Examples of com.opengamma.analytics.financial.interestrate.cash.derivative.Cash.accept()

com.opengamma.analytics.financial.interestrate.cash.derivative.Cash.accept()

  public static void parRateDemo(final PrintStream out) {
    final Cash loan = new Cash(ccy, 0.0, t, notional, r, t, yieldCurveName);
    final YieldCurveBundle bundle = getBundle();


    final ParRateCalculator parRateCalculator = ParRateCalculator.getInstance();
    final double parRate = loan.accept(parRateCalculator, bundle);
    out.println(parRate);
  }


  public static void presentValueDemo(final PrintStream out) {
    final Cash loan = new Cash(ccy, 0.0, t, notional, r, t, yieldCurveName);

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  public static void presentValueDemo(final PrintStream out) {
    final Cash loan = new Cash(ccy, 0.0, t, notional, r, t, yieldCurveName);
    final YieldCurveBundle bundle = getBundle();


    final PresentValueCalculator presentValueCalculator = PresentValueCalculator.getInstance();
    final double presentValue = loan.accept(presentValueCalculator, bundle);
    out.println(presentValue);
  }


}

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    for (double i = 1.0; i < 3.0; i += 1) {
      out.format("Yield curve interest rate at %f: %f%n", i, yieldCurve.getInterestRate(i));
      out.format("Yield curve discount factor at %f: %f%n", i, yieldCurve.getDiscountFactor(i));
    }


    final double presentValue = loan.accept(presentValueCalculator, bundle);
    out.format("Present value of loan using this yield curve bundle %f%n", presentValue);


    final double zeroCouponDiscountFactor = yieldCurve.getDiscountFactor(t);
    final double checkCalculation = notional * (zeroCouponDiscountFactor * (1 + r * t) - 1);
    out.format("Manually calculating value of loan gives %f%n", checkCalculation);

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   */
  public void parSpreadMethodVsCalculator() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVES_NAME[0]);
    final double parSpreadMethod = METHOD_DEPOSIT.parSpread(deposit, CURVES);
    final double parSpreadCalculator = deposit.accept(PSC, CURVES);
    assertEquals("DepositDefinition: present value", parSpreadMethod, parSpreadCalculator, TOLERANCE_SPREAD);
  }


  @Test
  /**

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      final DoublesPair pairPv = sensiPvDisc.get(loopnode);
      assertEquals("Sensitivity par spread to curve: Node " + loopnode, nodeTimesExtended[loopnode + 1], pairPv.getFirst(), TOLERANCE_TIME);
      assertEquals("Sensitivity par spread to curve: Node", pairPv.second, result[loopnode], TOLERANCE_PRICE);
    }
    CURVES.replaceCurve(CURVES_NAME[0], curveToBump);
    InterestRateCurveSensitivity prcsCalculator = deposit.accept(PSCSC, CURVES);
    prcsCalculator = prcsCalculator.cleaned(0.0, 1.0E-4);
    AssertSensivityObjects.assertEquals("DepositZero: par rate curve sensitivity", pscsMethod, prcsCalculator, TOLERANCE_SPREAD_DELTA);
  }


  @Test

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   * Tests today payment amount when the present is before the deposit start date.
   */
  public void todayPaymentBeforeStart() {
    final ZonedDateTime referenceDate = TRADE_DATE;
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVES_NAME[0]);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", 0.0, cash.getAmount(deposit.getCurrency()), TOLERANCE_PRICE);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }


  @Test

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   * Tests today payment amount when the present is on the deposit start date.
   */
  public void todayPaymentOnStart() {
    final ZonedDateTime referenceDate = SPOT_DATE;
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVES_NAME[0]);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", -NOTIONAL, cash.getAmount(deposit.getCurrency()), TOLERANCE_PRICE);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }


  @Test

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   * Tests today payment amount when the present is on the deposit start date.
   */
  public void todayPaymentBetweenStartAndEnd() {
    final ZonedDateTime referenceDate = SPOT_DATE.plusDays(2);
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVES_NAME[0]);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", 0.0, cash.getAmount(deposit.getCurrency()), TOLERANCE_PRICE);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }


  @Test

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   * Tests today payment amount when the present is on the deposit end date.
   */
  public void todayPaymentOnEnd() {
    final ZonedDateTime referenceDate = END_DATE;
    final Cash deposit = DEPOSIT_DEFINITION.toDerivative(referenceDate, CURVES_NAME[0]);
    final MultipleCurrencyAmount cash = deposit.accept(TPC);
    assertEquals("DepositDefinition: today payment", NOTIONAL + deposit.getInterestAmount(), cash.getAmount(deposit.getCurrency()), TOLERANCE_PRICE);
    assertEquals("DepositDefinition: today payment", 1, cash.getCurrencyAmounts().length);
  }


}

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    final double t = 7 / 365.0;
    final YieldAndDiscountCurve curve = CURVES.getCurve(FIVE_PC_CURVE_NAME);
    final double df = curve.getDiscountFactor(t);
    double r = 1 / t * (1 / df - 1);
    Cash cash = new Cash(CUR, 0, t, 1, r, t, FIVE_PC_CURVE_NAME);
    Map<String, List<DoublesPair>> sense = cash.accept(PVSC, CURVES);


    assertTrue(sense.containsKey(FIVE_PC_CURVE_NAME));
    assertFalse(sense.containsKey(ZERO_PC_CURVE_NAME));


    List<DoublesPair> temp = sense.get(FIVE_PC_CURVE_NAME);

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