Package com.opengamma.financial.security.swap

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

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  }

  @Test
  public void testFloatFloatSwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getFloatFloatSwapSecurity();
    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 testXCcySwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getXCcySwapSecurity();
    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 testFixedFloatSwapSecurity() {
    SwapSecurity security = ExposureFunctionTestHelper.getPayFixedFloatSwapSecurity();
    List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("3m Euribor"), ids.get(0));
    security = ExposureFunctionTestHelper.getReceiveFixedFloatSwapSecurity();
    ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
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    SwapSecurity security = ExposureFunctionTestHelper.getPayFixedFloatSwapSecurity();
    List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("3m Euribor"), ids.get(0));
    security = ExposureFunctionTestHelper.getReceiveFixedFloatSwapSecurity();
    ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("3m Euribor"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testFloatFloatSwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getFloatFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalSchemes.syntheticSecurityId("3m Euribor"), ExternalSchemes.syntheticSecurityId("6m Euribor"))));
  }

  @Test
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  }

  @Test
  public void testXCcySwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getXCcySwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalSchemes.syntheticSecurityId("3m Euribor"), ExternalSchemes.syntheticSecurityId("3m USD Libor"))));
  }

  @Test
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    final ExternalId swapIdentifer = security.getUnderlyingSwapId();
    final SwapSecurity underlyingSwapSecurity = (SwapSecurity) _securitySource.getSingle(ExternalIdBundle.of(swapIdentifer)); //TODO see note in InterestRateFutureOptionSecurityConverter
    if (underlyingSwapSecurity == null) {
      throw new OpenGammaRuntimeException("Underlying swap security " + swapIdentifer + " was not found in database");
    }
    final InstrumentDefinition<?> underlyingSwap = underlyingSwapSecurity.accept(_swapConverter);
    if (!(underlyingSwap instanceof SwapFixedIborDefinition)) {
      throw new OpenGammaRuntimeException("Underlying swap was not fixed / ibor float");
    }
    final ZonedDateTime lastTradingDate = security.getExpiry().getExpiry();
    final double notional = security.getNotional();
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  }

  @Test
  public void testFixedFloatSwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getPayFixedFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testFloatFloatSwapSecurity() {
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  }

  @Test
  public void testFloatFloatSwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getFloatFloatSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testForwardFixedFloatSwapSecurity() {
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  }

  @Test
  public void testXCcySwapSecurity() {
    final SwapSecurity security = ExposureFunctionTestHelper.getXCcySwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
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