Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.EquityIndexOptionSecurity

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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_FUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_OPTION_X"), ids.get(0));
  }
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      final EquityOptionSecurity option = (EquityOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else if (security instanceof EquityIndexOptionSecurity) {
      final EquityIndexOptionSecurity option = (EquityIndexOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else if (security instanceof EquityIndexFutureOptionSecurity) {
      final EquityIndexFutureOptionSecurity option = (EquityIndexFutureOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else {
      throw new OpenGammaRuntimeException("Security type not handled," + security.getName());
    }
    if (expiry.getAccuracy().equals(ExpiryAccuracy.MONTH_YEAR) || expiry.getAccuracy().equals(ExpiryAccuracy.YEAR)) {
      throw new OpenGammaRuntimeException("There is ambiguity in the expiry date of the target security.");
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    assertNull(ids);
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_FUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_OPTION_X"), ids.get(0));
  }
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  @Test
  public void testEquityIndexOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }
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    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
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    assertNull(ids);
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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  static void assertAmericanVanillaEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    // check specific bits we want to spot failures on quickly
    assertNotNull(sec);
    assertTrue(sec instanceof EquityIndexOptionSecurity);
    final EquityIndexOptionSecurity equityIndexOption = (EquityIndexOptionSecurity) sec;
    assertTrue(equityIndexOption.getExerciseType() instanceof AmericanExerciseType);
    assertEquityIndexOptionSecurity(expectedOption, sec);
  }
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  }

  static void assertEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    assertNotNull(expectedOption);
    assertNotNull(sec);
    EquityIndexOptionSecurity actualOption = (EquityIndexOptionSecurity) sec;
    assertEquals(expectedOption.getExternalIdBundle(), actualOption.getExternalIdBundle());
    assertEquals(expectedOption.getUniqueId(), actualOption.getUniqueId());
    assertEquals(expectedOption.getSecurityType(), actualOption.getSecurityType());
    assertEquals(expectedOption.getCurrency(), actualOption.getCurrency());
    assertEquals(expectedOption.getOptionType(), actualOption.getOptionType());
    assertTrue(expectedOption.getStrike() == actualOption.getStrike());
    assertEquals(expectedOption.getExpiry(), actualOption.getExpiry());
    assertEquals(expectedOption.getUnderlyingId(), actualOption.getUnderlyingId());
    assertEquals(expectedOption.getName(), actualOption.getName());
    // check the lot
    assertSecurity(expectedOption, sec);
  }
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  static void assertEuropeanVanillaEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    // check specific bits we want to spot failures on quickly
    assertNotNull(sec);
    assertTrue(sec instanceof EquityIndexOptionSecurity);
    final EquityIndexOptionSecurity equityIndexOption = (EquityIndexOptionSecurity) sec;
    assertTrue(equityIndexOption.getExerciseType() instanceof EuropeanExerciseType);
    assertEquityIndexOptionSecurity(expectedOption, sec);
  }
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Related Classes of com.opengamma.financial.security.option.EquityIndexOptionSecurity

  • com.opengamma.bbg.loader.BloombergSecurityLoaderTest
  • com.opengamma.bbg.loader.EquityIndexOptionLoader
  • com.opengamma.bbg.security.BloombergSecurityProviderTest
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.financial.analytics.curve.exposure.ContractCategoryExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.CurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
  • com.opengamma.financial.analytics.curve.exposure.RegionExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndCurrencyExposureFunctionTest
  • com.opengamma.financial.analytics.curve.exposure.SecurityAndRegionExposureFunctionTest
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