/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.financial.analytics.curve.exposure;
import static org.testng.AssertJUnit.assertEquals;
import static org.testng.AssertJUnit.assertTrue;
import java.util.Arrays;
import java.util.List;
import org.testng.annotations.Test;
import com.opengamma.core.position.Trade;
import com.opengamma.financial.security.bond.CorporateBondSecurity;
import com.opengamma.financial.security.bond.GovernmentBondSecurity;
import com.opengamma.financial.security.bond.MunicipalBondSecurity;
import com.opengamma.financial.security.capfloor.CapFloorCMSSpreadSecurity;
import com.opengamma.financial.security.capfloor.CapFloorSecurity;
import com.opengamma.financial.security.cash.CashSecurity;
import com.opengamma.financial.security.cashflow.CashFlowSecurity;
import com.opengamma.financial.security.cds.CreditDefaultSwapIndexSecurity;
import com.opengamma.financial.security.cds.LegacyFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.LegacyRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.LegacyVanillaCDSSecurity;
import com.opengamma.financial.security.cds.StandardFixedRecoveryCDSSecurity;
import com.opengamma.financial.security.cds.StandardRecoveryLockCDSSecurity;
import com.opengamma.financial.security.cds.StandardVanillaCDSSecurity;
import com.opengamma.financial.security.deposit.ContinuousZeroDepositSecurity;
import com.opengamma.financial.security.deposit.PeriodicZeroDepositSecurity;
import com.opengamma.financial.security.deposit.SimpleZeroDepositSecurity;
import com.opengamma.financial.security.equity.EquitySecurity;
import com.opengamma.financial.security.equity.EquityVarianceSwapSecurity;
import com.opengamma.financial.security.forward.AgricultureForwardSecurity;
import com.opengamma.financial.security.forward.EnergyForwardSecurity;
import com.opengamma.financial.security.forward.MetalForwardSecurity;
import com.opengamma.financial.security.fra.FRASecurity;
import com.opengamma.financial.security.future.AgricultureFutureSecurity;
import com.opengamma.financial.security.future.BondFutureSecurity;
import com.opengamma.financial.security.future.DeliverableSwapFutureSecurity;
import com.opengamma.financial.security.future.EnergyFutureSecurity;
import com.opengamma.financial.security.future.EquityFutureSecurity;
import com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity;
import com.opengamma.financial.security.future.FXFutureSecurity;
import com.opengamma.financial.security.future.FederalFundsFutureSecurity;
import com.opengamma.financial.security.future.IndexFutureSecurity;
import com.opengamma.financial.security.future.InterestRateFutureSecurity;
import com.opengamma.financial.security.future.MetalFutureSecurity;
import com.opengamma.financial.security.future.StockFutureSecurity;
import com.opengamma.financial.security.fx.FXForwardSecurity;
import com.opengamma.financial.security.fx.FXVolatilitySwapSecurity;
import com.opengamma.financial.security.fx.NonDeliverableFXForwardSecurity;
import com.opengamma.financial.security.option.BondFutureOptionSecurity;
import com.opengamma.financial.security.option.CommodityFutureOptionSecurity;
import com.opengamma.financial.security.option.CreditDefaultSwapOptionSecurity;
import com.opengamma.financial.security.option.EquityBarrierOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexFutureOptionSecurity;
import com.opengamma.financial.security.option.EquityIndexOptionSecurity;
import com.opengamma.financial.security.option.EquityOptionSecurity;
import com.opengamma.financial.security.option.FXBarrierOptionSecurity;
import com.opengamma.financial.security.option.FXDigitalOptionSecurity;
import com.opengamma.financial.security.option.FXOptionSecurity;
import com.opengamma.financial.security.option.FxFutureOptionSecurity;
import com.opengamma.financial.security.option.IRFutureOptionSecurity;
import com.opengamma.financial.security.option.NonDeliverableFXDigitalOptionSecurity;
import com.opengamma.financial.security.option.NonDeliverableFXOptionSecurity;
import com.opengamma.financial.security.option.SwaptionSecurity;
import com.opengamma.financial.security.swap.ForwardSwapSecurity;
import com.opengamma.financial.security.swap.SwapSecurity;
import com.opengamma.financial.security.swap.YearOnYearInflationSwapSecurity;
import com.opengamma.financial.security.swap.ZeroCouponInflationSwapSecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.util.test.TestGroup;
/**
* Test for {@link SecurityAndCurrencyExposureFunction}.
