Package com.opengamma.analytics.financial.riskfactor

Examples of com.opengamma.analytics.financial.riskfactor.GreekDataBundle


        throw new NullPointerException("Could not get value for " + underlying + " for security " + security);
      } else {
        underlyingData.put(underlying, underlyingValue);
      }
    }
    final GreekDataBundle dataBundle = new GreekDataBundle(greekResultCollection, underlyingData, tradeData);
    final Map<ValueGreek, Double> sensitivities = _converter.evaluate(dataBundle);
    final Set<ComputedValue> results = new HashSet<ComputedValue>();
    ValueGreek valueGreek;
    Double valueGreekResult;
    ValueSpecification resultSpecification;
View Full Code Here


        throw new IllegalArgumentException("Can only handle Double greeks.");
      }
      greek = AvailableGreeks.getGreekForValueRequirementName(valueName);
      greekResultCollection.put(greek, (Double) greekResult);
    }
    final GreekDataBundle dataBundle = new GreekDataBundle(greekResultCollection, null, new OptionTradeData(target.getPosition().getQuantity().doubleValue(), 25));
    final Map<PositionGreek, Double> positionGreeks = _converter.evaluate(dataBundle);
    final Set<ComputedValue> results = new HashSet<ComputedValue>();
    PositionGreek positionGreek;
    Double positionGreekResult;
    ValueSpecification resultSpecification;
View Full Code Here

TOP

Related Classes of com.opengamma.analytics.financial.riskfactor.GreekDataBundle

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.