First working commit

First working commit

Formatting clean up

Revert All_tests.xml

Remove extra space

Feedback from code review

First working commit

Revert All_tests.xml

Remove extra space

Feedback from code review

contracts/src/main/kotlin/contracts/IRS.kt

@@ -8,6 +8,15 @@
 
 package contracts
 
+import com.fasterxml.jackson.core.JsonGenerator
+import com.fasterxml.jackson.core.JsonParser
+import com.fasterxml.jackson.databind.DeserializationContext
+import com.fasterxml.jackson.databind.JsonDeserializer
+import com.fasterxml.jackson.databind.JsonSerializer
+import com.fasterxml.jackson.databind.SerializerProvider
+import com.fasterxml.jackson.databind.annotation.JsonDeserialize
+import com.fasterxml.jackson.databind.annotation.JsonSerialize
+import com.fasterxml.jackson.databind.type.SimpleType
 import core.*
 import core.crypto.SecureHash
 import core.node.services.DummyTimestampingAuthority
@@ -15,6 +24,7 @@ import org.apache.commons.jexl3.JexlBuilder
 import org.apache.commons.jexl3.MapContext
 import java.math.BigDecimal
 import java.math.RoundingMode
+import java.security.PublicKey
 import java.time.LocalDate
 import java.util.*
 
@@ -167,8 +177,6 @@ class InterestRateSwap() : Contract {
             val hashLegalDocs: String
     )
 
-    data class Expression(val expr: String)
-
     /**
      * The Calculation data class is "mutable" through out the life of the swap, as in, it's the only thing that contains
      * data that will changed from state to state (Recall that the design insists that everything is immutable, so we actually
@@ -177,7 +185,7 @@ class InterestRateSwap() : Contract {
     data class Calculation(
             val expression: Expression,
             val floatingLegPaymentSchedule: Map<LocalDate, FloatingRatePaymentEvent>,
-            val fixedLegpaymentSchedule: Map<LocalDate, FixedRatePaymentEvent>
+            val fixedLegPaymentSchedule: Map<LocalDate, FixedRatePaymentEvent>
     ) {
         /**
          * Gets the date of the next fixing.
@@ -185,7 +193,7 @@ class InterestRateSwap() : Contract {
          */
         fun nextFixingDate(): LocalDate? {
             return floatingLegPaymentSchedule.
-                    filter { it.value.rate is OracleRetrievableReferenceRate }.// TODO - a better way to determine what fixings remain to be fixed
+                    filter { it.value.rate is ReferenceRate }.// TODO - a better way to determine what fixings remain to be fixed
                     minBy { it.value.fixingDate.toEpochDay() }?.value?.fixingDate
         }
 
@@ -203,7 +211,7 @@ class InterestRateSwap() : Contract {
             val newFloatingLPS = floatingLegPaymentSchedule + (paymentEvent.date to paymentEvent.withNewRate(newRate))
             return Calculation(expression = expression,
                     floatingLegPaymentSchedule = newFloatingLPS,
-                    fixedLegpaymentSchedule = fixedLegpaymentSchedule)
+                    fixedLegPaymentSchedule = fixedLegPaymentSchedule)
         }
 
         fun exportSchedule() {
@@ -297,7 +305,7 @@ class InterestRateSwap() : Contract {
      */
     override fun verify(tx: TransactionForVerification) {
         val command = tx.commands.requireSingleCommand<InterestRateSwap.Commands>()
-        val time = tx.getTimestampBy(DummyTimestampingAuthority.identity)?.midpoint
+        val time = tx.commands.getTimestampByName("Mock Company 0", "Bank of Zurich")?.midpoint
         if (time == null) throw IllegalArgumentException("must be timestamped")
 