*/
@Test(groups = TestGroup.UNIT)
public class SecurityAndCurrencyExposureFunctionTest {
private static final String SCHEME = ExposureFunction.SECURITY_IDENTIFIER;
private static final ExposureFunction EXPOSURE_FUNCTION = new SecurityAndCurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(null));
@Test
public void testAgriculturalFutureSecurity() {
final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testBondFutureSecurity() {
final BondFutureSecurity future = ExposureFunctionTestHelper.getBondFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_EUR"), ids.get(0));
}
@Test
public void testCashSecurity() {
final CashSecurity cash = ExposureFunctionTestHelper.getCashSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(cash);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CASH_USD"), ids.get(0));
}
@Test
public void testCapFloorCMSSpreadSecurity() {
final CapFloorCMSSpreadSecurity security = ExposureFunctionTestHelper.getCapFloorCMSSpreadSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR CMS SPREAD_EUR"), ids.get(0));
}
@Test
public void testCapFloorSecurity() {
final CapFloorSecurity security = ExposureFunctionTestHelper.getCapFloorSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CAP-FLOOR_USD"), ids.get(0));
}
@Test
public void testContinuousZeroDepositSecurity() {
final ContinuousZeroDepositSecurity security = ExposureFunctionTestHelper.getContinuousZeroDepositSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CONTINUOUS_ZERO_DEPOSIT_EUR"), ids.get(0));
}
@Test
public void testCorporateBondSecurity() {
final CorporateBondSecurity security = ExposureFunctionTestHelper.getCorporateBondSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "BOND_USD"), ids.get(0));
}
@Test
public void testEnergyFutureSecurity() {
final EnergyFutureSecurity future = ExposureFunctionTestHelper.getEnergyFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testEquityFutureSecurity() {
final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testEquityIndexDividendFutureSecurity() {
final EquityIndexDividendFutureSecurity future = ExposureFunctionTestHelper.getEquityIndexDividendFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testFRASecurity() {
final FRASecurity fra = ExposureFunctionTestHelper.getFRASecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(fra);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FRA_USD"), ids.get(0));
}
@Test
public void testFXFutureSecurity() {
final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FUTURE_EUR"), ExternalId.of(SCHEME, "FUTURE_USD"))));
}
@Test
public void testIndexFutureSecurity() {
final IndexFutureSecurity future = ExposureFunctionTestHelper.getIndexFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_EUR"), ids.get(0));
}
@Test
public void testInterestRateFutureSecurity() {
final InterestRateFutureSecurity future = ExposureFunctionTestHelper.getInterestRateFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testFederalFundsFutureSecurity() {
final FederalFundsFutureSecurity future = ExposureFunctionTestHelper.getFederalFundsFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testMetalFutureSecurity() {
final MetalFutureSecurity future = ExposureFunctionTestHelper.getMetalFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testStockFutureSecurity() {
final StockFutureSecurity future = ExposureFunctionTestHelper.getStockFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testAgricultureFutureSecurity() {
final AgricultureFutureSecurity future = ExposureFunctionTestHelper.getAgricultureFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(future);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
}
@Test
public void testBondFutureOptionSecurity() {
final BondFutureOptionSecurity security = ExposureFunctionTestHelper.getBondFutureOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "BONDFUTURE_OPTION_EUR"), ids.get(0));
}
@Test
public void testCashFlowSecurity() {
final CashFlowSecurity security = ExposureFunctionTestHelper.getCashFlowSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CASHFLOW_EUR"), ids.get(0));
}
@Test
public void testEnergyFutureOptionSecurity() {
final CommodityFutureOptionSecurity security = ExposureFunctionTestHelper.getEnergyFutureOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "COMMODITYFUTURE_OPTION_EUR"), ids.get(0));
}
@Test
public void testEquityBarrierOptionSecurity() {
final EquityBarrierOptionSecurity security = ExposureFunctionTestHelper.getEquityBarrierOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_BARRIER_OPTION_EUR"), ids.get(0));
}
@Test
public void testEquitySecurity() {
final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_USD"), ids.get(0));
}
@Test
public void testAgricultureForwardSecurity() {
final AgricultureForwardSecurity security = ExposureFunctionTestHelper.getAgricultureForwardSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "COMMODITY_FORWARD_USD"), ids.get(0));
