Examples of AmericanExerciseType

Examples of com.opengamma.financial.security.option.AmericanExerciseType

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      quoteType = message.getString("quote");
    } else {
      quoteType = SurfaceAndCubeQuoteType.CALL_STRIKE;
    }
    final ExerciseType exerciseType;
    final ExerciseType american = new AmericanExerciseType();
    final ExerciseType european = new EuropeanExerciseType();
    if (message.hasField("exerciseType") && message.getString("exerciseType") != null) {
      final String exerciseTypeName = message.getString("exerciseType");
      exerciseType = exerciseTypeName.equalsIgnoreCase(american.getName()) ? american : european;
    } else {
      exerciseType = european;
    }
    final String quoteUnits;
    if (message.hasField("quoteUnits") && message.getString("quoteUnits") != null) {
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    return security;
  }

  public static BondFutureOptionSecurity getBondFutureOptionSecurity() {
    final UniqueId underlyingId = getBondFutureSecurity().getUniqueId();
    final BondFutureOptionSecurity security = new BondFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 1000, EUR, 99, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "3873"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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  }

  public static CreditDefaultSwapOptionSecurity getCreditDefaultSwapOptionSecurity() {
    final UniqueId underlyingId = getStandardVanillaCDSSecurity().getUniqueId();
    final CreditDefaultSwapOptionSecurity security = new CreditDefaultSwapOptionSecurity(false, ExternalId.of("Test", "A"), ExternalId.of("Test", "B"), DateUtils.getUTCDate(2012, 1, 1),
        DateUtils.getUTCDate(2012, 12, 1), USD, 100., 100., false, false, new AmericanExerciseType(), ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()));
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "981"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    return security;
  }

  public static CommodityFutureOptionSecurity getEnergyFutureOptionSecurity() {
    final UniqueId underlyingId = getEnergyFutureSecurity().getUniqueId();
    final CommodityFutureOptionSecurity security = new CommodityFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, EUR, 120, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9357"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "3957"));
    return security;
  }

  public static EquityIndexOptionSecurity getEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(OptionType.CALL, 400, EUR, ExternalSchemes.syntheticSecurityId("DJX"), new AmericanExerciseType(), new Expiry(DateUtils.getUTCDate(2015, 1, 1)), 20, SETTLEMENT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "346"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    return security;
  }

  public static EquityOptionSecurity getEquityOptionSecurity() {
    final UniqueId underlyingId = getEquitySecurity().getUniqueId();
    final EquityOptionSecurity security = new EquityOptionSecurity(OptionType.CALL, 400, EUR, ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), new AmericanExerciseType(), new Expiry(DateUtils.getUTCDate(2015, 1, 1)), 20, SETTLEMENT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "574"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    return security;
  }

  public static FxFutureOptionSecurity getFXFutureOptionSecurity() {
    final UniqueId underlyingId = getEnergyFutureSecurity().getUniqueId();
    final FxFutureOptionSecurity security = new FxFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, EUR, 120, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9595"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "987"));
    return security;
  }

  public static FXOptionSecurity getFXOptionSecurity() {
    final FXOptionSecurity security = new FXOptionSecurity(EUR, USD, 1200, 1000, new Expiry(DateUtils.getUTCDate(2015, 1, 1)), DateUtils.getUTCDate(2015, 1, 3), false, new AmericanExerciseType());
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "54"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    return security;
  }

  public static IRFutureOptionSecurity getInterestRateFutureOptionSecurity() {
    final UniqueId underlyingId = getIndexFutureSecurity().getUniqueId();
    final IRFutureOptionSecurity security = new IRFutureOptionSecurity(TRADING, new Expiry(DateUtils.getUTCDate(2013, 11, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, false, EUR, 97, OptionType.PUT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "897"));
    return security;
  }
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Examples of com.opengamma.financial.security.option.AmericanExerciseType

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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "34"));
    return security;
  }

  public static NonDeliverableFXOptionSecurity getNonDeliverableFXOptionSecurity() {
    final NonDeliverableFXOptionSecurity security = new NonDeliverableFXOptionSecurity(EUR, USD, 1200, 1000, new Expiry(DateUtils.getUTCDate(2015, 1, 1)), DateUtils.getUTCDate(2015, 1, 3), false, new AmericanExerciseType(), true);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "5654"));
    return security;
  }
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