Examples of CDSOptionExerciseType


Examples of com.opengamma.analytics.financial.credit.creditdefaultswapoption.definition.CDSOptionExerciseType

    final ZonedDateTime maturityDate = security.getMaturityDate();
    final double notional = security.getNotional();
    final double strike = security.getStrike();
    final boolean isKnockOut = security.isKnockOut();
    final boolean isPayer = security.isPayer();
    final CDSOptionExerciseType optionExerciseType = convertExerciseType(security.getExerciseType());
    final FinancialSecurity underlyingSecurity = (FinancialSecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId())); //TODO version correction
    final CreditDefaultSwapDefinition underlyingCDS = underlyingSecurity.accept(_underlyingConverter);
    //    underlyingCDS = underlyingCDS.withMaturityDate(maturityDate.plusYears(10));
    //    underlyingCDS = underlyingCDS.withEffectiveDate(maturityDate.plusDays(1));
    //    underlyingCDS = underlyingCDS.withStartDate(maturityDate);
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