}
@Test
public void testCreditDefaultSwapIndexSecurity() {
final CreditDefaultSwapIndexSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapIndexSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CDS_INDEX_EUR"), ids.get(0));
}
@Test
public void testCreditDefaultSwapOptionSecurity() {
final CreditDefaultSwapOptionSecurity security = ExposureFunctionTestHelper.getCreditDefaultSwapOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "CREDIT_DEFAULT_SWAP_OPTION_USD"), ids.get(0));
}
@Test
public void testDeliverableSwapSecurity() {
final DeliverableSwapFutureSecurity security = ExposureFunctionTestHelper.getDeliverableSwapFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FUTURE_EUR"), ids.get(0));
}
@Test
public void testEnergyForwardSecurity() {
final EnergyForwardSecurity security = ExposureFunctionTestHelper.getEnergyForwardSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "COMMODITY_FORWARD_USD"), ids.get(0));
}
@Test
public void testEquityIndexDividendFutureOptionSecurity() {
final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_INDEX_DIVIDEND_FUTURE_OPTION_USD"), ids.get(0));
}
@Test
public void testEquityIndexFutureOptionSecurity() {
final EquityIndexFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexFutureOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_INDEX_FUTURE_OPTION_USD"), ids.get(0));
}
@Test
public void testEquityIndexOptionSecurity() {
final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_INDEX_OPTION_EUR"), ids.get(0));
}
@Test
public void testEquityOptionSecurity() {
final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY_OPTION_EUR"), ids.get(0));
}
@Test
public void testEquityVarianceSwapSecurity() {
final EquityVarianceSwapSecurity security = ExposureFunctionTestHelper.getEquityVarianceSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "EQUITY VARIANCE SWAP_USD"), ids.get(0));
}
@Test
public void testFixedFloatSwapSecurity() {
final SwapSecurity security = ExposureFunctionTestHelper.getPayFixedFloatSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
}
@Test
public void testFloatFloatSwapSecurity() {
final SwapSecurity security = ExposureFunctionTestHelper.getFloatFloatSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
}
@Test
public void testForwardFixedFloatSwapSecurity() {
final ForwardSwapSecurity security = ExposureFunctionTestHelper.getPayForwardFixedFloatSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
}
@Test
public void testForwardFloatFloatSwapSecurity() {
final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardFloatFloatSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SWAP_EUR"), ids.get(0));
}
@Test
public void testForwardXCcySwapSecurity() {
final ForwardSwapSecurity security = ExposureFunctionTestHelper.getForwardXCcySwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "SWAP_USD"), ExternalId.of(SCHEME, "SWAP_EUR"))));
}
@Test
public void testFXBarrierOptionSecurity() {
final FXBarrierOptionSecurity security = ExposureFunctionTestHelper.getFXBarrierOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_BARRIER_OPTION_USD"), ExternalId.of(SCHEME, "FX_BARRIER_OPTION_EUR"))));
}
@Test
public void testFXDigitalOptionSecurity() {
final FXDigitalOptionSecurity security = ExposureFunctionTestHelper.getFXDigitalOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_DIGITAL_OPTION_USD"), ExternalId.of(SCHEME, "FX_DIGITAL_OPTION_EUR"))));
}
@Test
public void testFXForwardSecurity() {
final FXForwardSecurity security = ExposureFunctionTestHelper.getFXForwardSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_FORWARD_USD"), ExternalId.of(SCHEME, "FX_FORWARD_EUR"))));
}
@Test
public void testFXFutureOptionSecurity() {
final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = new SecurityAndCurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)).getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FXFUTURE_OPTION_USD"), ExternalId.of(SCHEME, "FXFUTURE_OPTION_EUR"))));
}
@Test
public void testFXOptionSecurity() {
final FXOptionSecurity security = ExposureFunctionTestHelper.getFXOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_OPTION_USD"), ExternalId.of(SCHEME, "FX_OPTION_EUR"))));
}
@Test
public void testFXVolatilitySecurity() {
final FXVolatilitySwapSecurity security = ExposureFunctionTestHelper.getFXVolatilitySwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "FX_VOLATILITY_SWAP_USD"), ids.get(0));
}
@Test
public void testGovernmentBondSecurity() {
final GovernmentBondSecurity security = ExposureFunctionTestHelper.getGovernmentBondSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "BOND_USD"), ids.get(0));
}
@Test
public void testInterestRateFutureOptionSecurity() {
final IRFutureOptionSecurity security = ExposureFunctionTestHelper.getInterestRateFutureOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "IRFUTURE_OPTION_EUR"), ids.get(0));
