Package com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy

Examples of com.opengamma.analytics.financial.credit.creditdefaultswap.definition.legacy.LegacyVanillaCreditDefaultSwapDefinition

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        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD, StandardCDSCoupon._1000bps,
        100, EFFECTIVE_DATE, false);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithSeniority(final DebtSeniority seniority) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        seniority, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithClause(final RestructuringClause clause) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, clause, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithStartDate(final ZonedDateTime startDate) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, startDate, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithMaturityDate(final ZonedDateTime maturityDate) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, maturityDate, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithStubType(final StubType stubType) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, stubType,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithProtectionStart(final boolean protectionStart) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, protectionStart, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, protectionStart, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithNotional(final double notional) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        notional, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        notional, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithRecoveryRate(final double recoveryRate) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, recoveryRate, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }
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        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, recoveryRate, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, PAR_SPREAD);
  }

  public static LegacyVanillaCreditDefaultSwapDefinition getLegacyVanillaDefinitionWithParSpread(final double parSpread) {
    return new LegacyVanillaCreditDefaultSwapDefinition(BUY_SELL_PROTECTION, getObligor1(), getObligor2(), getObligor3(), CURRENCY,
        DEBT_SENIORITY, RESTRUCTURING_CLAUSE, CALENDAR, START_DATE, EFFECTIVE_DATE, MATURITY_DATE, STUB_TYPE,
        COUPON_FREQUENCY, DAY_COUNT, BUSINESS_DAY, IMM_ADJUST_MATURITY_DATE, ADJUST_EFFECTIVE_DATE, ADJUST_MATURITY_DATE,
        NOTIONAL, RECOVERY_RATE, INCLUDE_ACCRUED_PREMIUM, PROTECTION_START, parSpread);
  }
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  // --------------------------------------------------------------------------------------------------------------------------------------------------

  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullBuySellProtectionField() {

    new LegacyVanillaCreditDefaultSwapDefinition(null, protectionBuyer, protectionSeller, referenceEntity, currency, debtSeniority, restructuringClause, calendar, startDate, effectiveDate,
        maturityDate, stubType, couponFrequency, daycountFractionConvention, businessdayAdjustmentConvention, immAdjustMaturityDate, adjustEffectiveDate,
        adjustMaturityDate, notional, recoveryRate, includeAccruedPremium, protectionStart, parSpread);

  }
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