         val irs = tx.outStates.filterIsInstance<InterestRateSwap.State>().single()
@@ -306,7 +314,7 @@ class InterestRateSwap() : Contract {
                 requireThat {
                     "There are no in states for an agreement" by tx.inStates.isEmpty()
                     "The fixed rate is non zero" by (irs.fixedLeg.fixedRate != FixedRate(PercentageRatioUnit("0.0")))
-                    "There are events in the fix schedule" by (irs.calculation.fixedLegpaymentSchedule.size > 0)
+                    "There are events in the fix schedule" by (irs.calculation.fixedLegPaymentSchedule.size > 0)
                     "There are events in the float schedule" by (irs.calculation.floatingLegPaymentSchedule.size > 0)
                     // "There are fixes in the schedule" by (irs.calculation.floatingLegPaymentSchedule!!.size > 0)
                     // TODO: shortlist of other tests
@@ -348,8 +356,14 @@ class InterestRateSwap() : Contract {
             val floatingLeg: FloatingLeg,
             val calculation: Calculation,
             val common: Common
-    ) : ContractState {
+    ) : LinearState {
         override val programRef = IRS_PROGRAM_ID
+        override val thread = SecureHash.sha256(common.tradeID)
+        override val ref = common.tradeID
+
+        override fun isRelevant(ourKeys: Set<PublicKey>): Boolean {
+            return (fixedLeg.fixedRatePayer.owningKey in ourKeys) || (floatingLeg.floatingRatePayer.owningKey in ourKeys)
+        }
 
         /**
          * For evaluating arbitrary java on the platform
@@ -408,9 +422,6 @@ class InterestRateSwap() : Contract {
         var floatingLegPaymentSchedule: MutableMap<LocalDate, FloatingRatePaymentEvent> = HashMap()
         periodStartDate = floatingLeg.effectiveDate
 
-        // TODO: Temporary until implemented via Rates Oracle.
-        val telerate = TelerateOracle("3750")
-
         // Now create a schedule for the floating and fixes.
         for (periodEndDate in dates) {
             val paymentEvent = FloatingRatePaymentEvent(
@@ -421,8 +432,7 @@ class InterestRateSwap() : Contract {
                     floatingLeg.dayCountBasisYear,
                     calcFixingDate(periodStartDate, floatingLeg.fixingPeriod, floatingLeg.fixingCalendar),
                     floatingLeg.notional,
-                    // TODO: OracleRetrievableReferenceRate will be replaced via oracle v soon.
+                    ReferenceRate(floatingLeg.indexSource, floatingLeg.indexTenor, floatingLeg.index)
-                    OracleRetrievableReferenceRate(telerate, floatingLeg.indexTenor, floatingLeg.index)
             )
 
             floatingLegPaymentSchedule.put(periodEndDate, paymentEvent)

contracts/src/main/kotlin/contracts/IRSExport.kt

@@ -10,6 +10,6 @@ package contracts
 
 fun InterestRateSwap.State.exportIRSToCSV() : String =
      "Fixed Leg\n" + FixedRatePaymentEvent.CSVHeader + "\n" +
-            this.calculation.fixedLegpaymentSchedule.toSortedMap().values.map{ it.asCSV() }.joinToString("\n") + "\n" +
+            this.calculation.fixedLegPaymentSchedule.toSortedMap().values.map{ it.asCSV() }.joinToString("\n") + "\n" +
     "Floating Leg\n" + FloatingRatePaymentEvent.CSVHeader + "\n" +
             this.calculation.floatingLegPaymentSchedule.toSortedMap().values.map{ it.asCSV() }.joinToString("\n") + "\n"

