Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.BondFutureOptionSecurity.accept()


  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BONDFUTURE_OPTION"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "BONDFUTURE_OPTION_EUR"), ids.get(0));
  }

  @Test
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  public void testBondFutureOptionSecurity() {
    final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

  @Test
  public void testBondFutureSecurity() {
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "BONDFUTURE_OPTION_Y"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testBondFutureSecurity() {
View Full Code Here

  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "BONDFUTURE_OPTION_X"), ids.get(0));
  }

  @Test
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  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureSecurity underlying = ExposureFunctionTestHelper.getBondFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
View Full Code Here

  }

  @Test
  public void testBondFutureOptionSecurity() {
    final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCashFlowSecurity() {
View Full Code Here

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