Package com.opengamma.financial.security.fx

Examples of com.opengamma.financial.security.fx.FXForwardSecurity.accept()

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  public void otherSecurityType() {
    SecurityMaster securityMaster = mock(SecurityMaster.class);
    ExternalIdVisitor visitor = new ExternalIdVisitor(securityMaster);
    FXForwardSecurity security = new FXForwardSecurity(Currency.GBP, 123, Currency.AUD, 321, ZonedDateTime.now(),
                                                       ExternalId.of("reg", "123"));
    security.accept(visitor);
    assertTrue(security.getExternalIdBundle().isEmpty());
  }
}
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  }

  @Test
  public void testFXForwardSecurity() {
    final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FX_FORWARD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testFXForwardSecurity() {
    final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_FORWARD_USD"), ExternalId.of(SCHEME, "FX_FORWARD_EUR"))));
  }

  @Test
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  }

  @Test
  public void testFXForwardSecurity() {
    final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testFXOptionSecurity() {
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  }

  @Test
  public void testFXForwardSecurity() {
    final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }

  @Test
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    @Override
    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
      final FXForwardSecurity security = (FXForwardSecurity) target.getPosition().getSecurity();
      final ValueProperties constraints = desiredValue.getConstraints();
      final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      String resultCurrency;
      if (resultCurrencies == null || resultCurrencies.size() != 1) {
        final CurrencyPair baseQuotePair = _currencyPairs.getCurrencyPair(payCurrency, receiveCurrency);
        final Currency baseCurrency = baseQuotePair.getBase();
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    public Set<ValueRequirement> getRequirements(final FunctionCompilationContext context, final ComputationTarget target, final ValueRequirement desiredValue) {
      final FXForwardSecurity security = (FXForwardSecurity) target.getPosition().getSecurity();
      final ValueProperties constraints = desiredValue.getConstraints();
      final Set<String> resultCurrencies = constraints.getValues(CURRENCY);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      String resultCurrency;
      if (resultCurrencies == null || resultCurrencies.size() != 1) {
        final CurrencyPair baseQuotePair = _currencyPairs.getCurrencyPair(payCurrency, receiveCurrency);
        final Currency baseCurrency = baseQuotePair.getBase();
        resultCurrency = baseCurrency.getCode();
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  }

  @Test
  public void testFXForwardSecurity() {
    final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testFXOptionSecurity() {
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      final String payCurveCalculationConfigName = Iterables.getOnlyElement(payCurveCalculationConfigNames);
      final String receiveCurveCalculationConfigName = Iterables.getOnlyElement(receiveCurveCalculationConfigNames);
      final FXForwardSecurity security = (FXForwardSecurity) target.getPosition().getSecurity();
      final String payCurveName = Iterables.getOnlyElement(payCurveNames);
      final String receiveCurveName = Iterables.getOnlyElement(receiveCurveNames);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      final Currency curveCurrency = Currency.parse(Iterables.getOnlyElement(curveCurrencies));
      final String curveName;
      final String curveCalculationConfigName;
      if (curveCurrency.equals(payCurrency)) {
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      final String receiveCurveCalculationConfigName = Iterables.getOnlyElement(receiveCurveCalculationConfigNames);
      final FXForwardSecurity security = (FXForwardSecurity) target.getPosition().getSecurity();
      final String payCurveName = Iterables.getOnlyElement(payCurveNames);
      final String receiveCurveName = Iterables.getOnlyElement(receiveCurveNames);
      final Currency payCurrency = security.accept(ForexVisitors.getPayCurrencyVisitor());
      final Currency receiveCurrency = security.accept(ForexVisitors.getReceiveCurrencyVisitor());
      final Currency curveCurrency = Currency.parse(Iterables.getOnlyElement(curveCurrencies));
      final String curveName;
      final String curveCalculationConfigName;
      if (curveCurrency.equals(payCurrency)) {
        curveName = payCurveName;
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