Examples of EquityIndexDividendFutureOptionSecurity

Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY_INDEX_DIVIDEND_FUTURE_OPTION"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY_INDEX_DIVIDEND_FUTURE_OPTION_USD"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.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.option.EquityIndexDividendFutureOptionSecurity

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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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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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      identifiers.add(ExternalSchemes.bloombergTickerSecurityId(secDes));
    }
   
    final ExerciseType exerciseType = getExerciseType(optionExerciseType);

    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(
        exchange,
        expiry,
        exerciseType,
        ExternalSchemes.bloombergBuidSecurityId(underlyingUniqueID),
        pointValue,
        MARGIN_RESOLVER.isMargined(exchange),
        ogCurrency,
        optionStrikePrice,
        optionType);

    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId(bbgUniqueID));
    //build option display name
    StringBuilder buf = new StringBuilder(rootTicker);
    buf.append(" ");
    buf.append(expiryDate);
    if (optionType == OptionType.CALL) {
      buf.append(" C ");
    } else {
      buf.append(" P ");
    }
    buf.append(optionStrikePrice);
    security.setName(buf.toString());
    return security;
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    switch (defn.getListedFutureOptionType()) {
      case EQUITY_INDEX_FUTURE_OPTION:
        return new EquityIndexFutureOptionSecurity(exchange, expiry, exerciseType, underlyingId, pointValue,
                                                   isMargined, currency, strike, optionType);
      case EQUITY_DIVIDEND_FUTURE_OPTION:
        return new EquityIndexDividendFutureOptionSecurity(exchange,  expiry, exerciseType, underlyingId, pointValue,
                                                           isMargined, currency, strike, optionType);
      default:
        // The xml validation should prevent this from happening
        throw new PortfolioParsingException("Unrecognised listed option type: " + defn.getListedFutureOptionType());
    }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    final double pointValue = 0;
    final boolean margined = bool();
    final Currency currency = currency();
    final double strike = 0;
    final OptionType optionType = optionType();
    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(exchange, expiry, exerciseType, underlyingIdentifier, pointValue, margined, currency, strike,
        optionType);
    store(security);
    return security;
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_DIVIDEND_FUTURE_OPTION_X"), ids.get(0));
  }
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Examples of com.opengamma.financial.security.option.EquityIndexDividendFutureOptionSecurity

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    assertNull(ids);
  }

  @Test
  public void testEquityIndexDividendFutureOptionSecurity() {
    final EquityIndexDividendFutureOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexDividendFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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