Examples of com.opengamma.analytics.financial.forex.definition.ForexSwapDefinition.toDerivative()

com.opengamma.analytics.financial.forex.definition.ForexSwapDefinition.toDerivative()
{@inheritDoc}The first curve is the discounting curve for the first currency and the second curve is the discounting curve for the second currency. @deprecated Use the method that does not take yield curve names

   * Tests the parSpread method.
   */
  public void parSpread() {
    final double parSpread = METHOD_FX_SWAP.parSpread((ForexSwap) FX_SWAP, CURVES_FX);
    final ForexSwapDefinition fxSwap0Definition = new ForexSwapDefinition(CUR_1, CUR_2, NEAR_DATE, FAR_DATE, NOMINAL_1, FX_RATE, FORWARD_POINTS + parSpread);
    final ForexSwap fxSwap0 = (ForexSwap) fxSwap0Definition.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final MultipleCurrencyAmount pv0 = METHOD_FX_SWAP.presentValue(fxSwap0, CURVES);
    assertEquals("Forex swap: par spread", 0, FX_MATRIX.convert(pv0, CUR_1).getAmount(), TOLERANCE_PV);
  }


  @Test

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   */
  public void parSpread() {
    final double parSpread = METHOD_FX_SWAP.parSpread(FX_SWAP, MULTICURVES);
    final ForexSwapDefinition fxSwap0Definition = new ForexSwapDefinition(CUR_1, CUR_2, NEAR_DATE, FAR_DATE, NOMINAL_1, MULTICURVES.getFxRate(CUR_1, CUR_2), FORWARD_POINTS
        + parSpread);
    final ForexSwap fxSwap0 = (ForexSwap) fxSwap0Definition.toDerivative(REFERENCE_DATE);
    final MultipleCurrencyAmount pv0 = METHOD_FX_SWAP.presentValue(fxSwap0, MULTICURVES);
    assertEquals("Forex swap: par spread", 0, MULTICURVES.getFxRates().convert(pv0, CUR_1).getAmount(), TOLERANCE_PV);
  }


  @Test

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