Examples of com.opengamma.financial.analytics.volatility.surface.BloombergEquityFuturePriceCurveInstrumentProvider

    return message;
  }


  @Override
  public BloombergEquityFuturePriceCurveInstrumentProvider buildObject(final FudgeDeserializer deserializer, final FudgeMsg message) {
    return new BloombergEquityFuturePriceCurveInstrumentProvider(message.getString("futurePrefix"),
        message.getString("postfix"),
        message.getString("dataFieldName"),
        message.getString("tickerScheme"),
        message.getString("exchange"));
  }

          throw new OpenGammaRuntimeException("Can't get prefix, exchange and postfix from " + futChain.iterator().next());
        }
        final String prefix = tickerParts[0].substring(0, tickerParts[0].length() - 2); // AAPL=G3 -> AAPL=
        final String exchange = tickerParts[1];
        final String postfix = tickerParts[2];
        final BloombergEquityFuturePriceCurveInstrumentProvider curveInstrumentProvider =
            new BloombergEquityFuturePriceCurveInstrumentProvider(prefix, postfix, FIELD_NAME_PRICE, exchange);
        createFuturePriceCurveSpecification(UniqueId.of(ExternalSchemes.BLOOMBERG_TICKER_WEAK.getName(), underlyingOptChainTicker), name, curveInstrumentProvider);
      }
      createFuturePriceCurveDefinition(Lists.newArrayList(1., 2., 3., 4.), name, security.getCurrency()); // hardcoded to 4 currently
      return null;
    }

Related Classes of com.opengamma.financial.analytics.volatility.surface.BloombergEquityFuturePriceCurveInstrumentProvider

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