contracts/src/main/kotlin/contracts/IRSUtils.kt

@@ -1,5 +1,13 @@
 package contracts
 
+import com.fasterxml.jackson.core.JsonParseException
+import com.fasterxml.jackson.core.JsonParser
+import com.fasterxml.jackson.databind.DeserializationContext
+import com.fasterxml.jackson.databind.JsonDeserializer
+import com.fasterxml.jackson.databind.annotation.JsonDeserialize
+import com.fasterxml.jackson.databind.annotation.JsonSerialize
+import com.fasterxml.jackson.databind.ser.std.ToStringSerializer
+import com.fasterxml.jackson.databind.type.SimpleType
 import core.Amount
 import core.Tenor
 import java.math.BigDecimal
@@ -50,43 +58,7 @@ open class FloatingRate: Rate(null)
  * So a reference rate is a rate that takes its value from a source at a given date
  * e.g. LIBOR 6M as of 17 March 2016. Hence it requires a source (name) and a value date in the getAsOf(..) method.
  */
-abstract class ReferenceRate(val name: String): FloatingRate() {
+class ReferenceRate(val oracle: String, val tenor: Tenor, val name: String) : FloatingRate() {
-    abstract fun getAsOf(date: LocalDate?) : RatioUnit
-}
-
-/**
- * A concrete implementation of the above for testing purposes
- */
-open class TestReferenceRate(val testrate: String) : ReferenceRate(testrate) {
-    override fun getAsOf(date: LocalDate?) : RatioUnit {
-        return testrate.percent
-    }
-}
-
-/**
- * This represents a source of data.
- */
-abstract class Oracle() { abstract fun retrieve(tenor: Tenor, date: LocalDate) : RatioUnit  }
-
-class ReutersOracle() : Oracle() {
-    override fun retrieve(tenor: Tenor, date: LocalDate): RatioUnit {
-        TODO("Reuters Oracle retrieval")
-    }
-}
-
-class TelerateOracle(page: String) : Oracle() {
-    override fun retrieve(tenor: Tenor, date: LocalDate): RatioUnit {
-        TODO("Telerate Oracle retrieval")
-    }
-}
-
-/**
- * A Reference rate that is retrieved via an Oracle.
- */
-open class OracleRetrievableReferenceRate(val oracle: Oracle, val tenor: Tenor, referenceRate: String) : ReferenceRate(referenceRate) {
-    override fun getAsOf(date: LocalDate?): RatioUnit {
-        return oracle.retrieve(tenor,date!!)
-    }
     override fun toString(): String = "$name - $tenor"
 }
 

core/build.gradle

@@ -47,4 +47,7 @@ dependencies {
     // Apache JEXL: An embeddable expression evaluation library.
     // This may be temporary until we experiment with other ways to do on-the-fly contract specialisation via an API.
     compile "org.apache.commons:commons-jexl3:3.0"
+
+    // For JSON
+    compile "com.fasterxml.jackson.core:jackson-databind:2.5.5"
 }

core/src/main/kotlin/core/FinanceTypes.kt

@@ -8,6 +8,14 @@
 
 package core
 
+import com.fasterxml.jackson.core.JsonGenerator
+import com.fasterxml.jackson.core.JsonParser
+import com.fasterxml.jackson.databind.DeserializationContext
+import com.fasterxml.jackson.databind.JsonDeserializer
+import com.fasterxml.jackson.databind.JsonSerializer
+import com.fasterxml.jackson.databind.SerializerProvider
+import com.fasterxml.jackson.databind.annotation.JsonDeserialize
+import com.fasterxml.jackson.databind.annotation.JsonSerialize
 import java.math.BigDecimal
 import java.time.DayOfWeek
 import java.time.LocalDate
@@ -82,7 +90,25 @@ data class FixOf(val name: String, val forDay: LocalDate, val ofTenor: Tenor)
 /** A [Fix] represents a named interest rate, on a given day, for a given duration. It can be embedded in a tx. */
 data class Fix(val of: FixOf, val value: BigDecimal) : CommandData
 
+/**
+ * Represents a textual expression of e.g. a formula
+ *
+ */
+@JsonDeserialize(using = ExpressionDeserializer::class)
+@JsonSerialize(using = ExpressionSerializer::class)
+data class Expression(val expr: String)
 
+object ExpressionSerializer: JsonSerializer<Expression>() {
+    override fun serialize(expr: Expression, generator: JsonGenerator, provider: SerializerProvider) {
+        generator.writeString(expr.expr)
+    }
+}
+
+object ExpressionDeserializer: JsonDeserializer<Expression>() {
+    override fun deserialize(parser: JsonParser, context: DeserializationContext): Expression {
+        return Expression(parser.text)
+    }
+}
 
 /**
  *  Placeholder class for the Tenor datatype - which is a standardised duration of time until maturity */

