Package com.opengamma.financial.security.swap

Examples of com.opengamma.financial.security.swap.YearOnYearInflationSwapSecurity

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    assertNull(ids);
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "SWAP_US"), ExternalId.of(SCHEME, "SWAP_DE"))));
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_US"), ids.get(0));
  }
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    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_US"), ids.get(0));
  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_US"), ids.get(0));
  }
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Related Classes of com.opengamma.financial.security.swap.YearOnYearInflationSwapSecurity

  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndSettlementExchangeExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndTradingExchangeExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityTypeExposureFunctionTest
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