Package com.opengamma.financial.security.option

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


  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "IRFUTURE_OPTION"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "IRFUTURE_OPTION_EUR"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  }

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

  @Test
View Full Code Here

  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    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 testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final InterestRateFutureSecurity underlying = ExposureFunctionTestHelper.getInterestRateFutureSecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.CONTRACT_IDENTIFIER, "Financial"), ids.get(0));
  }

  @Test
View Full Code Here

  }

  @Test
  public void testInterestRateFutureOptionSecurity() {
    final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

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