Package com.opengamma.financial.security.swap

Examples of com.opengamma.financial.security.swap.YearOnYearInflationSwapSecurity$Meta

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  }

  public static YearOnYearInflationSwapSecurity getReceiveYoYInflationSwapSecurity() {
    final FixedInflationSwapLeg fixedLeg = new FixedInflationSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, 0.02);
    final InflationIndexSwapLeg indexLeg = new InflationIndexSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, ExternalSchemes.syntheticSecurityId("CPI"), 2, 3, InterpolationMethod.MONTH_START_LINEAR);
    final YearOnYearInflationSwapSecurity security = new YearOnYearInflationSwapSecurity(DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), "OG",
        indexLeg, fixedLeg, true, true, Tenor.TEN_YEARS);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "4562"));
    return security;
  }
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    assertNull(ids);
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    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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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    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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    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "DE"), ExternalId.of(SCHEME, "US"))));
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "US"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "US"), ids.get(0));
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "US"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
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  • com.opengamma.financial.analytics.curve.exposure.SecurityTypeExposureFunctionTest
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