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

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

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  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullSwapPayConvention() {
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, SWAP_3M_IBOR_ID, SCHEME);
    node.accept(EMPTY_CONVENTIONS);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullSwapReceiveConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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  public void testNullSwapReceiveConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, SWAP_3M_IBOR_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullIborUnderlyingConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(SWAP_3M_IBOR_ID, SWAP_3M_LIBOR);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, SWAP_3M_IBOR_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullCMSIndexUnderlyingConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(SWAP_INDEX_ID, SWAP_INDEX);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, SWAP_INDEX_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullCMSUnderlyingConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(CMS_SWAP_ID, CMS);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, CMS_SWAP_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullOISUnderlyingConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(OIS_ID, OIS);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, OIS_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullFixedLegConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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  public void testNullFixedLegConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(OIS_ID, OIS);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, OIS_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullCompoundingIborLegConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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        LIBOR_3M_ID, Tenor.THREE_MONTHS, CompoundingType.COMPOUNDING, Tenor.ONE_MONTH, StubType.SHORT_START, 2, false, StubType.LONG_START, true, 1);
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(COMPOUNDING_IBOR_ID, compoundingIbor);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, COMPOUNDING_IBOR_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testWrongUnderlyingCompoundingIborLegConvention() {
    final Map<ExternalId, Convention> map = new HashMap<>();
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(COMPOUNDING_IBOR_ID, COMPOUNDING_IBOR);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, COMPOUNDING_IBOR_ID, SCHEME);
    node.accept(visitor);
  }

  @Test(expectedExceptions = OpenGammaRuntimeException.class)
  public void testNullZeroCouponInflationConvention() {
    final ZeroCouponInflationNode node = new ZeroCouponInflationNode(Tenor.EIGHT_MONTHS, ZERO_COUPON_INFLATION_ID, FIXED_LEG_ID, InflationNodeType.INTERPOLATED, "TEST");
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    final Map<ExternalId, Convention> map = new HashMap<>();
    map.put(FIXED_LEG_ID, FIXED_LEG);
    map.put(ExternalId.of("Test", "Test"), convention);
    final CurveNodeCurrencyVisitor visitor = new CurveNodeCurrencyVisitor(new TestConventionSource(map));
    final SwapNode node = new SwapNode(Tenor.ONE_DAY, Tenor.TEN_YEARS, FIXED_LEG_ID, ExternalId.of("Test", "Test"), SCHEME);
    node.accept(visitor);
  }

  @Test
  public void testCash() {
    final CashNode node = new CashNode(Tenor.ONE_DAY, Tenor.ONE_WEEK, DEPOSIT_1M_ID, SCHEME);
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