Package com.opengamma.financial.security.future

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

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          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, "FUTURE"), ids.get(0));
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    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, "FUTURE_USD"), ids.get(0));
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    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 testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

  public static StockFutureSecurity getStockFutureSecurity() {
    final StockFutureSecurity security = new StockFutureSecurity(new Expiry(DateUtils.getUTCDate(2014, 1, 1)), TRADING, SETTLEMENT, USD, 10000, "Equity");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "234"));
    return security;
  }
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    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
    final StockFutureSecurity security = new StockFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, category);
    store(security);
    return security;
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    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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    assertNull(ids);
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }

  @Test
  public void testStockFutureSecurity() {
    final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
    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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Related Classes of com.opengamma.financial.security.future.StockFutureSecurity

  • 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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