Package com.opengamma.analytics.financial.simpleinstruments.derivative

Examples of com.opengamma.analytics.financial.simpleinstruments.derivative.SimpleFXFuture


  public SimpleFXFuture toDerivative(final ZonedDateTime date) {
    Validate.notNull(date, "date");
    Validate.isTrue(date.isBefore(_expiryDate));
    double timeToFixing = TimeCalculator.getTimeBetween(date, _expiryDate);
    double timeToDelivery = TimeCalculator.getTimeBetween(date, _settlementDate);
    return new SimpleFXFuture(timeToFixing, timeToDelivery, _referencePrice, _unitAmount, _payCurrency, _receiveCurrency);
  }
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