Package com.opengamma.analytics.financial.commodity.definition

Examples of com.opengamma.analytics.financial.commodity.definition.EnergyFutureDefinition

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        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        final Set<ExternalId> externalIds = security.getExternalIdBundle().getExternalIds();
        if (externalIds == null) {
          throw new OpenGammaRuntimeException("Can't get security id");
        }
        return new EnergyFutureDefinition(expiry, externalIds.iterator().next(), security.getUnitNumber(), null, null,
            1.0, security.getUnitName(), SettlementType.CASH, referencePrice, security.getCurrency(), expiry);
      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitMetalFutureSecurity(final MetalFutureSecurity security) {
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        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        final Set<ExternalId> externalIds = security.getExternalIdBundle().getExternalIds();
        if (externalIds == null) {
          throw new OpenGammaRuntimeException("Can't get security id");
        }
        return new EnergyFutureDefinition(expiry, externalIds.iterator().next(), security.getUnitNumber(), null, null,
            1.0, security.getUnitName(), SettlementType.CASH, referencePrice, security.getCurrency(), expiry);
      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitMetalFutureSecurity(final MetalFutureSecurity security) {
View Full Code Here
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                1.0, futures.getUnitName(), futures.getSettlementType(), tradePrice, futures.getCurrency(), futures.getSettlementDate());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitEnergyFutureDefinition(final EnergyFutureDefinition futures) {
            return new EnergyFutureDefinition(futures.getExpiryDate(), futures.getUnderlying(), futures.getUnitAmount(), null, null,
                1.0, futures.getUnitName(), futures.getSettlementType(), tradePrice, futures.getCurrency(), futures.getSettlementDate());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitMetalFutureDefinition(final MetalFutureDefinition futures) {
View Full Code Here
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Related Classes of com.opengamma.analytics.financial.commodity.definition.EnergyFutureDefinition

  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionDeltaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionForwardDeltaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionForwardGammaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionForwardThetaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionGammaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionPresentValueCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionThetaCalculatorTest
  • com.opengamma.analytics.financial.commodity.calculation.CommodityFutureOptionVegaCalculatorTest
  • com.opengamma.analytics.financial.commodity.derivative.EnergyFuture
  • com.opengamma.financial.analytics.conversion.CommodityFutureOptionConverter
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