Examples of StandardFixedRecoveryCDSSecurity

com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertEquals(ExternalId.of(SCHEME, "SIMPLE_ZERO_DEPOSIT"), ids.get(0));
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "STANDARD_FIXED_RECOVERY_CDS"), ids.get(0));
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertEquals(ExternalId.of(SCHEME, "SIMPLE_ZERO_DEPOSIT_USD"), ids.get(0));
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "STANDARD_FIXED_RECOVERY_CDS_EUR"), ids.get(0));
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertNull(ids);
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "571"));
    return security;
  }


  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;
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    final boolean protectionStart = bool();
    final double quotedSpread = 0;
    final InterestRateNotional upfrontAmount = interestRateNotional();
    final double coupon = 0;
    final ZonedDateTime settlementDate = ZonedDateTime.now().plusMonths(7);
    final StandardFixedRecoveryCDSSecurity security = new StandardFixedRecoveryCDSSecurity(isBuy, protectionSeller, protectionBuyer, referenceEntity, debtSeniority, restructuringClause, regionId,
        startDate, effectiveDate, maturityDate, stubType, couponFrequency, dayCount, businessDayConvention, immAdjustMaturityDate, adjustEffectiveDate, adjustMaturityDate, notional, recoveryRate,
        includeAccruedPremium, protectionStart, quotedSpread, upfrontAmount);
    store(security);
    return security;
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertNull(ids);
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertNull(ids);
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

View Full Code Here

Examples of com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity

    assertNull(ids);
  }


  @Test
  public void testStandardFixedRecoveryCDSSecurity() {
    final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

View Full Code Here

0 1

TOP

All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.