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

Examples of com.opengamma.analytics.financial.interestrate.payments.derivative.CapFloorCMS

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  //TODO test
  @SuppressWarnings("deprecation")
  @Test
  public void testToDerivativeDeprecated() {
    final CapFloorCMS cmsCap = (CapFloorCMS) CMS_CAP_DEFINITION.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final CouponCMS cmsCoupon = (CouponCMS) CMS_COUPON_DEFINITION.toDerivative(REFERENCE_DATE, CURVES_NAME);
    final CapFloorCMS capDirect = CapFloorCMS.from(cmsCoupon, STRIKE, IS_CAP);
    assertEquals(capDirect, cmsCap);
  }
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  }

  //TODO test
  @Test
  public void testToDerivative() {
    final CapFloorCMS cmsCap = (CapFloorCMS) CMS_CAP_DEFINITION.toDerivative(REFERENCE_DATE);
    final CouponCMS cmsCoupon = (CouponCMS) CMS_COUPON_DEFINITION.toDerivative(REFERENCE_DATE);
    final CapFloorCMS capDirect = CapFloorCMS.from(cmsCoupon, STRIKE, IS_CAP);
    assertEquals(capDirect, cmsCap);
  }
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Related Classes of com.opengamma.analytics.financial.interestrate.payments.derivative.CapFloorCMS

  • com.opengamma.analytics.financial.instrument.payment.CapFloorCMSDefinition
  • com.opengamma.analytics.financial.instrument.payment.CapFloorCMSDefinitionTest
  • com.opengamma.analytics.financial.interestrate.payments.method.CapFloorCMSSABRExtrapolationRightReplicationMethodTest
  • com.opengamma.analytics.financial.interestrate.payments.method.CapFloorCMSSABRReplicationMethodTest
  • com.opengamma.analytics.financial.interestrate.payments.method.CapFloorCMSSpreadSABRBinormalMethod
  • com.opengamma.analytics.financial.interestrate.payments.method.CapFloorCMSSpreadSABRBinormalMethodTest
  • com.opengamma.analytics.financial.interestrate.payments.method.CouponCMSGenericMethod
  • com.opengamma.analytics.financial.interestrate.payments.method.CouponCMSSABRReplicationGenericMethod
  • com.opengamma.analytics.financial.interestrate.payments.provider.CapFloorCMSSABRExtrapolationRightReplicationMethodTest
  • com.opengamma.analytics.financial.interestrate.payments.provider.CapFloorCMSSABRReplicationMethodTest
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