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Related Classes of com.opengamma.financial.security.future.EquityFutureSecurity

  • com.opengamma.bbg.loader.EquityFutureLoader
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.financial.analytics.conversion.EquityOptionsConverter
  • 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
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