Package com.opengamma.bbg.util

Examples of com.opengamma.bbg.util.BloombergTickerParserEQVanillaOption


      if (TimeCalculator.getTimeBetween(ZonedDateTime.now(OpenGammaClock.getInstance()), security.getExpiry().getExpiry()) < 0) {
        return null;
      }
      final String ticker = security.getExternalIdBundle().getValue(ExternalSchemes.BLOOMBERG_TICKER);
      final String postfix = BloombergDataUtils.splitTickerAtMarketSector(ticker).getSecond();
      final String prefix = new BloombergTickerParserEQVanillaOption(ticker).getSymbol() + " " + security.getExchange();
      String underlyingTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), postfix);
      final String name = BBG_SURFACE_PREFIX + prefix + "_" + InstrumentTypeProperties.EQUITY_OPTION;
      if (!_knownVolSpecNames.contains(name)) {
        s_logger.info("Creating VolatilitySurfaceSpecification \"{}\"", name);
        final BloombergEquityFutureOptionVolatilitySurfaceInstrumentProvider surfaceInstrumentProvider =
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    public Object visitEquityOptionSecurity(final EquityOptionSecurity security) {
      if (TimeCalculator.getTimeBetween(ZonedDateTime.now(OpenGammaClock.getInstance()), security.getExpiry().getExpiry()) < 0) {
        return null;
      }
      final String ticker = security.getExternalIdBundle().getValue(ExternalSchemes.BLOOMBERG_TICKER);
      final BloombergTickerParserEQVanillaOption tickerParser = new BloombergTickerParserEQVanillaOption(ticker);
      String underlyingOptChainTicker = getUnderlyingTicker(ticker, security.getUnderlyingId(), "Equity");
      final String name = BBG_PREFIX + tickerParser.getSymbol() + "_" + tickerParser.getExchangeCode() + "_" + InstrumentTypeProperties.EQUITY_FUTURE_PRICE;
      if (!_knownCurveSpecNames.contains(name)) {
        s_logger.info("Creating FuturePriceCurveSpecification \"{}\"", name);
        // use future chain to get prefix, exchange and postfix.
        final Collection<ExternalId> futChain = BloombergDataUtils.getFuturechain(_referenceDataProvider, underlyingOptChainTicker);
        if (futChain == null || futChain.isEmpty()) {
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