Examples of accept()

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

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      lastMarginPrice = timeSeriesBundle.get(MarketDataRequirementNames.MARKET_VALUE, security.getExternalIdBundle()).getTimeSeries().getLatestValue();
    } catch (final NoSuchElementException e) {
      throw new OpenGammaRuntimeException("Time series for " + security.getExternalIdBundle() + " was empty");
    }
    final ZonedDateTime valuationTime = ZonedDateTime.now(executionContext.getValuationClock());
    final InstrumentDefinitionWithData<?, Double> definition = security.accept(_converter);
    final InstrumentDerivative derivative = definition.toDerivative(valuationTime, lastMarginPrice);

    // 2. Build up the market data bundle
    final SimpleFutureDataBundle market = getFutureDataBundle(security, inputs, timeSeriesBundle, desiredValues.iterator().next());
    final ValueRequirement desiredValue = desiredValues.iterator().next();
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Examples of com.opengamma.financial.security.future.IndexFutureSecurity.accept()

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  }

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

  @Test
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Examples of com.opengamma.financial.security.future.InterestRateFutureSecurity.accept()

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  }

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

  @Test
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Examples of com.opengamma.financial.security.future.MetalFutureSecurity.accept()

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  }

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

  @Test
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Examples of com.opengamma.financial.security.future.StockFutureSecurity.accept()

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  }

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

  @Test
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Examples of com.opengamma.financial.security.fx.FXForwardSecurity.accept()

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  public void otherSecurityType() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    FXForwardSecurity security = new FXForwardSecurity(Currency.GBP, 123, Currency.AUD, 321, ZonedDateTime.now(),
                                                       ExternalId.of("reg", "123"));
    security.accept(visitor);
    assertTrue(security.getExternalIdBundle().isEmpty());
  }
}
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Examples of com.opengamma.financial.security.fx.NonDeliverableFXForwardSecurity.accept()

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  }

  @Test
  public void testNonDeliverableFXForwardSecurity() {
    final NonDeliverableFXForwardSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_FORWARD"), ids.get(0));
  }

  @Test
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Examples of com.opengamma.financial.security.option.BondFutureOptionSecurity.accept()

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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BONDFUTURE_OPTION"), ids.get(0));
  }

  @Test
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Examples of com.opengamma.financial.security.option.CommodityFutureOptionSecurity.accept()

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  }

  @Test
  public void testEnergyFutureOptionSecurity() {
    final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "COMMODITYFUTURE_OPTION"), ids.get(0));
  }

  @Test
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Examples of com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity.accept()

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  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION"), ids.get(0));
  }

  @Test
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