Package com.opengamma.analytics.financial.instrument.swap

Examples of com.opengamma.analytics.financial.instrument.swap.SwapFixedIborDefinition.toDerivative()


    modifiedSwaption = SwaptionPhysicalFixedIbor.from(SWAPTION_LONG_PAYER.getTimeToExpiry(), SWAP_PAYER, SWAPTION_LONG_PAYER.getSettlementTime() - 0.01, IS_LONG);
    assertFalse(SWAPTION_LONG_PAYER.equals(modifiedSwaption));
    modifiedSwaption = SwaptionPhysicalFixedIbor.from(SWAPTION_LONG_PAYER.getTimeToExpiry(), SWAP_PAYER, SWAPTION_LONG_PAYER.getSettlementTime(), !IS_LONG);
    assertFalse(SWAPTION_LONG_PAYER.equals(modifiedSwaption));
    final SwapFixedIborDefinition otherSwapDefinition = SwapFixedIborDefinition.from(SETTLEMENT_DATE, CMS_INDEX, 2 * NOTIONAL, RATE, FIXED_IS_PAYER, CALENDAR);
    final SwapFixedCoupon<Coupon> otherSwap = otherSwapDefinition.toDerivative(REFERENCE_DATE, CURVES_NAME);
    modifiedSwaption = SwaptionPhysicalFixedIbor.from(SWAPTION_LONG_PAYER.getTimeToExpiry(), otherSwap, SWAPTION_LONG_PAYER.getSettlementTime(), IS_LONG);
    assertFalse(SWAPTION_LONG_PAYER.equals(modifiedSwaption));
    assertFalse(SWAPTION_LONG_PAYER.equals(EXPIRY_DATE));
    assertFalse(SWAPTION_LONG_PAYER.equals(null));
  }
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