/**
* Copyright (C) 2014 - 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 java.math.BigDecimal;
import org.testng.annotations.Test;
import org.threeten.bp.LocalDate;
import org.threeten.bp.OffsetTime;
import com.opengamma.core.position.Counterparty;
import com.opengamma.core.position.Trade;
import com.opengamma.core.position.impl.SimpleCounterparty;
import com.opengamma.core.position.impl.SimpleTrade;
import com.opengamma.financial.security.fra.FRASecurity;
import com.opengamma.id.ExternalId;
import com.opengamma.util.test.TestGroup;
/**
* Unit test for CounterpartyExposureFunction.
*/
@Test(groups = TestGroup.UNIT)
public class CounterpartyExposureFunctionTest {
private static final ExternalId COUNTERPARTY_ID = ExternalId.of(Counterparty.DEFAULT_SCHEME, "TEST");
private static final Counterparty COUNTERPARTY = new SimpleCounterparty(COUNTERPARTY_ID);
private static final ExposureFunction EXPOSURE_FUNCTION = new CounterpartyExposureFunction();
@Test
public void testCounterparty() {
FRASecurity security = ExposureFunctionTestHelper.getFRASecurity();
Trade trade = new SimpleTrade(security, BigDecimal.ONE, COUNTERPARTY, LocalDate.now(), OffsetTime.now());
assertEquals(COUNTERPARTY_ID, EXPOSURE_FUNCTION.getIds(trade).get(0));
}
}