Examples of FxFutureOptionSecurity

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

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    assertNull(ids);
  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FXFUTURE_OPTION_X"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.FxFutureOptionSecurity

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  @Test
  public void testFXFutureOptionSecurity() {
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Currency"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.FxFutureOptionSecurity

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    assertNull(ids);
  }

  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = security.accept(new SecurityAndCurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FXFUTURE_OPTION_USD"), ExternalId.of(SCHEME, "FXFUTURE_OPTION_EUR"))));
  }
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Examples of com.opengamma.financial.security.option.FxFutureOptionSecurity

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    double strike = 1.05;
    double pointValue = 1250;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 3, 8));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("JYH3 Curncy");
    final String exchange = "CME";
    final FxFutureOptionSecurity security = new FxFutureOptionSecurity(
        exchange, exchange, expiry, new AmericanExerciseType(), underlyingID, pointValue, USD, strike, optionType);

    Set<ExternalId> identifiers = ImmutableSet.of(
        ExternalSchemes.bloombergBuidSecurityId("IX14844402-0-0D20"),
        ExternalSchemes.bloombergTickerSecurityId("JYH3P 105.0 Curncy"));
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId("IX14844402-0-0D20"));
    security.setName("JYH3P 2013-03-08 P 105.0");
    return security;
  }
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Examples of com.opengamma.financial.security.option.FxFutureOptionSecurity

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      }

      @Override
      public Void visitFxFutureOptionSecurity(FxFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof FxFutureOptionSecurity);
        FxFutureOptionSecurity actual = (FxFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexDividendFutureOptionSecurity(EquityIndexDividendFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexDividendFutureOptionSecurity);
        EquityIndexDividendFutureOptionSecurity actual = (EquityIndexDividendFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexFutureOptionSecurity);
        EquityIndexFutureOptionSecurity actual = (EquityIndexFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
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