}

  @Test

  public void testCreditDefaultSwapOptionSecurity() {

    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();

    final RegionExposureFunction exposureFunction = new RegionExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));

    assertEquals(1, ids.size());

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

  }

  }

  @Test

  public void testCreditDefaultSwapOptionSecurity() {

    assertNull(ids);

  }

  @Test

  public void testCreditDefaultSwapOptionSecurity() {

    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();

    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));

    assertNull(ids);

  }

  }

  @Test

  public void testCreditDefaultSwapOptionSecurity() {

    assertEquals(1, ids.size());

  }

  }

  @Test

  public void testCreditDefaultSwapOptionSecurity() {

    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();

    assertEquals(1, ids.size());

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

  }

    //      return null;

    //    }

    final SecuritySource securitySource = OpenGammaCompilationContext.getSecuritySource(context);

    final CreditSecurityToIdentifierVisitor identifierVisitor = new CreditSecurityToIdentifierVisitor(securitySource);

    //TODO need to handle surface data as well

    final ComputationTargetSpecification currencyTarget = ComputationTargetSpecification.of(FinancialSecurityUtils.getCurrency(target.getSecurity()));

    final String yieldCurveName = Iterables.getOnlyElement(yieldCurveNames);

    final String yieldCurveCalculationConfigName = Iterables.getOnlyElement(yieldCurveCalculationConfigNames);

    final String yieldCurveCalculationMethodName = Iterables.getOnlyElement(yieldCurveCalculationMethodNames);

    final ValueRequirement yieldCurveRequirement = YieldCurveFunctionUtils.getCurveRequirement(currencyTarget, yieldCurveName, yieldCurveCalculationConfigName,

        yieldCurveCalculationMethodName);

    //final String hazardRateCurveName = Iterables.getOnlyElement(hazardRateCurveNames);

    final String hazardRateCurveCalculationMethod = Iterables.getOnlyElement(hazardRateCurveCalculationMethodNames);

    final Set<String> creditSpreadCurveShifts = constraints.getValues(PROPERTY_SPREAD_CURVE_SHIFT);

    final Set<String> creditSpreadCurveShiftTypes = constraints.getValues(PROPERTY_SPREAD_CURVE_SHIFT_TYPE);

    final ValueProperties.Builder hazardRateCurveProperties = ValueProperties.builder()

        .with(ValuePropertyNames.CURVE, spreadCurveName)

        .with(ValuePropertyNames.CURVE_CALCULATION_METHOD, hazardRateCurveCalculationMethod)

        .with(PROPERTY_YIELD_CURVE_CALCULATION_CONFIG, yieldCurveCalculationConfigName)

        .with(PROPERTY_YIELD_CURVE_CALCULATION_METHOD, yieldCurveCalculationMethodName)

        .with(PROPERTY_YIELD_CURVE, yieldCurveName);

    final ValueProperties.Builder spreadCurveProperties = ValueProperties.builder()

        .with(CURVE, spreadCurveName);

    if (creditSpreadCurveShifts != null) {

      if (creditSpreadCurveShiftTypes == null || creditSpreadCurveShiftTypes.size() != 1) {

        return null;

      }

      hazardRateCurveProperties.with(PROPERTY_SPREAD_CURVE_SHIFT, creditSpreadCurveShifts).with(PROPERTY_SPREAD_CURVE_SHIFT_TYPE, creditSpreadCurveShiftTypes);

      spreadCurveProperties.with(PROPERTY_SPREAD_CURVE_SHIFT, creditSpreadCurveShifts).with(PROPERTY_SPREAD_CURVE_SHIFT_TYPE, creditSpreadCurveShiftTypes);

    }

    final ValueRequirement creditSpreadCurveRequirement = new ValueRequirement(ValueRequirementNames.CREDIT_SPREAD_CURVE, ComputationTargetSpecification.NULL, spreadCurveProperties.get());

    final ValueRequirement hazardRateCurveRequirement = new ValueRequirement(ValueRequirementNames.HAZARD_RATE_CURVE, target.toSpecification(), hazardRateCurveProperties.get());

    //    final String volatilitySurfaceName = Iterables.getOnlyElement(volatilitySurfaceNames);

    //    final ValueProperties volatilityProperties = ValueProperties.builder()

    //        .with(SURFACE, volatilitySurfaceName)

    //        .get();

    //    final ValueRequirement volSurfaceRequirement = new ValueRequirement(ValueRequirementNames.STANDARD_VOLATILITY_SURFACE_DATA, ComputationTargetSpecification.NULL, volatilityProperties);

    final ValueRequirement recoveryRateRequirement = new ValueRequirement("PX_LAST", ComputationTargetType.PRIMITIVE, recoveryRateIdentifier.getExternalId());

    return Sets.newHashSet(yieldCurveRequirement, creditSpreadCurveRequirement, hazardRateCurveRequirement, recoveryRateRequirement); //, volSurfaceRequirement);

  }

    final RegionSource regionSource = OpenGammaExecutionContext.getRegionSource(executionContext);

    final OrganizationSource organizationSource = OpenGammaExecutionContext.getOrganizationSource(executionContext);

    final SecuritySource securitySource = OpenGammaExecutionContext.getSecuritySource(executionContext);

    final CreditDefaultSwapOptionSecurityConverter converter = new CreditDefaultSwapOptionSecurityConverter(securitySource, holidaySource, regionSource, organizationSource);

    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);

    if (yieldCurveObject == null) {

      throw new OpenGammaRuntimeException("Could not get yield curve");

    }

    final Object spreadCurveObject = inputs.getValue(ValueRequirementNames.CREDIT_SPREAD_CURVE);

  @Override

  public String classifyPosition(final Position position) {

    final Security security = resolveSecurity(position);

    if (security instanceof CreditDefaultSwapOptionSecurity) {

      final Security underlying = _securitySource.getSingle(underlyingId.toBundle());

      return  ((CreditDefaultSwapSecurity) underlying).getDebtSeniority().toString();

    } else if (security instanceof CreditDefaultSwapSecurity) {

      final CreditDefaultSwapSecurity cds = (CreditDefaultSwapSecurity) security;

      return cds.getDebtSeniority().toString();