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

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


  @Override
  public IndexFuture toDerivative(ZonedDateTime date, Double referencePrice) {
    ArgumentChecker.notNull(date, "date");
    final double timeToFixing = TimeCalculator.getTimeBetween(date, getExpiryDate());
    final double timeToDelivery = TimeCalculator.getTimeBetween(date, getSettlementDate());
    final IndexFuture newDeriv = new IndexFuture(timeToFixing, timeToDelivery, referencePrice, getCurrency(), getUnitAmount());
    return newDeriv;
  }
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