Examples of com.opengamma.bbg.util.BloombergTickerParserBondFutureOption

com.opengamma.bbg.util.BloombergTickerParserBondFutureOption

Parser for Bloomberg index equity option tickers. The rationale for having this parsing is to be able to extract instrument indicatives from a Bloomberg ticker string or {@link com.opengamma.id.ExternalId}, without looking up the instrument via Bloomberg security field loading. This allows the caller to avoid expending Bloomberg security field lookup quota.
A legal Bloomberg equity ticker looks like this: FVX3 P17.5 Comdty. See the Bloomberg documentation for more details.
All dates are represented as {@link javax.time.calendar.LocalDate}. For greater accuracy, users should perform a Bloomberg security lookup.

The idiom for using this class is to create a parser instance around the Bloomberg ticker, and then call various getters on the instance to read the indicatives.

    public Object visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {
      if (TimeCalculator.getTimeBetween(ZonedDateTime.now(OpenGammaClock.getInstance()), security.getExpiry().getExpiry()) < 0) {
        return null;
      }
      final String ticker = security.getExternalIdBundle().getValue(ExternalSchemes.BLOOMBERG_TICKER);
      final BloombergTickerParserFutureOption tickerParser = new BloombergTickerParserBondFutureOption(ticker);
      //final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      String underlyingOptChainTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), tickerParser.getTypeName());
      final String name = BBG_SURFACE_PREFIX + tickerParser.getSymbol() + "_" + security.getCurrency().getCode() + "_" + InstrumentTypeProperties.BOND_FUTURE_OPTION;
      if (!_knownVolSpecNames.contains(name)) {
        s_logger.info("Creating VolatilitySurfaceSpecification \"{}\"", name);
        final BloombergFutureOptionVolatilitySurfaceInstrumentProvider surfaceInstrumentProvider =
            new BloombergBondFutureOptionVolatilitySurfaceInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(), FIELD_NAME_VOL, getSpot(underlyingOptChainTicker),
                security.getTradingExchange());
        createVolatilitySpecification(security.getCurrency().getUniqueId(), name, surfaceInstrumentProvider);
      }
      createvolatilityDefinition(underlyingOptChainTicker, name, security.getCurrency().getUniqueId());
      return null;

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    public Object visitBondFutureOptionSecurity(final BondFutureOptionSecurity security) {
      if (TimeCalculator.getTimeBetween(ZonedDateTime.now(OpenGammaClock.getInstance()), security.getExpiry().getExpiry()) < 0) {
        return null;
      }
      final String ticker = security.getExternalIdBundle().getValue(ExternalSchemes.BLOOMBERG_TICKER);
      final BloombergTickerParserFutureOption tickerParser = new BloombergTickerParserBondFutureOption(ticker);
      //final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      String underlyingOptChainTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), tickerParser.getTypeName());
      final String name = BBG_PREFIX + tickerParser.getSymbol() + "_" + security.getCurrency().getCode() + "_" + InstrumentTypeProperties.BOND_FUTURE_PRICE;
      if (!_knownCurveSpecNames.contains(name)) {
        s_logger.info("Creating FuturePriceCurveSpecification \"{}\"", name);
        final BloombergBondFuturePriceCurveInstrumentProvider curveInstrumentProvider =
            new BloombergBondFuturePriceCurveInstrumentProvider(tickerParser.getSymbol(), tickerParser.getTypeName(), FIELD_NAME_PRICE);
        createFuturePriceCurveSpecification(security.getCurrency(), name, curveInstrumentProvider);
      }
      createFuturePriceCurveDefinition(underlyingOptChainTicker, name, security.getCurrency());
      return null;
    }

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Related Classes of com.opengamma.bbg.util.BloombergTickerParserBondFutureOption

com.opengamma.integration.tool.config.FuturePriceCurveCreator$FuturePriceCurveCreatorVisitor

com.opengamma.integration.tool.config.VolatilitySurfaceCreator$VolSurfaceCreatorVisitor

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