Package com.opengamma.financial.security.future

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

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          );
        }

        @Override
        public FutureSecurity visitFXFutureType(ForeignExchangeFutureBean bean) {
          final FXFutureSecurity security = new FXFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()), bean
            .getTradingExchange().getName(), bean
            .getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            currencyBeanToCurrency(bean.getNumerator()),
            currencyBeanToCurrency(bean.getDenominator()),
            bean.getCategory().getName());
          security.setMultiplicationFactor(bean.getUnitNumber());
          return security;
        }

        @Override
        public FutureSecurity visitInterestRateFutureType(InterestRateFutureBean bean) {
          return new InterestRateFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
            externalIdBeanToExternalId(bean.getUnderlying()),
            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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    assertEquals(ExternalId.of(SCHEME, "FRA"), ids.get(0));
  }

  @Test
  public void testFXFutureSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "FRA_USD"), ids.get(0));
  }

  @Test
  public void testFXFutureSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FUTURE_EUR"), ExternalId.of(SCHEME, "FUTURE_USD"))));
  }
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  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = security.accept(new SecurityAndCurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FXFUTURE_OPTION_USD"), ExternalId.of(SCHEME, "FXFUTURE_OPTION_EUR"))));
  }
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    assertEquals(fra.getUnderlyingId(), ids.get(0));
  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
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    assertNull(ids);
  }

  @Test
  public void testFXFutureSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }

  @Test
  public void testFXFutureSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }
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  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = security.accept(new CurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9595"));
    return security;
  }

  public static FXFutureSecurity getFXFutureSecurity() {
    final FXFutureSecurity security = new FXFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 12, 1)), TRADING, SETTLEMENT, EUR, 100, USD, EUR, "Currency");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "987"));
    return security;
  }
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    }
    Currency currency = Currency.parse(currencyCode);
    Currency tradingCurrency = Currency.parse(tradingCurrencyCode);
    Currency quotedCurrency = Currency.parse(quotedCurrencyCode);
   
    FXFutureSecurity security = new FXFutureSecurity(expiry, micExchangeCode, micExchangeCode, currency, unitAmount, tradingCurrency, quotedCurrency, category);   
    security.setName(name);
    parseIdentifiers(fieldData, security, FIELD_FUT_FIRST_TRADE_DT, FIELD_LAST_TRADEABLE_DT);
    return security;
  }
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Related Classes of com.opengamma.financial.security.future.FXFutureSecurity

  • com.opengamma.bbg.loader.FXFutureLoader
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunction
  • 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.SecurityAndCurrencyExposureFunction
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
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