scripts/example.rates.txt

@@ -4,3 +4,48 @@ LIBOR 2016-03-16 1M = 0.678
 LIBOR 2016-03-16 2M = 0.655
 EURIBOR 2016-03-15 1M = 0.123
 EURIBOR 2016-03-15 2M = 0.111
+
+LIBOR 2016-03-08 3M = 0.01
+LIBOR 2016-06-08 3M = 0.01
+LIBOR 2016-09-08 3M = 0.01
+LIBOR 2016-12-08 3M = 0.01
+LIBOR 2017-03-08 3M = 0.01
+LIBOR 2017-06-08 3M = 0.01
+LIBOR 2017-09-07 3M = 0.01
+LIBOR 2017-12-07 3M = 0.01
+LIBOR 2018-03-08 3M = 0.01
+LIBOR 2018-06-07 3M = 0.01
+LIBOR 2018-09-06 3M = 0.01
+LIBOR 2018-12-06 3M = 0.01
+LIBOR 2019-03-07 3M = 0.01
+LIBOR 2019-06-06 3M = 0.01
+LIBOR 2019-09-06 3M = 0.01
+LIBOR 2019-12-06 3M = 0.01
+LIBOR 2020-03-06 3M = 0.01
+LIBOR 2020-06-08 3M = 0.01
+LIBOR 2020-09-08 3M = 0.01
+LIBOR 2020-12-08 3M = 0.01
+LIBOR 2021-03-08 3M = 0.01
+LIBOR 2021-06-08 3M = 0.01
+LIBOR 2021-09-08 3M = 0.01
+LIBOR 2021-12-08 3M = 0.01
+LIBOR 2022-03-08 3M = 0.01
+LIBOR 2022-06-08 3M = 0.01
+LIBOR 2022-09-08 3M = 0.01
+LIBOR 2022-12-08 3M = 0.01
+LIBOR 2023-03-08 3M = 0.01
+LIBOR 2023-06-08 3M = 0.01
+LIBOR 2023-09-07 3M = 0.01
+LIBOR 2023-12-07 3M = 0.01
+LIBOR 2024-03-07 3M = 0.01
+LIBOR 2024-06-06 3M = 0.01
+LIBOR 2024-09-06 3M = 0.01
+LIBOR 2024-12-06 3M = 0.01
+LIBOR 2025-03-06 3M = 0.01
+LIBOR 2025-06-06 3M = 0.01
+LIBOR 2025-09-08 3M = 0.01
+LIBOR 2025-12-08 3M = 0.01
+LIBOR 2026-03-06 3M = 0.01
+LIBOR 2026-06-08 3M = 0.01
+LIBOR 2026-09-08 3M = 0.01
+LIBOR 2026-12-08 3M = 0.01

src/main/kotlin/api/APIServerImpl.kt

@@ -7,6 +7,7 @@ import core.crypto.SecureHash
 import core.node.AbstractNode
 import core.protocols.ProtocolLogic
 import core.serialization.SerializedBytes
+import core.utilities.ANSIProgressRenderer
 import java.time.LocalDateTime
 import java.util.*
 import kotlin.reflect.KParameter
@@ -87,6 +88,7 @@ class APIServerImpl(val node: AbstractNode): APIServer {
                     }
                     // If we get here then we matched every parameter
                     val protocol = constructor.callBy(params) as ProtocolLogic<*>
+                    ANSIProgressRenderer.progressTracker = protocol.progressTracker
                     val future = node.smm.add("api-call",protocol)
                     return future
                 }

src/main/kotlin/api/ResponseFilter.kt

@@ -0,0 +1,33 @@
+package api
+
+import javax.ws.rs.container.ContainerRequestContext
+import javax.ws.rs.container.ContainerResponseContext
+import javax.ws.rs.container.ContainerResponseFilter
+import javax.ws.rs.ext.Provider
+
+/**
+ * This adds headers needed for cross site scripting on API clients
+ */
+@Provider
+class ResponseFilter: ContainerResponseFilter {
+    override fun filter(requestContext: ContainerRequestContext, responseContext: ContainerResponseContext) {
+        val headers = responseContext.headers
+
+        /**
+         * TODO we need to revisit this for security reasons
+         *
+         * We don't want this scriptable from any web page anywhere, but for demo reasons
+         * we're making this really easy to access pending a proper security approach including
+         * access control and authentication at a network and software level
+         *
+         */
+        headers.add("Access-Control-Allow-Origin","*")
+
+        if(requestContext.method == "OPTIONS") {
+            headers.add("Access-Control-Allow-Headers", "Content-Type,Accept,Origin")
+            headers.add("Access-Control-Allow-Methods", "POST,PUT,GET,OPTIONS")
+        }
+
+    }
+
+}

