Package com.opengamma.financial.security.deposit

Examples of com.opengamma.financial.security.deposit.ContinuousZeroDepositSecurity

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    assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR"), ids.get(0));
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CONTINUOUS_ZERO_DEPOSIT"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR_USD"), ids.get(0));
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CONTINUOUS_ZERO_DEPOSIT_EUR"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "123"));
    return security;
  }

  public static ContinuousZeroDepositSecurity getContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = new ContinuousZeroDepositSecurity(EUR, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 2, 1), 0.001, DE);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "556"));
    return security;
  }
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    assertNull(ids);
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertNull(ids);
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "US"), ids.get(0));
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "DE"), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testContinuousZeroDepositSecurity() {
    final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Related Classes of com.opengamma.financial.security.deposit.ContinuousZeroDepositSecurity

  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndSettlementExchangeExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndTradingExchangeExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityTypeExposureFunctionTest
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