Package com.opengamma.financial.analytics.ircurve.strips

Examples of com.opengamma.financial.analytics.ircurve.strips.RateFutureNode.accept()


  @Test
  public void testRateFuture() {
    final RateFutureNode future = new RateFutureNode(1, Tenor.TWO_MONTHS, Tenor.ONE_MONTH, Tenor.ONE_MONTH, ExternalId.of("Test", "Test"),
        ExternalId.of("Test", "Test"), "Test");
    assertEquals(new CurveNodeWithIdentifier(future, ExternalId.of("Test", "Future"), "Market_Value", DataFieldType.OUTRIGHT), future.accept(BUILDER));
  }

  @Test
  public void testSwap() {
    final SwapNode swap = new SwapNode(Tenor.ONE_DAY, Tenor.TWO_MONTHS, ExternalId.of("Test", "Test"), ExternalId.of("Test", "Test"), "Test");
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