Examples of EquityFutureSecurity


Examples of com.opengamma.financial.security.future.EquityFutureSecurity

          return security;
        }

        @Override
        public FutureSecurity visitEquityFutureType(EquityFutureBean bean) {
          final EquityFutureSecurity security = new EquityFutureSecurity(
            expiryBeanToExpiry(bean.getExpiry()),
            bean.getTradingExchange().getName(),
            bean.getSettlementExchange().getName(),
            currencyBeanToCurrency(bean.getCurrency()),
            bean.getUnitAmount(),
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FUTURE_USD"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertNull(ids);
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "USD"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    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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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    // FIXME: Case - treatment of Settlement Date
    s_logger.warn("Creating EquityFutureSecurity - settlementDate set equal to expiryDate. Missing lag.");
    ZonedDateTime settlementDate = expiry.getExpiry();

    EquityFutureSecurity security = new EquityFutureSecurity(expiry, micExchangeCode, micExchangeCode, currency, Double.valueOf(unitAmount), settlementDate, underlying, category);
    security.setName(name);
    // set identifiers
    parseIdentifiers(fieldData, security);
    return security;
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    IndexFutureDefinition underlying = null;
    if (underlyingSecurity instanceof IndexFutureSecurity) {
      final IndexFutureSecurity underlyingFuture = ((IndexFutureSecurity) underlyingSecurity);
      underlying = (IndexFutureDefinition) underlyingFuture.accept(_futureSecurityConverter);
    } else if (underlyingSecurity instanceof EquityFutureSecurity) {
      final EquityFutureSecurity underlyingFuture = ((EquityFutureSecurity) underlyingSecurity);
      EquityFutureDefinition eqFut = (EquityFutureDefinition) underlyingFuture.accept(_futureSecurityConverter);
      underlying = new IndexFutureDefinition(eqFut.getExpiryDate(), eqFut.getSettlementDate(), eqFut.getStrikePrice(), eqFut.getCurrency(), eqFut.getUnitAmount(), underlyingFuture.getUnderlyingId());
    }
  
    final double strike = security.getStrike();
    final ExerciseDecisionType exerciseType = security.getExerciseType().accept(ExerciseTypeAnalyticsVisitorAdapter.getInstance());
    final boolean isCall = security.getOptionType() == OptionType.CALL;
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_BARRIER_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FUTURE_X"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.future.EquityFutureSecurity

    assertNull(ids);
  }

  @Test
  public void testEquityFutureSecurity() {
    final EquityFutureSecurity future = ExposureFunctionTestHelper.getEquityFutureSecurity();
    final List<ExternalId> ids = future.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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