Package com.opengamma.integration.tool.portfolio.xml.v1_0.conversion

Examples of com.opengamma.integration.tool.portfolio.xml.v1_0.conversion.FxOptionCalculator

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    return false;
  }

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new EquityVarianceSwapTradeSecurityExtractor(this);
  }
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    return false;
  }

  @Override
  public FraTradeSecurityExtractor getSecurityExtractor() {
    return new FraTradeSecurityExtractor(this);
  }
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  @PropertyDefinition
  private Currency _payoutCurrency;

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new FxDigitalOptionTradeSecurityExtractor(this);
  }
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    return false;
  }

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new FxForwardTradeSecurityExtractor(this);
  }
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  @PropertyDefinition
  private ExerciseType _exerciseType;

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new FxOptionTradeSecurityExtractor(this);
  }
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  @XmlElement(name = "margined", required = true)
  @PropertyDefinition
  private boolean _isMargined;

  public ListedSecurityExtractor getSecurityExtractor() {
    return new ListedFutureOptionSecurityExtractor(this);
  }
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  @PropertyDefinition()
  private String _futureCategory;

  @Override
  public ListedSecurityExtractor getSecurityExtractor() {
    return new ListedFutureSecurityExtractor(this);
  }
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  @XmlElement(name = "exerciseType", required = true)
  @PropertyDefinition
  private ExerciseType _exerciseType;

  public ListedSecurityExtractor getSecurityExtractor() {
    return new ListedOptionSecurityExtractor(this);
  }
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    return true;
  }

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new ListedTradeSecurityExtractor(this);
  }
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    return false;
  }

  @Override
  public TradeSecurityExtractor getSecurityExtractor() {
    return new OtcEquityIndexOptionTradeSecurityExtractor(this);
  }
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Related Classes of com.opengamma.integration.tool.portfolio.xml.v1_0.conversion.FxOptionCalculator

  • com.opengamma.financial.convention.businessday.BusinessDayConvention
  • com.opengamma.financial.convention.daycount.DayCount
  • com.opengamma.financial.convention.frequency.Frequency
  • com.opengamma.financial.currency.CurrencyPair
  • com.opengamma.financial.security.equity.EquityVarianceSwapSecurity
  • com.opengamma.financial.security.fra.FRASecurity
  • com.opengamma.financial.security.future.EquityIndexDividendFutureSecurity
  • com.opengamma.financial.security.fx.FXForwardSecurity
  • com.opengamma.financial.security.fx.NonDeliverableFXForwardSecurity
  • com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity
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