Examples of Obligor

com.opengamma.analytics.financial.credit.obligor.definition.Obligor
Class for defining the characteristics of an obligor in a derivative contract In the credit derivative context obligors can be protection buyers, protection sellers or the reference entity More generally an obligor is someone to whom one has counterparty risk
com.opengamma.core.obligor.definition.Obligor
Class for defining the characteristics of an obligor in a derivative contract In the credit derivative context obligors can be protection buyers, protection sellers or the reference entity More generally an obligor is someone to whom one has counterparty risk

Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  // Test for 'null' obligor Fitch credit rating
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullObligorCreditRatingFitchField() {


    new Obligor(obligorTicker, obligorShortName, obligorREDCode, obligorCompositeRating, obligorImpliedRating, obligorCreditRatingMoodys, obligorCreditRatingStandardAndPoors,
        null, obligorHasDefaulted, obligorSector, obligorRegion, obligorCountry);
  }

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  // Test for 'null' obligor sector
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullObligorSectorField() {


    new Obligor(obligorTicker, obligorShortName, obligorREDCode, obligorCompositeRating, obligorImpliedRating, obligorCreditRatingMoodys, obligorCreditRatingStandardAndPoors,
        obligorCreditRatingFitch, obligorHasDefaulted, null, obligorRegion, obligorCountry);
  }

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  // Test for 'null' obligor region
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullObligorRegionField() {


    new Obligor(obligorTicker, obligorShortName, obligorREDCode, obligorCompositeRating, obligorImpliedRating, obligorCreditRatingMoodys, obligorCreditRatingStandardAndPoors,
        obligorCreditRatingFitch, obligorHasDefaulted, obligorSector, null, obligorCountry);
  }

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  // Test for 'null' obligor country
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testNullObligorCountryField() {


    new Obligor(obligorTicker, obligorShortName, obligorREDCode, obligorCompositeRating, obligorImpliedRating, obligorCreditRatingMoodys, obligorCreditRatingStandardAndPoors,
        obligorCreditRatingFitch, obligorHasDefaulted, obligorSector, obligorRegion, null);
  }

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  // Test for 'empty' obligor country
  @Test(expectedExceptions = IllegalArgumentException.class)
  public void testEmptyObligorCountryField() {


    new Obligor(obligorTicker, obligorShortName, obligorREDCode, obligorCompositeRating, obligorImpliedRating, obligorCreditRatingMoodys, obligorCreditRatingStandardAndPoors,
        obligorCreditRatingFitch, obligorHasDefaulted, obligorSector, obligorRegion, "");
  }

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


  @Override
  public CreditDefaultSwapOptionDefinition visitCreditDefaultSwapOptionSecurity(final CreditDefaultSwapOptionSecurity security) {
    ArgumentChecker.notNull(security, "security");
    final BuySellProtection buySellProtection = security.isBuy() ? BuySellProtection.BUY : BuySellProtection.SELL;
    final Obligor protectionBuyer = DUMMY_OBLIGOR_A;
    final Obligor protectionSeller = DUMMY_OBLIGOR_B;
    final Currency currency = security.getCurrency();
    final ZonedDateTime startDate = security.getStartDate();
    final ZonedDateTime maturityDate = security.getMaturityDate();
    final double notional = security.getNotional();
    final double strike = security.getStrike();

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Examples of com.opengamma.analytics.financial.credit.obligor.definition.Obligor


    // Loop over each of the obligors in the pool
    for (int i = 0; i < numberOfObligors; i++) {


      // Build obligor i
      final Obligor obligor = new Obligor(
          obligorTickers[i],
          obligorShortName[i],
          obligorREDCode[i],
          obligorCompositeRating[i],
          obligorImpliedRating[i],

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Examples of com.opengamma.core.obligor.definition.Obligor

      _obligorExtractor = new CdsRedCodeExtractor<>(new CdsObligorExtractor(organizationSource));
    }


    public String extractOrElse(CreditDefaultSwapSecurity cds, String alternative) {


      Obligor obligor = _obligorExtractor.extract(cds);
      return obligor != null ? obligor.getSector().name() : alternative;
    }

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Examples of com.opengamma.core.obligor.definition.Obligor

      };
    }


    public String extractOrElse(CreditDefaultSwapOptionSecurity cdsOption, String alternative) {


      Obligor obligor = _obligorExtractor.extract(cdsOption);
      return obligor != null ? obligor.getSector().name() : alternative;
    }

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Examples of com.opengamma.core.obligor.definition.Obligor

      final CreditRatingFitch fitchCreditRating, 
      final CreditRatingMoodys moodysCreditRating, 
      final CreditRatingStandardAndPoors standardAndPoorsCreditRating, 
      final boolean hasDefaulted) {
    
    setObligor(new Obligor(obligorTicker, 
        obligorShortName, 
        obligorREDCode, 
        compositeRating, 
        impliedRating, 
        moodysCreditRating,

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