Package com.opengamma.analytics.financial.interestrate.cash.derivative

Examples of com.opengamma.analytics.financial.interestrate.cash.derivative.DepositCounterpart.accept()

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   */
  public void presentValueMethodVsCalculator() {
    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2011, 12, 12);
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount pvMethod = METHOD_DEPOSIT.presentValue(deposit, PROVIDER_ISSUER);
    final MultipleCurrencyAmount pvCalculator = deposit.accept(PVC, PROVIDER_ISSUER);
    assertEquals("DepositCounterpartDiscountingMethod: present value", pvMethod, pvCalculator);
  }

  @Test
  /**
 
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   */
  public void parSpreadMethodVsCalculator() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final double parSpreadMethod = METHOD_DEPOSIT.parSpread(deposit, PROVIDER_ISSUER);
    final double parSpreadCalculator = deposit.accept(PSMQIDC, PROVIDER_ISSUER);
    assertEquals("DepositDefinition: present value", parSpreadMethod, parSpreadCalculator, TOLERANCE_SPREAD);
  }

  @Test
  /**
 
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   */
  public void parSpreadCurveSensitivityMethodVsCalculator() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MulticurveSensitivity pscsMethod = METHOD_DEPOSIT.parSpreadCurveSensitivity(deposit, PROVIDER_ISSUER);
    final MulticurveSensitivity pscsCalculator = deposit.accept(PSMQCSIDC, PROVIDER_ISSUER);
    AssertSensivityObjects.assertEquals("CashDiscountingProviderMethod: parSpreadCurveSensitivity", pscsMethod, pscsCalculator, TOLERANCE_SPREAD);
  }

  @Test
  /**
 
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   * Tests today payment amount when the present is before the deposit start date.
   */
  public void todayPaymentBeforeStart() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", 0.0, cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

  @Test
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   * Tests today payment amount when the present is on the deposit start date.
   */
  public void todayPaymentOnStart() {
    final ZonedDateTime referenceDate = SPOT_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", -NOTIONAL, cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

  @Test
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   * Tests today payment amount when the present is on the deposit start date.
   */
  public void todayPaymentBetweenStartAndEnd() {
    final ZonedDateTime referenceDate = SPOT_DATE.plusDays(2);
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", 0.0, cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

  @Test
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   * Tests today payment amount when the present is on the deposit end date.
   */
  public void todayPaymentOnEnd() {
    final ZonedDateTime referenceDate = END_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", NOTIONAL + deposit.getInterestAmount(), cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

}
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