Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity

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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    Currency putCurrency = currencyBeanToCurrency(bean.getPutCurrency());
    Currency callCurrency = currencyBeanToCurrency(bean.getCallCurrency());
    Expiry expiry = expiryBeanToExpiry(bean.getExpiry());
    ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    boolean isDeliveryInCallCurrency = bean.getIsDeliveryInCallCurrency();
    NonDeliverableFXOptionSecurity sec =
      new NonDeliverableFXOptionSecurity(putCurrency, callCurrency, bean.getPutAmount(), bean.getCallAmount(), expiry, settlementDate, bean.getIsLong(), exerciseType, isDeliveryInCallCurrency);
    return sec;
  }
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Related Classes of com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity

  • 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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