Examples of FederalFundsFutureSecurity

com.opengamma.analytics.financial.interestrate.future.derivative.FederalFundsFutureSecurity
Description of an Federal Funds Futures.
com.opengamma.financial.security.future.FederalFundsFutureSecurity
A security for Federal funds futures.

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

    }
    ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, id);
    
    ManageableSecurity security;
    if ("FEDL01 Index".equals(id)) {
      security = new FederalFundsFutureSecurity(expiry, micExchangeCode, micExchangeCode, currency, unitAmount, underlyingIdentifier, category);
    } else {
      security = new InterestRateFutureSecurity(expiry, micExchangeCode, micExchangeCode, currency, unitAmount, underlyingIdentifier, category);
    }
    security.setName(name);
    // set identifiers

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

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


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    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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Examples of com.opengamma.financial.security.future.FederalFundsFutureSecurity

    assertNull(ids);
  }


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

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


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_Y"), ids.get(0));
  }

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

    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }

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

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


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(future.getUniqueId().getScheme(), future.getUniqueId().getValue()), ids.get(0));
  }

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

    assertNull(ids);
  }


  @Test
  public void testFederalFundsFutureSecurity() {
    final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

                                                                                                              index, 1, paymentAccrualFactor, "", calendar);
    final FederalFundsFutureTransactionDefinition transactionDefinition = new FederalFundsFutureTransactionDefinition(securityDefinition, 1, _valuationTime, price);
    //return transactionDefinition;


    final Expiry expiry = new Expiry(expiryDate);
    return new FederalFundsFutureSecurity(expiry, "TRADING_EXCHANGE", "SETTLEMENT_EXCHANGE", currency, _amount, _identifier, "CATEGORY");
  }

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