Package com.opengamma.analytics.financial.instrument.future

Examples of com.opengamma.analytics.financial.instrument.future.InterestRateFutureOptionPremiumTransactionDefinition


    if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
      final InterestRateFutureOptionMarginSecurityDefinition underlyingOption = (InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
      return new InterestRateFutureOptionMarginTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
    }
    final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption = (InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
    return new InterestRateFutureOptionPremiumTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
  }
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    if (securityDefinition instanceof InterestRateFutureOptionMarginSecurityDefinition) {
      final InterestRateFutureOptionMarginSecurityDefinition underlyingOption = (InterestRateFutureOptionMarginSecurityDefinition) securityDefinition;
      return new InterestRateFutureOptionMarginTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
    }
    final InterestRateFutureOptionPremiumSecurityDefinition underlyingOption = (InterestRateFutureOptionPremiumSecurityDefinition) securityDefinition;
    return new InterestRateFutureOptionPremiumTransactionDefinition(underlyingOption, quantity, tradeDate, tradePrice);
  }
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Related Classes of com.opengamma.analytics.financial.instrument.future.InterestRateFutureOptionPremiumTransactionDefinition

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