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

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

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            return new InterestRateFutureTransactionDefinition(futures, tradeDate, tradePrice, quantity);
          }

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

        };

    return securityDefinition.accept(visitor);
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    EquityIndexFutureOptionDefinition other = new EquityIndexFutureOptionDefinition(EXPIRY, UNDERLYING, STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE);
    assertEquals(AMERICAN_PUT, other);
    assertEquals(AMERICAN_PUT.hashCode(), other.hashCode());
    other = new EquityIndexFutureOptionDefinition(EXPIRY.plusDays(1), UNDERLYING, STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE);
    assertFalse(AMERICAN_PUT.equals(other));
    other = new EquityIndexFutureOptionDefinition(EXPIRY, new IndexFutureDefinition(EXPIRY, SETTLEMENT.plusDays(2), STRIKE, CCY, POINT_VALUE, EXTERNAL_ID), STRIKE, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE);
    assertFalse(AMERICAN_PUT.equals(other));
    other = new EquityIndexFutureOptionDefinition(EXPIRY, UNDERLYING, STRIKE + 1, EXERCISE, IS_CALL, POINT_VALUE, REFERENCE_PRICE);
    assertFalse(AMERICAN_PUT.equals(other));
    other = new EquityIndexFutureOptionDefinition(EXPIRY, UNDERLYING, STRIKE, ExerciseDecisionType.EUROPEAN, IS_CALL, POINT_VALUE, REFERENCE_PRICE);
    assertFalse(AMERICAN_PUT.equals(other));
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    Security underlyingSecurity = _securitySource.getSingle(ExternalIdBundle.of(underlyingIdentifier));
    if (underlyingSecurity == null) {
      throw new OpenGammaRuntimeException("Underlying security " + underlyingIdentifier + " of option " + security.getExternalIdBundle().toString() + " was not found in database");
    }
   
    IndexFutureDefinition underlying = null;
    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> visitIndexFutureSecurity(final IndexFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new IndexFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount(), security.getUnderlyingId());
      }

      @SuppressWarnings("synthetic-access")
      @Override
      public InstrumentDefinitionWithData<?, Double> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
View Full Code Here
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      @Override
      public InstrumentDefinitionWithData<?, Double> visitIndexFutureSecurity(final IndexFutureSecurity security) {
        final ZonedDateTime expiry = security.getExpiry().getExpiry();
        return new IndexFutureDefinition(expiry, expiry, referencePrice, security.getCurrency(), security.getUnitAmount(), security.getUnderlyingId());
      }

      @SuppressWarnings("synthetic-access")
      @Override
      public InstrumentDefinitionWithData<?, Double> visitInterestRateFutureSecurity(final InterestRateFutureSecurity security) {
View Full Code Here
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            return new SwapFuturesPriceDeliverableTransactionDefinition(future, tradeDate, tradePrice, quantity);
          }

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

        };

    return securityDefinition.accept(visitor);
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Related Classes of com.opengamma.analytics.financial.equity.future.definition.IndexFutureDefinition

  • com.opengamma.analytics.financial.equity.future.derivative.IndexFuture
  • com.opengamma.analytics.financial.equity.option.EquityIndexFutureOptionDefinitionTest
  • 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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