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

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

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

  @Test
  /**
 
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   */
  public void presentValueCurveSensitivityMethodVsCalculator() {
    final ZonedDateTime referenceDate = DateUtils.getUTCDate(2011, 12, 12);
    final DepositIbor deposit = DEPOSIT_IBOR_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyMulticurveSensitivity pvcsMethod = METHOD_DEPOSIT.presentValueCurveSensitivity(deposit, PROVIDER_MULTICURVES);
    final MultipleCurrencyMulticurveSensitivity pvcsCalculator = deposit.accept(PVCSC, PROVIDER_MULTICURVES);
    assertEquals("DepositCounterpartDiscountingMethod: present value", pvcsMethod, pvcsCalculator);
  }

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

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

}
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