Package com.opengamma.financial.security.option

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

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    return bean;
  }

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

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

  @Override
  public EquityIndexDividendFutureOptionSecurity createSecurity(OperationContext context, EquityIndexDividendFutureOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
   
    EquityIndexDividendFutureOptionSecurity sec = new EquityIndexDividendFutureOptionSecurity(bean.getExchange().getName(),
        expiryBeanToExpiry(bean.getExpiry()),
        exerciseType,
        externalIdBeanToExternalId(bean.getUnderlying()),
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Related Classes of com.opengamma.financial.security.option.ExerciseType

  • 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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