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

Examples of com.opengamma.analytics.financial.equity.future.derivative.EquityFuture


  @Override
  public EquityFuture toDerivative(final ZonedDateTime date) {
    ArgumentChecker.notNull(date, "date");
    final double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
    final double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
    final EquityFuture newDeriv = new EquityFuture(timeToFixing, timeToDelivery, _strikePrice, _currency, _unitAmount);
    return newDeriv;
  }
View Full Code Here


    if (referencePrice == null) {
      return toDerivative(date);
    }
    final double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
    final double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
    final EquityFuture newDeriv = new EquityFuture(timeToFixing, timeToDelivery, referencePrice, _currency, _unitAmount);
    return newDeriv;
  }
View Full Code Here

TOP

Related Classes of com.opengamma.analytics.financial.equity.future.derivative.EquityFuture

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.