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

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


    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    // TODO We need to know how long after expiry settlement occurs?
    // IndexOptions are obviously Cash Settled
    final LocalDate settlementDate = expiryDT.toLocalDate(); // FIXME Needs to come from convention
    //TODO settlement type needs to come from trade or convention
    return new EquityOptionDefinition(isCall, strike, ccy, exerciseType, expiryDT, settlementDate, unitNotional, SettlementType.PHYSICAL);
  }
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