Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity

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    assertEquals(ExternalId.of(SCHEME, "BOND"), ids.get(0));
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_DIGITAL_OPTION"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "BOND_USD"), ids.get(0));
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_DIGITAL_OPTION_USD"), ExternalId.of(SCHEME, "NONDELIVERABLE_FX_DIGITAL_OPTION_EUR"))));
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    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 testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "65465"));
    return security;
  }

  public static NonDeliverableFXDigitalOptionSecurity getNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = new NonDeliverableFXDigitalOptionSecurity(USD, EUR, 12000, 10000, EUR,
        new Expiry(DateUtils.getUTCDate(2014, 1, 1)), DateUtils.getUTCDate(2014, 1, 3), false, false);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "321"));
    return security;
  }
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    final Currency paymentCurrency = currency();
    final Expiry expiry = expiry();
    final ZonedDateTime settlementDate = expiry.getExpiry();
    final boolean isLong = bool();
    final boolean deliverInCallCurrency = bool();
    final NonDeliverableFXDigitalOptionSecurity security = new NonDeliverableFXDigitalOptionSecurity(putCurrency, callCurrency, putAmount, callAmount, paymentCurrency, expiry, settlementDate, isLong,
        deliverInCallCurrency);
    store(security);
    return security;
  }
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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    Currency callCurrency = currencyBeanToCurrency(bean.getCallCurrency());
    Currency paymentCurrency = currencyBeanToCurrency(bean.getPaymentCurrency());
    Expiry expiry = expiryBeanToExpiry(bean.getExpiry());
    ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    boolean deliverInCallCurrency = bean.isDeliverInCallCurrency();
    NonDeliverableFXDigitalOptionSecurity sec = new NonDeliverableFXDigitalOptionSecurity(putCurrency, callCurrency,
                                                                                          bean.getPutAmount(), bean.getCallAmount(),
                                                                                          paymentCurrency, expiry, settlementDate, bean.getIsLong(),
                                                                                          deliverInCallCurrency);
    return sec;
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    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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    assertNull(ids);
  }

  @Test
  public void testNonDeliverableFXDigitalOptionSecurity() {
    final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Related Classes of com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity

  • 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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