Examples of BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider


Examples of com.opengamma.financial.analytics.volatility.surface.BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider

    final String postfix = message.getString(POSTFIX_FIELD_NAME);
    final String dataFieldName = message.getString(DATA_FIELD_NAME);
    final Double useCallAboveValue = message.getDouble(CALL_FIELD_NAME);
    final String exchangeId = message.getString(EXCHANGE_ID_FIELD_NAME);
    final String schemeName = message.getString(TICKER_SCHEME_NAME);
    return new BloombergEquityIndexFutureOptionVolatilitySurfaceInstrumentProvider(futureOptionPrefix, postfix, dataFieldName, useCallAboveValue, exchangeId, schemeName);
  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.