Examples of com.opengamma.financial.analytics.ircurve.strips.CurveNode.accept()

Package com.opengamma.financial.analytics.ircurve.strips

Class com.opengamma.financial.analytics.ircurve.strips.CurveNode

Examples of com.opengamma.financial.analytics.ircurve.strips.CurveNode.accept()

com.opengamma.financial.analytics.ircurve.strips.CurveNode.accept()
Accept method for the visitor pattern. @param < T> The return type of the visitor @param visitor The visitor, not null @return The result.

    final SnapshotDataBundle marketValues = new SnapshotDataBundle();
    marketValues.setDataPoint(marketDataId, rate);
    final ZonedDateTime now = DateUtils.getUTCDate(2013, 5, 1);
    final CurveNode cashNode = new CashNode(Tenor.of(Period.ZERO), Tenor.ONE_DAY, DEPOSIT_1D_ID, "Mapper");
    final CurveNodeVisitor<InstrumentDefinition<?>> converter = new CashNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, now);
    final InstrumentDefinition<?> definition = cashNode.accept(converter);
    assertTrue(definition instanceof CashDefinition);
    final CashDefinition cash = (CashDefinition) definition;
    final CashDefinition expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 5, 1), DateUtils.getUTCDate(2013, 5, 2), 1, rate, 1. / 360);
    assertEquals(expectedCash, cash);
  }

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    final SnapshotDataBundle marketValues = new SnapshotDataBundle();
    marketValues.setDataPoint(marketDataId, rate);
    ZonedDateTime now = DateUtils.getUTCDate(2013, 2, 4);
    CurveNode cashNode = new CashNode(Tenor.of(Period.ZERO), Tenor.ONE_MONTH, DEPOSIT_1M_ID, "Mapper");
    CurveNodeVisitor<InstrumentDefinition<?>> converter = new CashNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, now);
    InstrumentDefinition<?> definition = cashNode.accept(converter);
    assertTrue(definition instanceof CashDefinition);
    CashDefinition cash = (CashDefinition) definition;
    CashDefinition expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 2, 6), DateUtils.getUTCDate(2013, 3, 6), 1, rate, 28. / 360);
    assertEquals(expectedCash, cash);
    now = DateUtils.getUTCDate(2013, 5, 2);

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    CashDefinition expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 2, 6), DateUtils.getUTCDate(2013, 3, 6), 1, rate, 28. / 360);
    assertEquals(expectedCash, cash);
    now = DateUtils.getUTCDate(2013, 5, 2);
    converter = new CashNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, now);
    cashNode = new CashNode(Tenor.of(Period.ZERO), Tenor.ONE_MONTH, DEPOSIT_1M_ID, "Mapper");
    definition = cashNode.accept(converter);
    assertTrue(definition instanceof CashDefinition);
    cash = (CashDefinition) definition;
    expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 5, 6), DateUtils.getUTCDate(2013, 6, 6), 1, rate, 31. / 360);
    assertEquals(expectedCash, cash);
    now = DateUtils.getUTCDate(2013, 5, 7);

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    expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 5, 6), DateUtils.getUTCDate(2013, 6, 6), 1, rate, 31. / 360);
    assertEquals(expectedCash, cash);
    now = DateUtils.getUTCDate(2013, 5, 7);
    converter = new CashNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, now);
    cashNode = new CashNode(Tenor.ONE_MONTH, Tenor.THREE_MONTHS, DEPOSIT_1M_ID, "Mapper");
    definition = cashNode.accept(converter);
    assertTrue(definition instanceof CashDefinition);
    cash = (CashDefinition) definition;
    expectedCash = new CashDefinition(Currency.USD, DateUtils.getUTCDate(2013, 6, 10), DateUtils.getUTCDate(2013, 9, 10), 1, rate, 92. / 360);
    assertEquals(expectedCash, cash);
  }

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    final SnapshotDataBundle marketValues = new SnapshotDataBundle();
    marketValues.setDataPoint(marketDataId, rate);
    final ZonedDateTime now = DateUtils.getUTCDate(2013, 2, 4);
    CurveNode iborNode = new CashNode(Tenor.of(Period.ZERO), Tenor.THREE_MONTHS, LIBOR_3M_ID, "Mapper");
    final CurveNodeVisitor<InstrumentDefinition<?>> converter = new CashNodeConverter(CONVENTION_SOURCE, HOLIDAY_SOURCE, REGION_SOURCE, marketValues, marketDataId, now);
    InstrumentDefinition<?> definition = iborNode.accept(converter);
    assertTrue(definition instanceof DepositIborDefinition);
    DepositIborDefinition ibor = (DepositIborDefinition) definition;
    final IborIndex ibor3m = new IborIndex(Currency.USD, Tenor.THREE_MONTHS.getPeriod(), 2, THIRTY_360, MODIFIED_FOLLOWING, false, LIBOR_3M_ID.getValue());
    DepositIborDefinition expectedLibor = new DepositIborDefinition(Currency.USD, DateUtils.getUTCDate(2013, 2, 6), DateUtils.getUTCDate(2013, 5, 6), 1, rate, 90. / 360, ibor3m);
    assertEquals(expectedLibor, ibor);

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    DepositIborDefinition ibor = (DepositIborDefinition) definition;
    final IborIndex ibor3m = new IborIndex(Currency.USD, Tenor.THREE_MONTHS.getPeriod(), 2, THIRTY_360, MODIFIED_FOLLOWING, false, LIBOR_3M_ID.getValue());
    DepositIborDefinition expectedLibor = new DepositIborDefinition(Currency.USD, DateUtils.getUTCDate(2013, 2, 6), DateUtils.getUTCDate(2013, 5, 6), 1, rate, 90. / 360, ibor3m);
    assertEquals(expectedLibor, ibor);
    iborNode = new CashNode(Tenor.of(Period.ZERO), Tenor.SIX_MONTHS, LIBOR_6M_ID, "Mapper");
    definition = iborNode.accept(converter);
    assertTrue(definition instanceof DepositIborDefinition);
    ibor = (DepositIborDefinition) definition;
    final IborIndex ibor6m = new IborIndex(Currency.USD, Tenor.SIX_MONTHS.getPeriod(), 2, ACT_360, MODIFIED_FOLLOWING, false, LIBOR_6M_ID.getValue());
    expectedLibor = new DepositIborDefinition(Currency.USD, DateUtils.getUTCDate(2013, 2, 6), DateUtils.getUTCDate(2013, 8, 6), 1, rate, 181. / 360, ibor6m);
    assertEquals(expectedLibor, ibor);

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