Package com.opengamma.analytics.financial.interestrate.cash.derivative

Examples of com.opengamma.analytics.financial.interestrate.cash.derivative.Cash.accept()

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   * Tests today payment amount when the present is on the deposit start date.
   */
  public void todayPaymentBetweenStartAndEnd() {
    final ZonedDateTime referenceDate = SPOT_DATE.plusDays(2);
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", 0.0, cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

  @Test
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   * Tests today payment amount when the present is on the deposit end date.
   */
  public void todayPaymentOnEnd() {
    final ZonedDateTime referenceDate = END_DATE;
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", NOTIONAL + deposit.getInterestAmount(), cash.getAmount(deposit.getCurrency()), TOLERANCE_PV);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }

}
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    final double t = 7 / 365.0;
    final double tradeTime = 2.0 / 365.0;
    final double yearFrac = 5.0 / 360.0;

    Cash cash = new Cash(CUR, tradeTime, t, 1, 0, yearFrac, FIVE_PC_CURVE_NAME);
    final double rate = cash.accept(PRC, CURVES);
    cash = new Cash(CUR, tradeTime, t, 1, rate, yearFrac, FIVE_PC_CURVE_NAME);
    assertEquals(0.0, cash.accept(PVC, CURVES), 1e-12);
  }

  @Test
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    final double yearFrac = 5.0 / 360.0;

    Cash cash = new Cash(CUR, tradeTime, t, 1, 0, yearFrac, FIVE_PC_CURVE_NAME);
    final double rate = cash.accept(PRC, CURVES);
    cash = new Cash(CUR, tradeTime, t, 1, rate, yearFrac, FIVE_PC_CURVE_NAME);
    assertEquals(0.0, cash.accept(PVC, CURVES), 1e-12);
  }

  @Test
  public void testFRA() {
    final double paymentTime = 0.5;
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