Package com.opengamma.financial.security.capfloor

Examples of com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity.accept()


  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR CMS SPREAD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR CMS SPREAD_EUR"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("USD 10y Swap"), ids.get(0));
    assertEquals(ExternalSchemes.syntheticSecurityId("USD 15y Swap"), ids.get(1));
  }
View Full Code Here

  }

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

  @Test
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  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCapFloorSecurity() {
View Full Code Here

  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCapFloorSecurity() {
View Full Code Here

  }

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

  @Test
View Full Code Here

  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCapFloorSecurity() {
View Full Code Here

  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCapFloorSecurity() {
View Full Code Here

  }

  @Test
  public void testCapFloorCMSSpreadSecurity() {
    final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testCapFloorSecurity() {
View Full Code Here

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