Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity.accept()


  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION_USD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final RegionExposureFunction exposureFunction = new RegionExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "DE"), ids.get(0));
  }

  @Test
View Full Code Here

  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

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

  }

  @Test
  public void testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    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 testCreditDefaultSwapOptionSecurity() {
    final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
    final StandardVanillaCDSSecurity underlying = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
    final List<ExternalId> ids = security.accept(new SecurityAndRegionExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION_DE"), ids.get(0));
  }

  @Test
View Full Code Here

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