src/main/kotlin/core/messaging/NetworkMapService.kt

@@ -26,6 +26,7 @@ data class LegallyIdentifiableNode(val address: SingleMessageRecipient, val iden
 */
 interface NetworkMapService {
     val timestampingNodes: List<LegallyIdentifiableNode>
+    val ratesOracleNodes: List<LegallyIdentifiableNode>
     val partyNodes: List<LegallyIdentifiableNode>
 
     fun nodeForPartyName(name: String): LegallyIdentifiableNode? = partyNodes.singleOrNull { it.identity.name == name }
@@ -37,6 +38,7 @@ class MockNetworkMapService : NetworkMapService {
     data class MockAddress(val id: String): SingleMessageRecipient
 
     override val timestampingNodes = Collections.synchronizedList(ArrayList<LegallyIdentifiableNode>())
+    override val ratesOracleNodes = Collections.synchronizedList(ArrayList<LegallyIdentifiableNode>())
     override val partyNodes = Collections.synchronizedList(ArrayList<LegallyIdentifiableNode>())
 
     init {

src/main/kotlin/core/messaging/StateMachineManager.kt

@@ -168,10 +168,11 @@ class StateMachineManager(val serviceHub: ServiceHub, val runInThread: Executor)
     fun <T> add(loggerName: String, logic: ProtocolLogic<T>): ListenableFuture<T> {
         val logger = LoggerFactory.getLogger(loggerName)
         val fiber = ProtocolStateMachine(logic)
+        // Need to add before iterating in case of immediate completion
+        _stateMachines.add(logic)
         iterateStateMachine(fiber, serviceHub.networkService, logger, null, null) {
             it.start()
         }
-        _stateMachines.add(logic)
         totalStartedProtocols.inc()
         return fiber.resultFuture
     }

src/main/kotlin/core/node/AbstractNode.kt

@@ -76,7 +76,8 @@ abstract class AbstractNode(val dir: Path, val configuration: NodeConfiguration,
                 CASH_PROGRAM_ID to Cash::class.java,
                 CP_PROGRAM_ID to CommercialPaper::class.java,
                 CROWDFUND_PROGRAM_ID to CrowdFund::class.java,
-                DUMMY_PROGRAM_ID to DummyContract::class.java
+                DUMMY_PROGRAM_ID to DummyContract::class.java,
+                IRS_PROGRAM_ID to InterestRateSwap::class.java
         )
 
         override fun <T : Contract> get(hash: SecureHash): T {

src/main/kotlin/core/node/Node.kt

@@ -9,6 +9,7 @@
 package core.node
 
 import api.Config
+import api.ResponseFilter
 import com.codahale.metrics.JmxReporter
 import com.google.common.net.HostAndPort
 import core.messaging.LegallyIdentifiableNode
@@ -94,6 +95,7 @@ class Node(dir: Path, val p2pAddr: HostAndPort, configuration: NodeConfiguration
             val resourceConfig = ResourceConfig()
             // Add your API provider classes (annotated for JAX-RS) here
             resourceConfig.register(Config(services))
+            resourceConfig.register(ResponseFilter())
             resourceConfig.register(api)
             // Give the app a slightly better name in JMX rather than a randomly generated one and enable JMX
             resourceConfig.addProperties(mapOf(ServerProperties.APPLICATION_NAME to "node.api",

src/main/kotlin/core/node/services/ArtemisMessagingService.kt

@@ -135,9 +135,9 @@ class ArtemisMessagingService(val directory: Path, val myHostPort: HostAndPort)
         session.createQueue(myHostPort.toString(), "inbound", false)
         inboundConsumer = session.createConsumer("inbound").setMessageHandler { message: ClientMessage ->
             // This code runs for every inbound message.
+            try {
                 if (!message.containsProperty(TOPIC_PROPERTY)) {
                     log.warn("Received message without a ${TOPIC_PROPERTY} property, ignoring")
-                // TODO: Figure out whether we always need to acknowledge messages, even when invalid.
                     return@setMessageHandler
                 }
                 val topic = message.getStringProperty(TOPIC_PROPERTY)
@@ -171,8 +171,10 @@ class ArtemisMessagingService(val directory: Path, val myHostPort: HostAndPort)
                         }
                     }
                 }
+            } finally {
                 message.acknowledge()
             }
+        }
         session.start()
 
