Package com.opengamma.util.time

Examples of com.opengamma.util.time.Expiry

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    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingId = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US Equity");
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
    final double pointValue = 0;
    final String exchange = exchange();
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(optionType, strike, currency, underlyingId, exerciseType, expiry, pointValue, exchange);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US 10/22/11 C365 Equity"));
    store(security);
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    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingIdentifier = createEquitySecurity().getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
    final double pointValue = 0;
    final String exchange = exchange();
    final EquityOptionSecurity security = new EquityOptionSecurity(optionType, strike, currency, underlyingIdentifier, exerciseType, expiry, pointValue, exchange);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US 10/22/11 C365 Equity"));
    store(security);
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    }
    return createNode(FRASecurity.SECURITY_TYPE, securities);
  }

  private BondFutureSecurity createBondFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final Collection<? extends BondFutureDeliverable> basket = Arrays.asList(bondFutureDeliverable(), bondFutureDeliverable());
    final ZonedDateTime firstDeliveryDate = expiry.getExpiry().minusDays(14);
    final ZonedDateTime lastDeliveryDate = expiry.getExpiry().plusDays(14);
    final String category = "category";
    final BondFutureSecurity security = new BondFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, basket, firstDeliveryDate, lastDeliveryDate, category);
    store(security);
    return security;
  }
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    }
    return createNode(BondFutureSecurity.SECURITY_TYPE, securities);
  }

  private AgricultureFutureSecurity createAgricultureFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
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    }
    return createNode(AgricultureForwardSecurity.SECURITY_TYPE, securities);
  }

  private EnergyFutureSecurity createEnergyFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
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    }
    return createNode(EnergyFutureSecurity.SECURITY_TYPE, securities);
  }

  private MetalFutureSecurity createMetalFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
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    }
    return createNode(MetalFutureSecurity.SECURITY_TYPE, securities);
  }

  private EquityIndexDividendFutureSecurity createEquityIndexDividendFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final ZonedDateTime settlementDate = expiry.getExpiry();
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final String category = "category";
    final EquityIndexDividendFutureSecurity security = new EquityIndexDividendFutureSecurity(expiry, tradingExchange, settlementExchange, currency, unitAmount, settlementDate, underlyingIdentifier,
          category);
    store(security);
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    }
    return createNode(EquityIndexDividendFutureSecurity.SECURITY_TYPE, securities);
  }

  private FXFutureSecurity createFXFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final Currency numerator = currency();
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    }
    return createNode(FXFutureSecurity.SECURITY_TYPE, securities);
  }

  private IndexFutureSecurity createIndexFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final String category = "category";
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    }
    return createNode(IndexFutureSecurity.SECURITY_TYPE, securities);
  }

  private InterestRateFutureSecurity createInterestRateFutureSecurity() {
    final Expiry expiry = expiry();
    final String tradingExchange = exchange();
    final String settlementExchange = exchange();
    final Currency currency = currency();
    final double unitAmount = 0;
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "EUR003M Index");
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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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