Examples of FRASecurity


Examples of com.opengamma.financial.security.fra.FRASecurity

    ExternalId regionId = ExternalId.of("Reg", "123");
    ExternalId underlyingId = ExternalId.of("Und", "321");
    ZonedDateTime startDate = zdt(2012, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
    ZonedDateTime endDate = zdt(2013, 12, 21, 11, 0, 0, 0, ZoneOffset.UTC);
    ZonedDateTime fixingDate = zdt(2013, 12, 20, 11, 0, 0, 0, ZoneOffset.UTC);
    FRASecurity security = new FRASecurity(Currency.AUD, regionId, startDate, endDate, 0.1, 1000, underlyingId, fixingDate);
    assertEquals("FRA", s_defaultMappings.valueFor(TYPE, security));
    assertEquals(Currency.AUD, s_defaultMappings.valueFor(PRODUCT, security));
    assertEquals(1000d, s_defaultMappings.valueFor(QUANTITY, security));
  }
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