         mutex.locked { running = true }

src/main/kotlin/demos/DemoClock.kt

@@ -0,0 +1,34 @@
+package demos
+
+import java.time.*
+import javax.annotation.concurrent.ThreadSafe
+
+/**
+ * A [Clock] that can have the date advanced for use in demos
+ */
+@ThreadSafe
+class DemoClock(private var delegateClock: Clock = Clock.systemUTC()) : Clock() {
+
+    @Synchronized fun updateDate(date: LocalDate): Boolean {
+        val currentDate = LocalDate.now(this)
+        if(currentDate.isBefore(date)) {
+            // It's ok to increment
+            delegateClock = Clock.offset(delegateClock, Duration.between(currentDate.atStartOfDay(),date.atStartOfDay()))
+            return true
+        }
+        return false
+    }
+
+    @Synchronized override fun instant(): Instant {
+        return delegateClock.instant()
+    }
+
+    @Synchronized override fun withZone(zone: ZoneId): Clock {
+        return DemoClock(delegateClock.withZone(zone))
+    }
+
+    @Synchronized override fun getZone(): ZoneId {
+        return delegateClock.zone
+    }
+
+}

src/main/kotlin/protocols/RatesFixProtocol.kt

@@ -50,10 +50,13 @@ open class RatesFixProtocol(protected val tx: TransactionBuilder,
 
     @Suspendable
     override fun call() {
+        progressTracker.currentStep = progressTracker.steps[0]
         val fix = query()
+        progressTracker.currentStep = WORKING
         checkFixIsNearExpected(fix)
         tx.addCommand(fix, oracle.identity.owningKey)
         beforeSigning(fix)
+        progressTracker.currentStep = SIGNING
         tx.addSignatureUnchecked(sign())
     }
 

src/main/kotlin/protocols/TimestampingProtocol.kt

@@ -20,6 +20,7 @@ import core.node.services.TimestamperService
 import core.protocols.ProtocolLogic
 import core.random63BitValue
 import core.serialization.SerializedBytes
+import core.utilities.ProgressTracker
 
 /**
  * The TimestampingProtocol class is the client code that talks to a [NodeTimestamperService] on some remote node. It is a
@@ -31,7 +32,8 @@ import core.serialization.SerializedBytes
  * a network message: use it only from spare application threads that don't have to respond to anything.
  */
 class TimestampingProtocol(private val node: LegallyIdentifiableNode,
-                           private val wtxBytes: SerializedBytes<WireTransaction>) : ProtocolLogic<DigitalSignature.LegallyIdentifiable>() {
+                           private val wtxBytes: SerializedBytes<WireTransaction>,
+                           override val progressTracker: ProgressTracker = TimestampingProtocol.tracker()) : ProtocolLogic<DigitalSignature.LegallyIdentifiable>() {
 
     class Client(private val stateMachineManager: StateMachineManager, private val node: LegallyIdentifiableNode) : TimestamperService {
         override val identity: Party = node.identity
@@ -41,9 +43,18 @@ class TimestampingProtocol(private val node: LegallyIdentifiableNode,
         }
     }
 
+    companion object {
+        object REQUESTING : ProgressTracker.Step("Requesting signature by timestamping service")
+        object VALIDATING : ProgressTracker.Step("Validating received signature from timestamping service")
+
+        fun tracker() = ProgressTracker(REQUESTING, VALIDATING)
+    }
+
+
 
     @Suspendable
     override fun call(): DigitalSignature.LegallyIdentifiable {
+        progressTracker.currentStep = REQUESTING
         val sessionID = random63BitValue()
         val replyTopic = "${NodeTimestamperService.TIMESTAMPING_PROTOCOL_TOPIC}.$sessionID"
         val req = Request(wtxBytes, serviceHub.networkService.myAddress, replyTopic)
@@ -52,6 +63,7 @@ class TimestampingProtocol(private val node: LegallyIdentifiableNode,
                 NodeTimestamperService.TIMESTAMPING_PROTOCOL_TOPIC, node.address, 0, sessionID, req)
 
