Package com.opengamma.util.time

Examples of com.opengamma.util.time.Expiry

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    return security;
  }

  public static DeliverableSwapFutureSecurity getDeliverableSwapFutureSecurity() {
    final UniqueId underlyingId = getPayFixedFloatSwapSecurity().getUniqueId();
    final DeliverableSwapFutureSecurity security = new DeliverableSwapFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 1, 1)), TRADING, SETTLEMENT, EUR, 100, "Swap",
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 10000);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1441"));
    return security;
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "1441"));
    return security;
  }

  public static EnergyForwardSecurity getEnergyForwardSecurity() {
    final EnergyForwardSecurity security = new EnergyForwardSecurity("Watts", 100., new Expiry(DateUtils.getUTCDate(2013, 1, 1)), USD, 10000, "Energy");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "784"));
    return security;
  }
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    return security;
  }

  public static CommodityFutureOptionSecurity getEnergyFutureOptionSecurity() {
    final UniqueId underlyingId = getEnergyFutureSecurity().getUniqueId();
    final CommodityFutureOptionSecurity security = new CommodityFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, EUR, 120, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9357"));
    return security;
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9357"));
    return security;
  }

  public static EnergyFutureSecurity getEnergyFutureSecurity() {
    final EnergyFutureSecurity security = new EnergyFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 4, 1)), TRADING, SETTLEMENT, USD, 1000, "Energy");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "456"));
    return security;
  }
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  }

  public static EquityBarrierOptionSecurity getEquityBarrierOptionSecurity() {
    final UniqueId underlyingId = getEquitySecurity().getUniqueId();
    final EquityBarrierOptionSecurity security = new EquityBarrierOptionSecurity(OptionType.PUT, 100, EUR, ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()),
        new EuropeanExerciseType(), new Expiry(DateUtils.getUTCDate(2013, 4, 1)), 150, SETTLEMENT, BarrierType.DOWN, BarrierDirection.KNOCK_IN, MonitoringType.CONTINUOUS,
        SamplingFrequency.CONTINUOUS, 110);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "989"));
    return security;
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "989"));
    return security;
  }

  public static EquityFutureSecurity getEquityFutureSecurity() {
    final EquityFutureSecurity security = new EquityFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 4, 1)), TRADING, SETTLEMENT, USD,
        1000, DateUtils.getUTCDate(2013, 4, 2), ExternalSchemes.syntheticSecurityId("ABC"), "Equity");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "345"));
    return security;
  }
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    return security;
  }

  public static EquityIndexDividendFutureOptionSecurity getEquityIndexDividendFutureOptionSecurity() {
    final UniqueId underlyingId = getEquityIndexDividendFutureSecurity().getUniqueId();
    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(SETTLEMENT, new Expiry(DateUtils.getUTCDate(2013, 3, 1)), new EuropeanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 100, false, USD, 123, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "6879"));
    return security;
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "6879"));
    return security;
  }

  public static EquityIndexDividendFutureSecurity getEquityIndexDividendFutureSecurity() {
    final EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(new Expiry(DateUtils.getUTCDate(2013, 6, 1)), TRADING, SETTLEMENT, USD, 100,
        DateUtils.getUTCDate(2013, 6, 1), ExternalSchemes.syntheticSecurityId("SPX"), "Equity Index");
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "123"));
    return security;
  }
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    return security;
  }

  public static EquityIndexFutureOptionSecurity getEquityIndexFutureOptionSecurity() {
    final UniqueId underlyingId = getEquityFutureSecurity().getUniqueId();
    final EquityIndexFutureOptionSecurity security = new EquityIndexFutureOptionSecurity(SETTLEMENT, new Expiry(DateUtils.getUTCDate(2013, 3, 1)), new EuropeanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 100, false, USD, 123, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "3957"));
    return security;
  }
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    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "3957"));
    return security;
  }

  public static EquityIndexOptionSecurity getEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(OptionType.CALL, 400, EUR, ExternalSchemes.syntheticSecurityId("DJX"), new AmericanExerciseType(), new Expiry(DateUtils.getUTCDate(2015, 1, 1)), 20, SETTLEMENT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "346"));
    return security;
  }
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Related Classes of com.opengamma.util.time.Expiry

  • com.opengamma.analytics.financial.model.option.definition.ComplexChooserOptionDefinitionTest
  • com.opengamma.analytics.financial.model.option.definition.ExtremeSpreadOptionDefinitionTest
  • com.opengamma.analytics.financial.model.option.definition.SimpleChooserOptionDefinitionTest
  • com.opengamma.analytics.financial.model.option.pricing.montecarlo.MonteCarloOptionModelTest
  • com.opengamma.analytics.financial.model.option.pricing.tree.BinomialOptionModelTest
  • com.opengamma.analytics.financial.model.volatility.surface.BlackScholesMertonImpliedVolatilitySurfaceModelTest
  • com.opengamma.bbg.util.BloombergSecurityUtils
  • com.opengamma.examples.simulated.generator.SwaptionParityPortfolioGeneratorTool
  • com.opengamma.examples.simulated.loader.ExampleMultiAssetPortfolioLoader
  • com.opengamma.financial.analytics.curve.exposure.ExposureFunctionTestHelper
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