Examples of EquityBarrierOptionSecurity

com.opengamma.financial.security.option.EquityBarrierOptionSecurity
A security for equity options with a single barrier.

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

    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }


  @Test
  public void testEquityBarrierOptionSecurity() {
    final EquityBarrierOptionSecurity security = ExposureFunctionTestHelper.getEquityBarrierOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_BARRIER_OPTION_X"), ids.get(0));
  }

View Full Code Here

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


  @Test
  public void testEquityBarrierOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityBarrierOptionSecurity security = ExposureFunctionTestHelper.getEquityBarrierOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

View Full Code Here

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

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


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

View Full Code Here

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

    assertNull(ids);
  }


  @Test
  public void testEquityBarrierOptionSecurity() {
    final EquityBarrierOptionSecurity security = ExposureFunctionTestHelper.getEquityBarrierOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

View Full Code Here

0 1

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.