Package com.opengamma.analytics.financial.equity.future.definition

Examples of com.opengamma.analytics.financial.equity.future.definition.EquityFutureDefinition

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                1.0, futures.getUnitName(), futures.getSettlementType(), tradePrice, futures.getCurrency(), futures.getSettlementDate());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureDefinition(final EquityIndexDividendFutureDefinition futures) {
            return new EquityFutureDefinition(futures.getExpiryDate(), futures.getSettlementDate(), tradePrice, futures.getCurrency(), futures.getUnitAmount());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitEquityFutureDefinition(final EquityFutureDefinition futures) {
            return new EquityFutureDefinition(futures.getExpiryDate(), futures.getSettlementDate(), tradePrice, futures.getCurrency(), futures.getUnitAmount());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitBondFutureDefinition(final BondFutureDefinition futures) {
            return futures;
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    if (underlyingSecurity instanceof IndexFutureSecurity) {
      final IndexFutureSecurity underlyingFuture = ((IndexFutureSecurity) underlyingSecurity);
      underlying = (IndexFutureDefinition) underlyingFuture.accept(_futureSecurityConverter);
    } else if (underlyingSecurity instanceof EquityFutureSecurity) {
      final EquityFutureSecurity underlyingFuture = ((EquityFutureSecurity) underlyingSecurity);
      EquityFutureDefinition eqFut = (EquityFutureDefinition) underlyingFuture.accept(_futureSecurityConverter);
      underlying = new IndexFutureDefinition(eqFut.getExpiryDate(), eqFut.getSettlementDate(), eqFut.getStrikePrice(), eqFut.getCurrency(), eqFut.getUnitAmount(), underlyingFuture.getUnderlyingId());
    }
  
    final double strike = security.getStrike();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    final boolean isCall = security.getOptionType() == OptionType.CALL;
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      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitEquityFutureSecurity(final EquityFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
      }


      @Override
      public InstrumentDefinitionWithData<?, Double> visitIndexFutureSecurity(final IndexFutureSecurity security) {
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      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureSecurity(final EquityIndexDividendFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
      }

      @Override
      public InstrumentDefinitionWithData<?, Double> visitEquityFutureSecurity(final EquityFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new EquityFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount());
      }


      @Override
      public InstrumentDefinitionWithData<?, Double> visitIndexFutureSecurity(final IndexFutureSecurity security) {
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                1.0, futures.getUnitName(), futures.getSettlementType(), tradePrice, futures.getCurrency(), futures.getSettlementDate());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitEquityIndexDividendFutureDefinition(final EquityIndexDividendFutureDefinition futures) {
            return new EquityFutureDefinition(futures.getExpiryDate(), futures.getSettlementDate(), tradePrice, futures.getCurrency(), futures.getUnitAmount());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitEquityFutureDefinition(final EquityFutureDefinition futures) {
            return new EquityFutureDefinition(futures.getExpiryDate(), futures.getSettlementDate(), tradePrice, futures.getCurrency(), futures.getUnitAmount());
          }

          @Override
          public InstrumentDefinitionWithData<?, Double> visitBondFutureDefinition(final BondFutureDefinition futures) {
            return futures;
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Related Classes of com.opengamma.analytics.financial.equity.future.definition.EquityFutureDefinition

  • com.opengamma.analytics.financial.equity.future.derivative.EquityFuture
  • com.opengamma.financial.analytics.conversion.EquityOptionsConverter
  • com.opengamma.financial.analytics.conversion.FutureSecurityConverter
  • com.opengamma.financial.analytics.conversion.FutureSecurityConverterDeprecated
  • com.opengamma.financial.analytics.conversion.FutureTradeConverter
  • com.opengamma.financial.analytics.conversion.FutureTradeConverterDeprecated
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