Examples of EquityIndexOptionSecurity

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

308
309
310
311
312
313
314
315
316
317
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_FUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_OPTION_X"), ids.get(0));
  }
View Full Code Here

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

216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
      final EquityOptionSecurity option = (EquityOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else if (security instanceof EquityIndexOptionSecurity) {
      final EquityIndexOptionSecurity option = (EquityIndexOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else if (security instanceof EquityIndexFutureOptionSecurity) {
      final EquityIndexFutureOptionSecurity option = (EquityIndexFutureOptionSecurity) security;
      strike = option.getStrike();
      expiry = option.getExpiry();
      isCall = option.getOptionType().equals(OptionType.CALL);
    } else {
      throw new OpenGammaRuntimeException("Security type not handled," + security.getName());
    }
    if (expiry.getAccuracy().equals(ExpiryAccuracy.MONTH_YEAR) || expiry.getAccuracy().equals(ExpiryAccuracy.YEAR)) {
      throw new OpenGammaRuntimeException("There is ambiguity in the expiry date of the target security.");
View Full Code Here

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

294
295
296
297
298
299
300
301
302
    assertNull(ids);
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
View Full Code Here

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

308
309
310
311
312
313
314
315
316
317
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_FUTURE_OPTION_X"), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "EQUITY_INDEX_OPTION_X"), ids.get(0));
  }
View Full Code Here

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

254
255
256
257
258
259
260
261
262
  @Test
  public void testEquityIndexOptionSecurity() {
    final EquitySecurity underlying = ExposureFunctionTestHelper.getEquitySecurity();
    final ExposureFunction exposureFunction = new ContractCategoryExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying));
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }
View Full Code Here

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

318
319
320
321
322
323
324
325
326
327
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }
View Full Code Here

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

298
299
300
301
302
303
304
305
306
    assertNull(ids);
  }

  @Test
  public void testEquityIndexOptionSecurity() {
    final EquityIndexOptionSecurity security = ExposureFunctionTestHelper.getEquityIndexOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
View Full Code Here

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

461
462
463
464
465
466
467
468
469
  static void assertAmericanVanillaEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    // check specific bits we want to spot failures on quickly
    assertNotNull(sec);
    assertTrue(sec instanceof EquityIndexOptionSecurity);
    final EquityIndexOptionSecurity equityIndexOption = (EquityIndexOptionSecurity) sec;
    assertTrue(equityIndexOption.getExerciseType() instanceof AmericanExerciseType);
    assertEquityIndexOptionSecurity(expectedOption, sec);
  }
View Full Code Here

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

486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
  }

  static void assertEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    assertNotNull(expectedOption);
    assertNotNull(sec);
    EquityIndexOptionSecurity actualOption = (EquityIndexOptionSecurity) sec;
    assertEquals(expectedOption.getExternalIdBundle(), actualOption.getExternalIdBundle());
    assertEquals(expectedOption.getUniqueId(), actualOption.getUniqueId());
    assertEquals(expectedOption.getSecurityType(), actualOption.getSecurityType());
    assertEquals(expectedOption.getCurrency(), actualOption.getCurrency());
    assertEquals(expectedOption.getOptionType(), actualOption.getOptionType());
    assertTrue(expectedOption.getStrike() == actualOption.getStrike());
    assertEquals(expectedOption.getExpiry(), actualOption.getExpiry());
    assertEquals(expectedOption.getUnderlyingId(), actualOption.getUnderlyingId());
    assertEquals(expectedOption.getName(), actualOption.getName());
    // check the lot
    assertSecurity(expectedOption, sec);
  }
View Full Code Here

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

513
514
515
516
517
518
519
520
521
  static void assertEuropeanVanillaEquityIndexOptionSecurity(EquityIndexOptionSecurity expectedOption, Security sec) {
    // check specific bits we want to spot failures on quickly
    assertNotNull(sec);
    assertTrue(sec instanceof EquityIndexOptionSecurity);
    final EquityIndexOptionSecurity equityIndexOption = (EquityIndexOptionSecurity) sec;
    assertTrue(equityIndexOption.getExerciseType() instanceof EuropeanExerciseType);
    assertEquityIndexOptionSecurity(expectedOption, sec);
  }
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.