Package com.opengamma.financial.analytics.ircurve.strips

Examples of com.opengamma.financial.analytics.ircurve.strips.ContinuouslyCompoundedRateNode

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    assertEquals(node, cycleObject(CashNode.class, node));
  }

  @Test
  public void testContinuouslyCompoundedRateNodeBuilder() {
    ContinuouslyCompoundedRateNode node = new ContinuouslyCompoundedRateNode("TEST", Tenor.EIGHT_MONTHS);
    assertEquals(node, cycleObject(ContinuouslyCompoundedRateNode.class, node));
    node = new ContinuouslyCompoundedRateNode("TEST", Tenor.EIGHT_MONTHS, null);
    assertEquals(node, cycleObject(ContinuouslyCompoundedRateNode.class, node));
    node = new ContinuouslyCompoundedRateNode("TEST", Tenor.EIGHT_MONTHS, "Name");
    assertEquals(node, cycleObject(ContinuouslyCompoundedRateNode.class, node));
  }
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    assertEquals(Currency.USD, currencies.iterator().next());
  }

  @Test
  public void testContinuouslyCompoundedRateNode() {
    final ContinuouslyCompoundedRateNode node = new ContinuouslyCompoundedRateNode(SCHEME, Tenor.TWELVE_MONTHS);
    assertNull(node.accept(VISITOR));
  }
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    assertEquals(new CurveNodeWithIdentifier(cash, ExternalId.of("Test", "Cash"), "Cash Data", DataFieldType.OUTRIGHT), cash.accept(BUILDER));
  }

  @Test
  public void testRate() {
    final ContinuouslyCompoundedRateNode rate = new ContinuouslyCompoundedRateNode("Test", Tenor.TWO_MONTHS);
    assertEquals(new CurveNodeWithIdentifier(rate, ExternalId.of("Test", "Rate"), "CC Rate Data", DataFieldType.POINTS), rate.accept(BUILDER));
  }
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      final String curveNodeIdMapperName = message.getString(CURVE_MAPPER_ID_FIELD);
      //TODO should just use Period string for these objects
      final Tenor tenor = deserializer.fieldValueToObject(Tenor.class, message.getByName(TENOR_FIELD));
      if (message.hasField(NAME_FIELD)) {
        final String name = message.getString(NAME_FIELD);
        return new ContinuouslyCompoundedRateNode(curveNodeIdMapperName, tenor, name);
      }
      return new ContinuouslyCompoundedRateNode(curveNodeIdMapperName, tenor);
    }
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Related Classes of com.opengamma.financial.analytics.ircurve.strips.ContinuouslyCompoundedRateNode

  • com.opengamma.financial.analytics.curve.CurveNodeCurrencyVisitorTest
  • com.opengamma.financial.analytics.curve.CurveNodeWithIdentifierBuilderTest
  • com.opengamma.financial.fudgemsg.CurveNodeBuilders$ContinuouslyCompoundedRateNodeBuilder
  • com.opengamma.financial.fudgemsg.CurveNodeBuildersTest
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