Examples of accept()


Examples of com.opengamma.financial.security.fra.FRASecurity.accept()

  }

  @Test
  public void testFRASecurity() {
    final FRASecurity fra = ExposureFunctionTestHelper.getFRASecurity();
    final List<ExternalId> ids = fra.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FRA"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.AgricultureFutureSecurity.accept()

  private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityTypeExposureFunction();

  @Test
  public void testAgriculturalFutureSecurity() {
    final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.BondFutureSecurity.accept()

  }

  @Test
  public void testBondFutureSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.CommodityFutureSecurity.accept()

    final ZonedDateTime expiry = underlyingSecurity.getExpiry().getExpiry();
    final boolean isCall = (commodityOption.getOptionType().equals(OptionType.CALL));
    final ExerciseDecisionType exerciseType = commodityOption.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    if (underlyingSecurity instanceof AgricultureFutureSecurity) {
      final AgricultureFutureDefinition underlyingDefinition = (AgricultureFutureDefinition) underlyingSecurity.accept(_futureSecurityConverter);
      return new AgricultureFutureOptionDefinition(expiry,
          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
View Full Code Here

Examples of com.opengamma.financial.security.future.DeliverableSwapFutureSecurity.accept()

  }

  @Test
  public void testDeliverableSwapSecurity() {
    final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.EnergyFutureSecurity.accept()

  }

  @Test
  public void testEnergyFutureSecurity() {
    final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.EquityFutureSecurity.accept()

  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity.accept()

  }

  @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));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.FXFutureSecurity.accept()

  }

  @Test
  public void testFXFutureSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
View Full Code Here

Examples of com.opengamma.financial.security.future.FederalFundsFutureSecurity.accept()

  }

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

  @Test
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
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.