}
@Test
public void testLegacyFixedRecoveryCDSSecurity() {
final LegacyFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getLegacyFixedRecoveryCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "LEGACY_FIXED_RECOVERY_CDS_EUR"), ids.get(0));
}
@Test
public void testLegacyRecoveryLockCDSSecurity() {
final LegacyRecoveryLockCDSSecurity security = ExposureFunctionTestHelper.getLegacyRecoveryLockCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "LEGACY_RECOVERY_LOCK_CDS_EUR"), ids.get(0));
}
@Test
public void testLegacyVanillaCDSSecurity() {
final LegacyVanillaCDSSecurity security = ExposureFunctionTestHelper.getLegacyVanillaCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "LEGACY_VANILLA_CDS_EUR"), ids.get(0));
}
@Test
public void testMetalForwardSecurity() {
final MetalForwardSecurity security = ExposureFunctionTestHelper.getMetalForwardSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "COMMODITY_FORWARD_USD"), ids.get(0));
}
@Test
public void testMunicipalBondSecurity() {
final MunicipalBondSecurity security = ExposureFunctionTestHelper.getMunicipalBondSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "BOND_USD"), ids.get(0));
}
@Test
public void testNonDeliverableFXDigitalOptionSecurity() {
final NonDeliverableFXDigitalOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXDigitalOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_DIGITAL_OPTION_USD"), ExternalId.of(SCHEME, "NONDELIVERABLE_FX_DIGITAL_OPTION_EUR"))));
}
@Test
public void testNonDeliverableFXForwardSecurity() {
final NonDeliverableFXForwardSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXForwardSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_FORWARD_USD"), ExternalId.of(SCHEME, "NONDELIVERABLE_FX_FORWARD_EUR"))));
}
@Test
public void testNonDeliverableFXOptionSecurity() {
final NonDeliverableFXOptionSecurity security = ExposureFunctionTestHelper.getNonDeliverableFXOptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "NONDELIVERABLE_FX_OPTION_USD"), ExternalId.of(SCHEME, "NONDELIVERABLE_FX_OPTION_EUR"))));
}
@Test
public void testPeriodicZeroDepositSecurity() {
final PeriodicZeroDepositSecurity security = ExposureFunctionTestHelper.getPeriodicZeroDepositSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "PERIODIC_ZERO_DEPOSIT_USD"), ids.get(0));
}
@Test
public void testSimpleZeroDepositSecurity() {
final SimpleZeroDepositSecurity security = ExposureFunctionTestHelper.getSimpleZeroDepositSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SIMPLE_ZERO_DEPOSIT_USD"), ids.get(0));
}
@Test
public void testStandardFixedRecoveryCDSSecurity() {
final StandardFixedRecoveryCDSSecurity security = ExposureFunctionTestHelper.getStandardFixedRecoveryCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "STANDARD_FIXED_RECOVERY_CDS_EUR"), ids.get(0));
}
@Test
public void testStandardRecoveryLockCDSSecurity() {
final StandardRecoveryLockCDSSecurity security = ExposureFunctionTestHelper.getStandardRecoveryLockCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "STANDARD_RECOVERY_LOCK_CDS_EUR"), ids.get(0));
}
@Test
public void testStandardVanillaCDSSecurity() {
final StandardVanillaCDSSecurity security = ExposureFunctionTestHelper.getStandardVanillaCDSSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "STANDARD_VANILLA_CDS_EUR"), ids.get(0));
}
@Test
public void testSwaptionSecurity() {
final SwaptionSecurity security = ExposureFunctionTestHelper.getPaySwaptionSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "SWAPTION_EUR"), ids.get(0));
}
@Test
public void testXCcySwapSecurity() {
final SwapSecurity security = ExposureFunctionTestHelper.getXCcySwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(2, ids.size());
assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "SWAP_USD"), ExternalId.of(SCHEME, "SWAP_EUR"))));
}
@Test
public void testPayYoYInflationSwapSecurity() {
final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_USD"), ids.get(0));
}
@Test
public void testReceiveYoYInflationSwapSecurity() {
final YearOnYearInflationSwapSecurity security = ExposureFunctionTestHelper.getPayYoYInflationSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "YEAR_ON_YEAR_INFLATION_SWAP_USD"), ids.get(0));
}
@Test
public void testPayZeroCouponInflationSwapSecurity() {
final ZeroCouponInflationSwapSecurity security = ExposureFunctionTestHelper.getPayZeroCouponInflationSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "ZERO_COUPON_INFLATION_SWAP_USD"), ids.get(0));
}
@Test
public void testReceiveZeroCouponInflationSwapSecurity() {
final ZeroCouponInflationSwapSecurity security = ExposureFunctionTestHelper.getReceiveZeroCouponInflationSwapSecurity();
Trade trade = ExposureFunctionTestHelper.getTrade(security);
List<ExternalId> ids = EXPOSURE_FUNCTION.getIds(trade);
assertEquals(1, ids.size());
assertEquals(ExternalId.of(SCHEME, "ZERO_COUPON_INFLATION_SWAP_USD"), ids.get(0));
}
}