Package com.opengamma.financial.security.swap

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


  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_USD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_USD"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    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 testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    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 testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("CPI"), ids.get(0));
  }

  @Test
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  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalSchemes.syntheticSecurityId("CPI"), ids.get(0));
  }

  @Test
View Full Code Here

  }

  @Test
  public void testPayYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

  }

  @Test
  public void testReceiveYoYInflationSwapSecurity() {
    final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

  @Test
  public void testPayZeroCouponInflationSwapSecurity() {
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