         // Check that the timestamping authority gave us back a valid signature and didn't break somehow
+        progressTracker.currentStep = VALIDATING
         maybeSignature.validate { sig ->
             sig.verifyWithECDSA(wtxBytes)
             return sig

src/test/kotlin/contracts/IRSTests.kt

@@ -74,11 +74,11 @@ fun createDummyIRS(irsSelect: Int): InterestRateSwap.State {
                     //expression = "( fixedLeg.notional * (fixedLeg.fixedRate)) - (floatingLeg.notional * (rateSchedule.get(context.getDate('currentDate'))))",
 
                     // How it's ended up looking, which I think is now broken but it's a WIP.
-                    expression = InterestRateSwap.Expression("( fixedLeg.notional.pennies * (fixedLeg.fixedRate.ratioUnit.value)) -" +
+                    expression = Expression("( fixedLeg.notional.pennies * (fixedLeg.fixedRate.ratioUnit.value)) -" +
                             "(floatingLeg.notional.pennies * (calculation.fixingSchedule.get(context.getDate('currentDate')).rate.ratioUnit.value))"),
 
                     floatingLegPaymentSchedule = HashMap(),
-                    fixedLegpaymentSchedule = HashMap()
+                    fixedLegPaymentSchedule = HashMap()
             )
 
             val EUR = currency("EUR")
@@ -94,13 +94,13 @@ fun createDummyIRS(irsSelect: Int): InterestRateSwap.State {
                     valuationDate = "Every Local Business Day",
                     notificationTime = "2:00pm London",
                     resolutionTime = "2:00pm London time on the first LocalBusiness Day following the date on which the notice is given ",
-                    interestRate = OracleRetrievableReferenceRate(TelerateOracle("T3270"), Tenor("6M"), "EONIA"),
+                    interestRate = ReferenceRate("T3270", Tenor("6M"), "EONIA"),
                     addressForTransfers = "",
                     exposure = UnknownType(),
                     localBusinessDay = BusinessCalendar.getInstance("London"),
                     tradeID = "trade1",
                     hashLegalDocs = "put hash here",
-                    dailyInterestAmount = InterestRateSwap.Expression("(CashAmount * InterestRate ) / (fixedLeg.notional.currency.currencyCode.equals('GBP')) ? 365 : 360")
+                    dailyInterestAmount = Expression("(CashAmount * InterestRate ) / (fixedLeg.notional.currency.currencyCode.equals('GBP')) ? 365 : 360")
             )
 
             InterestRateSwap.State(fixedLeg = fixedLeg, floatingLeg = floatingLeg, calculation = calculation, common = common)
@@ -165,11 +165,11 @@ fun createDummyIRS(irsSelect: Int): InterestRateSwap.State {
                     //expression = "( fixedLeg.notional * (fixedLeg.fixedRate)) - (floatingLeg.notional * (rateSchedule.get(context.getDate('currentDate'))))",
 
                     // How it's ended up looking, which I think is now broken but it's a WIP.
-                    expression = InterestRateSwap.Expression("( fixedLeg.notional.pennies * (fixedLeg.fixedRate.ratioUnit.value)) -" +
+                    expression = Expression("( fixedLeg.notional.pennies * (fixedLeg.fixedRate.ratioUnit.value)) -" +
                             "(floatingLeg.notional.pennies * (calculation.fixingSchedule.get(context.getDate('currentDate')).rate.ratioUnit.value))"),
 
                     floatingLegPaymentSchedule = HashMap(),
-                    fixedLegpaymentSchedule = HashMap()
+                    fixedLegPaymentSchedule = HashMap()
             )
 
             val EUR = currency("EUR")
@@ -185,13 +185,13 @@ fun createDummyIRS(irsSelect: Int): InterestRateSwap.State {
                     valuationDate = "Every Local Business Day",
                     notificationTime = "2:00pm London",
                     resolutionTime = "2:00pm London time on the first LocalBusiness Day following the date on which the notice is given ",
-                    interestRate = OracleRetrievableReferenceRate(TelerateOracle("T3270"), Tenor("6M"), "EONIA"),
+                    interestRate = ReferenceRate("T3270", Tenor("6M"), "EONIA"),
                     addressForTransfers = "",
                     exposure = UnknownType(),
                     localBusinessDay = BusinessCalendar.getInstance("London"),
                     tradeID = "trade1",
                     hashLegalDocs = "put hash here",
-                    dailyInterestAmount = InterestRateSwap.Expression("(CashAmount * InterestRate ) / (fixedLeg.notional.currency.currencyCode.equals('GBP')) ? 365 : 360")
+                    dailyInterestAmount = Expression("(CashAmount * InterestRate ) / (fixedLeg.notional.currency.currencyCode.equals('GBP')) ? 365 : 360")
             )
 
