Examples of EquityOption

Examples of com.opengamma.analytics.financial.equity.option.EquityOption

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    final double optionPrice;
    final double strike;
    final double timeToExpiry;
    final boolean isCall;
    if (derivative instanceof EquityOption) {
      final EquityOption option = (EquityOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getTimeToExpiry();
      isCall = option.isCall();
      if (marketPrice == null) {
        optionPrice = derivative.accept(s_pvCalculator, market) / option.getUnitAmount();
      } else {
        optionPrice = marketPrice;
      }
    } else if (derivative instanceof EquityIndexOption) {
      final EquityIndexOption option = (EquityIndexOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getTimeToExpiry();
      isCall = option.isCall();
      if (marketPrice == null) {
        optionPrice = derivative.accept(s_pvCalculator, market) / option.getUnitAmount();
      } else {
        optionPrice = marketPrice;
      }
    } else if (derivative instanceof EquityIndexFutureOption) {
      final EquityIndexFutureOption option = (EquityIndexFutureOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getExpiry();
      isCall = option.isCall();
      if (marketPrice == null) {
        optionPrice = derivative.accept(s_pvCalculator, market) / option.getPointValue();
      } else {
        optionPrice = marketPrice;
      }

    } else {
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Examples of com.opengamma.analytics.financial.equity.option.EquityOption

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    final double optionPrice;
    final double strike;
    final double timeToExpiry;
    final boolean isCall;
    if (derivative instanceof EquityOption) {
      final EquityOption option = (EquityOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getTimeToExpiry();
      isCall = option.isCall();
      optionPrice = derivative.accept(s_pvCalculator, market) / option.getUnitAmount();
    } else if (derivative instanceof EquityIndexOption) {
      final EquityIndexOption option = (EquityIndexOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getTimeToExpiry();
      isCall = option.isCall();
      optionPrice = derivative.accept(s_pvCalculator, market) / option.getUnitAmount();
    } else if (derivative instanceof EquityIndexFutureOption) {
      final EquityIndexFutureOption option = (EquityIndexFutureOption) derivative;
      strike = option.getStrike();
      timeToExpiry = option.getExpiry();
      isCall = option.isCall();
      optionPrice = derivative.accept(s_pvCalculator, market) / option.getPointValue();
    } else {
      throw new OpenGammaRuntimeException("Unexpected InstrumentDerivative type");
    }
    final double spot = market.getForwardCurve().getSpot();
    final double discountRate = market.getDiscountCurve().getInterestRate(timeToExpiry);
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