Examples of EquityIndexDividendFutureSecurity

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

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          return security;
        }

        @Override
        public FutureSecurity visitEquityIndexDividendFutureType(EquityIndexDividendFutureBean bean) {
          final EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    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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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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  }

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(null);
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final List<ExternalId> ids = future.accept(exposureFunction);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "6879"));
    return security;
  }

  public static EquityIndexDividendFutureSecurity getEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 6, 1)), TRADING, SETTLEMENT, USD, 100,
        DateUtils.getUTCDate(2013, 6, 1), ExternalSchemes.syntheticSecurityId("SPX"), "Equity Index");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "123"));
    return security;
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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    if (settle == null) {
      s_logger.info("Invalid settlement date, cannot construct equity dividend future security");
      return null;
    }
    Currency currency = Currency.parse(currencyStr);
    EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(expiry, micExchangeCode, micExchangeCode, currency, unitAmount, settle.getExpiry(), underlying, category);
    security.setName(name);
    // set identifiers
    parseIdentifiers(fieldData, security);
    return security;
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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    String settlementExchange = defn.getSettlementExchange();
    ZonedDateTime settlementDate = defn.getSettlementDate().atStartOfDay(ZoneOffset.UTC);

    switch (defn.getFutureType()) {
      case EQUITY_DIVIDEND_FUTURE:
        return new EquityIndexDividendFutureSecurity(
            expiry,
            exchange,
            settlementExchange,
            currency,
            pointValue,
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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    final Currency currency = currency();
    final double unitAmount = 0;
    final ZonedDateTime settlementDate = expiry.getExpiry();
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final String category = "category";
    final EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, settlementDate, underlyingIdentifier,
          category);
    store(security);
    return security;
  }
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Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity

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

  @Test
  public void testEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
    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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