             return InterestRateSwap.State(fixedLeg = fixedLeg, floatingLeg = floatingLeg, calculation = calculation, common = common)
@@ -335,12 +335,6 @@ class IRSTests {
         // TODO: r1*r2 ?
     }
 
-    @Test
-    fun `reference rate testing`() {
-        val r1 = TestReferenceRate("5")
-        assert(100 * r1.getAsOf(null) == 5)
-    }
-
     @Test
     fun `expression calculation testing`() {
         val dummyIRS = singleIRS()
@@ -366,7 +360,7 @@ class IRSTests {
 
         for (i in stuffToPrint) {
             println(i)
-            var z = dummyIRS.evaluateCalculation(LocalDate.of(2016, 9, 12), InterestRateSwap.Expression(i))
+            var z = dummyIRS.evaluateCalculation(LocalDate.of(2016, 9, 12), Expression(i))
             println(z.javaClass)
             println(z)
             println("-----------")

src/test/kotlin/core/testutils/TestUtils.kt

@@ -38,6 +38,8 @@ object TestUtils {
     val keypair = generateKeyPair()
     val keypair2 = generateKeyPair()
     val keypair3 = generateKeyPair()
+    val keypair4 = generateKeyPair()
+    val keypair5 = generateKeyPair()
 }
 // A dummy time at which we will be pretending test transactions are created.
 val TEST_TX_TIME = Instant.parse("2015-04-17T12:00:00.00Z")
@@ -49,6 +51,14 @@ val MEGA_CORP_PUBKEY = MEGA_CORP_KEY.public
 val MINI_CORP_KEY = TestUtils.keypair2
 val MINI_CORP_PUBKEY = MINI_CORP_KEY.public
 
+// TODO remove once mock API is retired
+val EXCALIBUR_BANK_KEY = TestUtils.keypair4
+val EXCALIBUR_BANK_PUBKEY = EXCALIBUR_BANK_KEY.public
+
+// TODO remove once mock API is retired
+val A_N_OTHER_BANK_KEY = TestUtils.keypair5
+val A_N_OTHER_BANK_PUBKEY = A_N_OTHER_BANK_KEY.public
+
 val ORACLE_KEY = TestUtils.keypair3
 val ORACLE_PUBKEY = ORACLE_KEY.public
 
@@ -64,11 +74,17 @@ val BOB = BOB_KEY.public
 val MEGA_CORP = Party("MegaCorp", MEGA_CORP_PUBKEY)
 val MINI_CORP = Party("MiniCorp", MINI_CORP_PUBKEY)
 
-val ALL_TEST_KEYS = listOf(MEGA_CORP_KEY, MINI_CORP_KEY, ALICE_KEY, BOB_KEY, DummyTimestampingAuthority.key)
+// TODO remove once mock API is retired
+val EXCALIBUR_BANK = Party("Excalibur", EXCALIBUR_BANK_PUBKEY)
+val A_N_OTHER_BANK = Party("ANOther",A_N_OTHER_BANK_PUBKEY)
+
+val ALL_TEST_KEYS = listOf(MEGA_CORP_KEY, MINI_CORP_KEY, ALICE_KEY, BOB_KEY, EXCALIBUR_BANK_KEY, A_N_OTHER_BANK_KEY, DummyTimestampingAuthority.key)
 
 val TEST_KEYS_TO_CORP_MAP: Map<PublicKey, Party> = mapOf(
         MEGA_CORP_PUBKEY to MEGA_CORP,
         MINI_CORP_PUBKEY to MINI_CORP,
+        EXCALIBUR_BANK_PUBKEY to EXCALIBUR_BANK,
+        A_N_OTHER_BANK_PUBKEY to A_N_OTHER_BANK,
         DUMMY_TIMESTAMPER.identity.owningKey to DUMMY_TIMESTAMPER.identity
 )