Examples of EquityIndexOptionSecurity

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

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    OptionType optionType = OptionType.CALL;
    double strike = 1100.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2010, 12, 18));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("EI09SPX");
   
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(optionType, strike, USD, underlyingUniqueID, new EuropeanExerciseType(), expiry, 100.0, "US");

    Set<ExternalId> identifiers = new HashSet<>();
    identifiers.add(ExternalSchemes.bloombergBuidSecurityId("IX5801809-0-8980"));
    identifiers.add(ExternalSchemes.bloombergTickerSecurityId(SPX_INDEX_OPTION_TICKER));
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId("IX5801809-0-8980"));
    security.setName("SPX 2010-12-18 C 1100.0");
    return security;
  }
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Examples of com.opengamma.financial.security.option.EquityIndexOptionSecurity

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  @Override
  public EquityIndexOptionSecurity createSecurity(OperationContext context, EquityIndexOptionSecurityBean bean) {
    final ExerciseType exerciseType = bean.getOptionExerciseType().accept(new ExerciseTypeVisitorImpl());

    EquityIndexOptionSecurity sec = new EquityIndexOptionSecurity(bean.getOptionType(),
        bean.getStrike(),
        currencyBeanToCurrency(bean.getCurrency()),
        externalIdBeanToExternalId(bean.getUnderlying()),
        exerciseType,
        expiryBeanToExpiry(bean.getExpiry()),
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Examples of com.opengamma.financial.security.option.EquityIndexOptionSecurity

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      }

      @Override
      public Void visitEquityIndexOptionSecurity(EquityIndexOptionSecurity security) {
        assertTrue(fromSecMaster instanceof EquityIndexOptionSecurity);
        EquityIndexOptionSecurity actual = (EquityIndexOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
        assertNotNull(actual.getUniqueId());
        return null;
      }

      @Override
      public Void visitEquityOptionSecurity(EquityOptionSecurity security) {
        assertTrue(fromSecMaster instanceof EquityOptionSecurity);
        EquityOptionSecurity actual = (EquityOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityBarrierOptionSecurity(EquityBarrierOptionSecurity security) {
        assertSecurity();
        return null;
      }
     
      @Override
      public Void visitFXOptionSecurity(FXOptionSecurity security) {
        assertSecurity();
        return null;
      }
     
      @Override
      public Void visitNonDeliverableFXOptionSecurity(NonDeliverableFXOptionSecurity security) {
        assertSecurity();
        return null;
      }

      @Override
      public Void visitSwaptionSecurity(SwaptionSecurity security) {
        assertSecurity();
        return null;
      }

      @Override
      public Void visitIRFutureOptionSecurity(IRFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof IRFutureOptionSecurity);
        IRFutureOptionSecurity actual = (IRFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
       
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;          
      }

      @Override
      public Void visitCommodityFutureOptionSecurity(CommodityFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof CommodityFutureOptionSecurity);
        CommodityFutureOptionSecurity actual = (CommodityFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());
       
        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitFxFutureOptionSecurity(FxFutureOptionSecurity security) {
        assertTrue(fromSecMaster instanceof FxFutureOptionSecurity);
        FxFutureOptionSecurity actual = (FxFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getTradingExchange(), actual.getTradingExchange());
        assertEquals(security.getSettlementExchange(), actual.getSettlementExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexDividendFutureOptionSecurity(EquityIndexDividendFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexDividendFutureOptionSecurity);
        EquityIndexDividendFutureOptionSecurity actual = (EquityIndexDividendFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
      }

      @Override
      public Void visitEquityIndexFutureOptionSecurity(final EquityIndexFutureOptionSecurity security) {

        assertTrue(fromSecMaster instanceof EquityIndexFutureOptionSecurity);
        EquityIndexFutureOptionSecurity actual = (EquityIndexFutureOptionSecurity) fromSecMaster;

        assertEquals(security.getCurrency(), actual.getCurrency());

        assertEquals(security.getExchange(), actual.getExchange());
        assertEquals(security.getExerciseType(), actual.getExerciseType());
        assertEquals(security.getExpiry(), actual.getExpiry());
        assertEquals(security.getOptionType(), actual.getOptionType());
        assertEquals(security.getPointValue(), actual.getPointValue());
        assertEquals(security.getStrike(), actual.getStrike());
        assertEquals(security.isMargined(), actual.isMargined());
        assertEquals(security.getUnderlyingId(), actual.getUnderlyingId());

        assertEquals(security.getExternalIdBundle(), actual.getExternalIdBundle());
        assertEquals(security.getName(), actual.getName());
        assertEquals(security.getSecurityType(), actual.getSecurityType());
        assertNotNull(actual.getUniqueId());

        //test underlying is loaded as well
        ExternalId underlyingIdentifier = security.getUnderlyingId();
        assertUnderlyingIsLoaded(underlyingIdentifier);
        return null;
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