Package com.opengamma.financial.security.option

Examples of com.opengamma.financial.security.option.ExerciseType$Meta

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    identifiers.add(ExternalSchemes.bloombergBuidSecurityId(bbgUniqueID));
    if (BloombergDataUtils.isValidField(secDes) && BloombergDataUtils.isValidField(marketSector)) {
      identifiers.add(ExternalSchemes.bloombergTickerSecurityId(secDes + " " + marketSector));
    }
   
    final ExerciseType exerciseType = getExerciseType(optionExerciseType);
   
    // currently we will pick up the unified bbg exchange code - we try to map to MIC via the description
    if (exchangeDescription != null) {
      final String exchangeMIC = s_exchangeData.getExchangeFromDescription(exchangeDescription).getMic();
      if (exchangeMIC != null) {
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  }

  @Override
  public boolean canApplyTo(final FunctionCompilationContext context, final ComputationTarget target) {
    final Security security = target.getSecurity();
    final ExerciseType exerciseType = ((EquityBarrierOptionSecurity) security).getExerciseType();
    if (!(exerciseType instanceof EuropeanExerciseType)) {
      return false;
    }
    return true;
  }
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    return bean;
  }

  @Override
  public IRFutureOptionSecurity createSecurity(OperationContext context, IRFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
   
    IRFutureOptionSecurity sec = new IRFutureOptionSecurity(bean.getExchange().getName(),
        expiryBeanToExpiry(bean.getExpiry()),
        exerciseType,
        externalIdBeanToExternalId(bean.getUnderlying()),
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    return bean;
  }

  @Override
  public EquityIndexFutureOptionSecurity createSecurity(OperationContext context, EquityIndexFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
   
    EquityIndexFutureOptionSecurity sec = new EquityIndexFutureOptionSecurity(bean.getExchange().getName(),
        expiryBeanToExpiry(bean.getExpiry()),
        exerciseType,
        externalIdBeanToExternalId(bean.getUnderlying()),
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    return bean;
  }

  @Override
  public BondFutureOptionSecurity createSecurity(OperationContext context, BondFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());

    BondFutureOptionSecurity sec = new BondFutureOptionSecurity(
      bean.getTradingExchange().getName(),
      bean.getSettlementExchange().getName(),
      expiryBeanToExpiry(bean.getExpiry()),
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    return bean;
  }

  @Override
  public FxFutureOptionSecurity createSecurity(OperationContext context, FxFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());

    return new FxFutureOptionSecurity(
      bean.getTradingExchange().getName(),
      bean.getSettlementExchange().getName(),
      expiryBeanToExpiry(bean.getExpiry()),
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    return bean;
  }

  @Override
  public FXOptionSecurity createSecurity(OperationContext context, FXOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
    Currency putCurrency = currencyBeanToCurrency(bean.getPutCurrency());
    Currency callCurrency = currencyBeanToCurrency(bean.getCallCurrency());
    Expiry expiry = expiryBeanToExpiry(bean.getExpiry());
    ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    FXOptionSecurity sec = new FXOptionSecurity(putCurrency, callCurrency, bean.getPutAmount(), bean.getCallAmount(), expiry, settlementDate, bean.getIsLong(), exerciseType);
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    final ExternalId protectionBuyer = externalIdBeanToExternalId(bean.getProtectionBuyer());
    final ExternalId protectionSeller = externalIdBeanToExternalId(bean.getProtectionSeller());
    final ZonedDateTime startDate = zonedDateTimeBeanToDateTimeWithZone(bean.getStartDate());
    final ZonedDateTime maturityDate = zonedDateTimeBeanToDateTimeWithZone(bean.getMaturityDate());
    final Currency currency = currencyBeanToCurrency(bean.getCurrency());
    final ExerciseType exerciseType = bean.getExerciseType().accept(new ExerciseTypeVisitorImpl());
    final ExternalId underlying = externalIdBeanToExternalId(bean.getUnderlying());
   
   
    final CreditDefaultSwapOptionSecurity security = new CreditDefaultSwapOptionSecurity(buy, protectionBuyer, protectionSeller,
        startDate, maturityDate, currency, bean.getNotional(), bean.getStrike(), bean.getKnockOut(), bean.getPayer(), exerciseType, underlying);
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    return bean;
  }

  @Override
  public EquityIndexOptionSecurity createSecurity(OperationContext context, EquityIndexOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());

    EquityIndexOptionSecurity sec = new EquityIndexOptionSecurity(bean.getOptionType(),
        bean.getStrike(),
        currencyBeanToCurrency(bean.getCurrency()),
        externalIdBeanToExternalId(bean.getUnderlying()),
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    return bean;
  }

  @Override
  public NonDeliverableFXOptionSecurity createSecurity(OperationContext context, NonDeliverableFXOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
    Currency putCurrency = currencyBeanToCurrency(bean.getPutCurrency());
    Currency callCurrency = currencyBeanToCurrency(bean.getCallCurrency());
    Expiry expiry = expiryBeanToExpiry(bean.getExpiry());
    ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    boolean isDeliveryInCallCurrency = bean.getIsDeliveryInCallCurrency();
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Related Classes of com.opengamma.financial.security.option.ExerciseType$Meta

  • com.opengamma.bbg.loader.EquityIndexDividendFutureOptionLoader
  • com.opengamma.bbg.loader.EquityIndexFutureOptionLoader
  • com.opengamma.bbg.loader.EquityIndexOptionLoader
  • com.opengamma.bbg.loader.EquityOptionLoader
  • com.opengamma.bbg.loader.SecurityLoader
  • com.opengamma.financial.analytics.model.equity.option.EquityVanillaBarrierOptionBlackFunction
  • com.opengamma.financial.fudgemsg.VolatilitySurfaceSpecificationFudgeBuilder
  • com.opengamma.integration.tool.portfolio.xml.v1_0.conversion.FxOptionTradeSecurityExtractor
  • com.opengamma.integration.tool.portfolio.xml.v1_0.conversion.ListedFutureOptionSecurityExtractor
  • com.opengamma.integration.tool.portfolio.xml.v1_0.conversion.ListedOptionSecurityExtractor
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