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

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

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          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
    } else if (underlyingSecurity instanceof MetalFutureSecurity) {
      final MetalFutureDefinition underlyingDefinition = (MetalFutureDefinition) underlyingSecurity.accept(_futureSecurityConverter);
      return new MetalFutureOptionDefinition(expiry,
          underlyingDefinition,
          commodityOption.getStrike() * 100.0, // TODO: Remove when security stops scaling price
          exerciseType,
          isCall);
    } else {
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Related Classes of com.opengamma.analytics.financial.commodity.definition.MetalFutureOptionDefinition

  • com.opengamma.analytics.financial.commodity.derivative.MetalFutureOption
  • com.opengamma.financial.analytics.conversion.CommodityFutureOptionConverter
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