Examples of InterestRateNotional

com.opengamma.financial.security.swap.InterestRateNotional
A notional that holds the security used as a notional, such as an index or equity.

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

  }


  public static LegacyFixedRecoveryCDSSecurity getLegacyFixedRecoveryCDSSecurity() {
    final LegacyFixedRecoveryCDSSecurity security = new LegacyFixedRecoveryCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), 0.4, true, false, 0.01);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

  }


  public static LegacyRecoveryLockCDSSecurity getLegacyRecoveryLockCDSSecurity() {
    final LegacyRecoveryLockCDSSecurity security = new LegacyRecoveryLockCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), 0.4, true, false, 0.01);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

  }


  public static LegacyVanillaCDSSecurity getLegacyVanillaCDSSecurity() {
    final LegacyVanillaCDSSecurity security = new LegacyVanillaCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), true, false, 0.01);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

  }


  public static StandardFixedRecoveryCDSSecurity getStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = new StandardFixedRecoveryCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), 0.4, true, false, 0.01, new InterestRateNotional(EUR, 1));
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

  }


  public static StandardRecoveryLockCDSSecurity getStandardRecoveryLockCDSSecurity() {
    final StandardRecoveryLockCDSSecurity security = new StandardRecoveryLockCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), 0.4, true, false, 0.01, new InterestRateNotional(EUR, 1));
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

  }


  public static StandardVanillaCDSSecurity getStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = new StandardVanillaCDSSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), ExternalId.of("Test", "C"), DebtSeniority.JRSUBUT2,
        RestructuringClause.CR, DE, DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), StubType.LONG_END, PeriodFrequency.SEMI_ANNUAL, DC, BDC,
        false, false, false, new InterestRateNotional(EUR, 1000), true, false, 0.01, new InterestRateNotional(EUR, 1), 0.02, DateUtils.getUTCDate(2013, 1, 1), false);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

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

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "5417"));
    return security;
  }


  public static SwapSecurity getXCcySwapSecurity() {
    final SwapLeg payLeg = new FloatingInterestRateLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, ExternalSchemes.syntheticSecurityId("3m USD Libor"), FloatingRateType.IBOR);
    final SwapLeg receiveLeg = new FloatingInterestRateLeg(DC, PeriodFrequency.QUARTERLY, DE, BDC, new InterestRateNotional(EUR, 100000), false, ExternalSchemes.syntheticSecurityId("3m Euribor"), FloatingRateType.IBOR);
    final SwapSecurity security = new SwapSecurity(DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), "OG",
        payLeg, receiveLeg);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "311"));
    return security;
  }

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

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "311"));
    return security;
  }


  public static YearOnYearInflationSwapSecurity getPayYoYInflationSwapSecurity() {
    final FixedInflationSwapLeg fixedLeg = new FixedInflationSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, 0.02);
    final InflationIndexSwapLeg indexLeg = new InflationIndexSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), true, ExternalSchemes.syntheticSecurityId("CPI"), 2, 3, InterpolationMethod.MONTH_START_LINEAR);
    final YearOnYearInflationSwapSecurity security = new YearOnYearInflationSwapSecurity(DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), "OG",
        fixedLeg, indexLeg, true, true, Tenor.TEN_YEARS);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "36"));
    return security;
  }

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

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "36"));
    return security;
  }


  public static YearOnYearInflationSwapSecurity getReceiveYoYInflationSwapSecurity() {
    final FixedInflationSwapLeg fixedLeg = new FixedInflationSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, 0.02);
    final InflationIndexSwapLeg indexLeg = new InflationIndexSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, ExternalSchemes.syntheticSecurityId("CPI"), 2, 3, InterpolationMethod.MONTH_START_LINEAR);
    final YearOnYearInflationSwapSecurity security = new YearOnYearInflationSwapSecurity(DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), "OG",
        indexLeg, fixedLeg, true, true, Tenor.TEN_YEARS);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "4562"));
    return security;
  }

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

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "4562"));
    return security;
  }


  public static ZeroCouponInflationSwapSecurity getPayZeroCouponInflationSwapSecurity() {
    final FixedInflationSwapLeg fixedLeg = new FixedInflationSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), false, 0.02);
    final InflationIndexSwapLeg indexLeg = new InflationIndexSwapLeg(DC, PeriodFrequency.QUARTERLY, US, BDC, new InterestRateNotional(USD, 100000), true, ExternalSchemes.syntheticSecurityId("CPI"), 2, 3, InterpolationMethod.MONTH_START_LINEAR);
    final ZeroCouponInflationSwapSecurity security = new ZeroCouponInflationSwapSecurity(DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2013, 1, 1), DateUtils.getUTCDate(2023, 1, 1), "OG",
        fixedLeg, indexLeg);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "684"));
    return security;
  }

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