Examples of com.opengamma.analytics.financial.instrument.cash.DepositCounterpartDefinition.toDerivative()

com.opengamma.analytics.financial.instrument.cash.DepositCounterpartDefinition.toDerivative()
{@inheritDoc} @deprecated Use the method that does not take yield curve names

  public void parSpreadBeforeStart() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final double parSpread = METHOD_DEPOSIT.parSpread(deposit, PROVIDER_ISSUER);
    final DepositCounterpartDefinition deposit0Definition = DepositCounterpartDefinition.fromStart(SPOT_DATE, DEPOSIT_PERIOD, NOTIONAL, RATE + parSpread, GENERATOR, ISSUER_NAME);
    final DepositCounterpart deposit0 = deposit0Definition.toDerivative(referenceDate);
    final MultipleCurrencyAmount pv0 = METHOD_DEPOSIT.presentValue(deposit0, PROVIDER_ISSUER);
    assertEquals("DepositDefinition: present value", 0, pv0.getAmount(EUR), TOLERANCE_PV);
  }


  @Test

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  public void parSpreadOnStart() {
    final ZonedDateTime referenceDate = DEPOSIT_CPTY_DEFINITION.getStartDate();
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final double parSpread = METHOD_DEPOSIT.parSpread(deposit, PROVIDER_ISSUER);
    final DepositCounterpartDefinition deposit0Definition = DepositCounterpartDefinition.fromStart(SPOT_DATE, DEPOSIT_PERIOD, NOTIONAL, RATE + parSpread, GENERATOR, ISSUER_NAME);
    final DepositCounterpart deposit0 = deposit0Definition.toDerivative(referenceDate);
    final MultipleCurrencyAmount pv0 = METHOD_DEPOSIT.presentValue(deposit0, PROVIDER_ISSUER);
    assertEquals("DepositDefinition: present value", 0, pv0.getAmount(EUR), TOLERANCE_PV);
  }


  @Test

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  public void parSpreadAfterStart() {
    final ZonedDateTime referenceDate = ScheduleCalculator.getAdjustedDate(DEPOSIT_CPTY_DEFINITION.getStartDate(), 1, TARGET);
    final DepositCounterpart deposit = DEPOSIT_CPTY_DEFINITION.toDerivative(referenceDate);
    final double parSpread = METHOD_DEPOSIT.parSpread(deposit, PROVIDER_ISSUER); // Spread will be -(1/delta+rate), as there is no initial amount
    final DepositCounterpartDefinition deposit0Definition = DepositCounterpartDefinition.fromStart(SPOT_DATE, DEPOSIT_PERIOD, NOTIONAL, RATE + parSpread, GENERATOR, ISSUER_NAME);
    final DepositCounterpart deposit0 = deposit0Definition.toDerivative(referenceDate);
    final MultipleCurrencyAmount pv0 = METHOD_DEPOSIT.presentValue(deposit0, PROVIDER_ISSUER);
    assertEquals("DepositDefinition: present value", 0, pv0.getAmount(EUR), TOLERANCE_PV);
  }


  @Test

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