Package com.opengamma.util.time

Examples of com.opengamma.util.time.Expiry

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  }

  private BondFutureOptionSecurity createBondFutureOptionSecurity() {
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Expiry expiry = expiry();
    final ExerciseType exerciseType = exerciseType();
    final ExternalId underlyingIdentifier = createBondFutureSecurity().getExternalIdBundle().getExternalId(_security);
    final double pointValue = 1000;
    final Currency currency = currency();
    final double strike = 1.25;
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    final String issuerType = "issuerType";
    final String issuerDomicile = issuerDomicile();
    final String market = "market";
    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
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    final String issuerType = "issuerType";
    final String issuerDomicile = issuerDomicile();
    final String market = "market";
    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
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    final String issuerType = "issuerType";
    final String issuerDomicile = issuerDomicile();
    final String market = "market";
    final Currency currency = currency();
    final YieldConvention yieldConvention = yieldConvention();
    final Expiry lastTradeDate = expiry();
    final String couponType = "couponType";
    final double couponRate = 1.5;
    final Frequency couponFrequency = frequency();
    final DayCount dayCountConvention = dayCount();
    final ZonedDateTime interestAccrualDate = ZonedDateTime.now().minusMonths(24);
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  }

  private AgricultureForwardSecurity createAgricultureForwardSecurity() {
    final String unitName = "unitName";
    final Double unitNumber = null;
    final Expiry expiry = expiry();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
    final AgricultureForwardSecurity security = new AgricultureForwardSecurity(unitName, unitNumber, expiry, currency, unitAmount, category);
    store(security);
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  }

  private EnergyForwardSecurity createEnergyForwardSecurity() {
    final String unitName = "unitName";
    final Double unitNumber = null;
    final Expiry expiry = expiry();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
    final EnergyForwardSecurity security = new EnergyForwardSecurity(unitName, unitNumber, expiry, currency, unitAmount, category);
    store(security);
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  }

  private MetalForwardSecurity createMetalForwardSecurity() {
    final String unitName = "unitName";
    final Double unitNumber = null;
    final Expiry expiry = expiry();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
    final MetalForwardSecurity security = new MetalForwardSecurity(unitName, unitNumber, expiry, currency, unitAmount, category);
    store(security);
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  }

  private CommodityFutureOptionSecurity createCommodityFutureOptionSecurity() {
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Expiry expiry = expiry();
    final ExerciseType exerciseType = exerciseType();
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final double pointValue = 0;
    final Currency currency = currency();
    final double strike = 0;
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    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingId = createEquitySecurity().getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
    final double pointValue = 0;
    final String exchange = exchange();
    final BarrierType barrierType = barrierType();
    final BarrierDirection barrierDirection = barrierDirection();
    final MonitoringType monitoringType = monitoringType();
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    return createNode(EquityBarrierOptionSecurity.SECURITY_TYPE, securities);
  }

  private EquityIndexDividendFutureOptionSecurity createEquityIndexDividendFutureOptionSecurity() {
    final String exchange = exchange();
    final Expiry expiry = expiry();
    final ExerciseType exerciseType = exerciseType();
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final double pointValue = 0;
    final boolean margined = bool();
    final Currency currency = currency();
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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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