Package com.opengamma.financial.security.swap

Examples of com.opengamma.financial.security.swap.ForwardSwapSecurity.accept()

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  }

  @Test
  public void testForwardFixedFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getPayForwardFixedFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "SWAP"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testForwardFloatFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardFloatFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "SWAP"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testForwardXCcySwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardXCcySwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "SWAP"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testForwardFixedFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getPayForwardFixedFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testForwardFloatFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardFloatFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testForwardXCcySwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardXCcySwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "SWAP_USD"), ExternalId.of(SCHEME, "SWAP_EUR"))));
  }

  @Test
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  }

  @Test
  public void testForwardFixedFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getPayForwardFixedFloatSwapSecurity();
    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 testForwardFloatFloatSwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardFloatFloatSwapSecurity();
    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 testForwardXCcySwapSecurity() {
    final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardXCcySwapSecurity();
    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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  }

  @Test
  public void testForwardFixedFloatSwapSecurity() {
    ForwardSwapSecurity security = ExposureFunctionTestHelper.getPayForwardFixedFloatSwapSecurity();
    List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("3m Euribor"), ids.get(0));
    security = ExposureFunctionTestHelper.getReceiveForwardFixedFloatSwapSecurity();
    ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
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