Package com.opengamma.financial.analytics.volatility.surface

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

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    }
    String schemeName = message.getString(SCHEME_NAME_FIELD);
    if (schemeName == null) {
      schemeName = ExternalSchemes.BLOOMBERG_TICKER_WEAK.getName();
    }
    return new BloombergFXOptionVolatilitySurfaceInstrumentProvider(prefix, message.getString(POSTFIX_FIELD_NAME), message.getString(DATA_FIELD_NAME), schemeName);
  }
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  private static final String POSTFIX = "Curncy";
  private static final String DATA_FIELD_NAME = "PX_LAST";

  @Test
  public void testCycle() {
    BloombergFXOptionVolatilitySurfaceInstrumentProvider provider = new BloombergFXOptionVolatilitySurfaceInstrumentProvider(PREFIX, POSTFIX, DATA_FIELD_NAME);
    assertEquals(provider, cycleObject(BloombergFXOptionVolatilitySurfaceInstrumentProvider.class, provider));
    provider = new BloombergFXOptionVolatilitySurfaceInstrumentProvider(PREFIX, POSTFIX, DATA_FIELD_NAME, ExternalSchemes.BLOOMBERG_TCM.getName());
    assertEquals(provider, cycleObject(BloombergFXOptionVolatilitySurfaceInstrumentProvider.class, provider));
  }
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Related Classes of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider

  • com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType
  • com.opengamma.financial.fudgemsg.BloombergFXOptionVolatilitySurfaceInstrumentProviderBuilderFudgeEncodingTest
  • com.opengamma.financial.fudgemsg.BloombergFXOptionVolatilitySurfaceInstrumentProviderFudgeBuilder
  • com.opengamma.OpenGammaRuntimeException
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