Package com.opengamma.analytics.financial.simpleinstruments.definition

Examples of com.opengamma.analytics.financial.simpleinstruments.definition.SimpleFXFutureDefinition


  @Override
  public SimpleInstrumentDefinition<?> visitFXFutureSecurity(final FXFutureSecurity security) {
    Validate.notNull(security, "security");
    final ZonedDateTime expiry = security.getExpiry().getExpiry();
    final double referencePrice = 0;
    return new SimpleFXFutureDefinition(expiry, expiry, referencePrice, security.getNumerator(), security.getDenominator(), security.getUnitAmount());
  }
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