Package com.opengamma.financial.security.option

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

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    return bean;
  }

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

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

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

    EquityOptionSecurity sec = new EquityOptionSecurity(bean.getOptionType(),
        bean.getStrike(),
        currencyBeanToCurrency(bean.getCurrency()),
        externalIdBeanToExternalId(bean.getUnderlying()),
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        bean.getLongShort(),
        expiryBeanToExpiry(bean.getExpiry()),
        bean.getCashSettled(),
        currencyBeanToCurrency(bean.getCurrency()));
    if (bean.getOptionExerciseType() != null) {
      final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());
      swaptionSecurity.setExerciseType(exerciseType);
    }
    final ZonedDateTime settlementDate = Converters.zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
    swaptionSecurity.setSettlementDate(settlementDate);
    swaptionSecurity.setNotional(bean.getNotional());
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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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Related Classes of com.opengamma.financial.security.option.ExerciseTypeVisitorImpl

  • com.opengamma.masterdb.security.hibernate.option.BondFutureOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.CDSOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.CommodityFutureOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.EquityBarrierOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.EquityIndexDividendFutureOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.EquityIndexFutureOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.EquityIndexOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.EquityOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.FxFutureOptionSecurityBeanOperation
  • com.opengamma.masterdb.security.hibernate.option.FxOptionSecurityBeanOperation
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