Package com.opengamma.analytics.financial.equity.option

Examples of com.opengamma.analytics.financial.equity.option.EquityIndexFutureOptionDefinition


    final double strike = security.getStrike();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    final boolean isCall = security.getOptionType() == OptionType.CALL;
    final double pointValue = security.getPointValue();
    // FIXME Need the true referencePrice. 0.0 is just a stub as this converter acts upon a FinancialSecurity, not a Trade.
    return new EquityIndexFutureOptionDefinition(expiryDate, underlying, strike, exerciseType, isCall, pointValue, 0.0);

  }
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Related Classes of com.opengamma.analytics.financial.equity.option.EquityIndexFutureOptionDefinition

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