Examples of StandardVanillaCDSSecurity

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

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    return bean;
  }

  @Override
  public StandardVanillaCDSSecurity createSecurity(OperationContext context, StandardVanillaCDSSecurityBean bean) {
    StandardVanillaCDSSecurity security = new StandardVanillaCDSSecurity(
        bean.getBuy(),
        externalIdBeanToExternalId(bean.getProtectionSeller()),
        externalIdBeanToExternalId(bean.getProtectionBuyer()),
        externalIdBeanToExternalId(bean.getReferenceEntity()),
        debtSeniorityBeanToDebtSeniority(bean.getDebtSeniority()),
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "STANDARD_VANILLA_CDS"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "STANDARD_VANILLA_CDS_EUR"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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    assertNull(ids);
  }

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1216"));
    return security;
  }

  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.cds.StandardVanillaCDSSecurity

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    final double quotedSpread = 0;
    final InterestRateNotional upfrontAmount = interestRateNotional();
    final double coupon = 0;
    final ZonedDateTime settlementDate = ZonedDateTime.now().plusMonths(7);
    final boolean adjustCashSettlementDate = true;
    final StandardVanillaCDSSecurity security = new StandardVanillaCDSSecurity(isBuy, protectionSeller, protectionBuyer, referenceEntity, debtSeniority, restructuringClause, regionId,
        startDate, effectiveDate, maturityDate, stubType, couponFrequency, dayCount, businessDayConvention, immAdjustMaturityDate, adjustEffectiveDate, adjustMaturityDate, notional,
        includeAccruedPremium, protectionStart, quotedSpread, upfrontAmount, coupon, settlementDate, adjustCashSettlementDate);
    store(security);
    return security;
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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    assertNull(ids);
  }

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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    assertNull(ids);
  }

  @Test
  public void testStandardVanillaCDSSecurity() {
    final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.cds.StandardVanillaCDSSecurity

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    assertEquals(_aggregator.classifyPosition(posn), "FINANCIALS");
  }

  private StandardVanillaCDSSecurity createCdsWithRedCode(String redcode) {
    return new StandardVanillaCDSSecurity(true, ExternalId.of("EXTERNAL_CODE", "ProtBuyer"),
                                                            ExternalId.of("EXTERNAL_CODE" ,"ProtSeller"), ExternalSchemes.markItRedCode(redcode),
                                                            DebtSeniority.SNRFOR, RestructuringClause.MM, ExternalSchemes.financialRegionId("US"),
                                                            createZdt(2013, 3, 20), createZdt(2013, 3, 21), createZdt(2014,3,20), StubType.SHORT_START,
                                                            SimpleFrequency.SEMI_ANNUAL, DayCountFactory.INSTANCE.getDayCount("Actual/360"),
                                                            BusinessDayConventionFactory.INSTANCE.getBusinessDayConvention("Following"),
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