Examples of EquityOptionSecurity

com.opengamma.financial.security.option.EquityOptionSecurity
A security for equity options.

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

          s_logger.error("Position security is null");
          return null;
        }
      }
      if (sec.getSecurityType().equals(EquityOptionSecurity.SECURITY_TYPE)) {
        final EquityOptionSecurity equityOption = (EquityOptionSecurity) sec;
        sec = equityOption;
      }
      return sec;
    } catch (final UnsupportedOperationException ex) {
      return null;

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

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


  @Test
  public void testEquityOptionSecurity() {
    final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY_OPTION"), ids.get(0));
  }

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

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


  @Test
  public void testEquityOptionSecurity() {
    final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY_OPTION_EUR"), ids.get(0));
  }

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

    assertNull(ids);
  }


  @Test
  public void testEquityOptionSecurity() {
    final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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

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


  @Test
  public void testEquityOptionSecurity() {
    final EquityOptionSecurity security = ExposureFunctionTestHelper.getEquityOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EUR"), ids.get(0));
  }

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

    return security;
  }


  public static EquityOptionSecurity getEquityOptionSecurity() {
    final UniqueId underlyingId = getEquitySecurity().getUniqueId();
    final EquityOptionSecurity security = new EquityOptionSecurity(OptionType.CALL, 400, EUR, ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), new AmericanExerciseType(), new Expiry(DateUtils.getUTCDate(2015, 1, 1)), 20, SETTLEMENT);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "574"));
    return security;
  }

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


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


    EquityOptionSecurity sec = new EquityOptionSecurity(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.EquityOptionSecurity

 */
public class UnderlyingTypeToValueRequirementMapper {


  public static ValueRequirement getValueRequirement(final UnderlyingType underlying, final Security security) {
    if (security instanceof EquityOptionSecurity) {
      final EquityOptionSecurity option = (EquityOptionSecurity) security;
      switch (underlying) {
        case SPOT_PRICE:
          return new ValueRequirement(MarketDataRequirementNames.MARKET_VALUE, ComputationTargetType.SECURITY, option.getUnderlyingId());
        case SPOT_VOLATILITY:
          throw new NotImplementedException("Don't know how to get spot volatility for " + option.getUniqueId());
        case IMPLIED_VOLATILITY:
          throw new NotImplementedException("Don't know how to get implied volatility for " + option.getUniqueId());
        case INTEREST_RATE:
          return new ValueRequirement(ValueRequirementNames.YIELD_CURVE, ComputationTargetType.SECURITY, option.getUniqueId());
        case COST_OF_CARRY:
          throw new NotImplementedException("Don't know how to get cost of carry for " + option.getUniqueId());
        default:
          throw new NotImplementedException("Don't know how to get ValueRequirement for " + underlying);
      }
    } else if (security instanceof EquitySecurity) {
      final EquitySecurity equity = (EquitySecurity) security;

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

    // Some SecurityType's have Notional values built-in. Scale by these if required.
    if (security instanceof FutureSecurity) {
      final FutureSecurity futureSecurity = (FutureSecurity) security;
      dailyValueMove *= futureSecurity.getUnitAmount();
    } else if (security instanceof EquityOptionSecurity) {
      final EquityOptionSecurity optionSecurity = (EquityOptionSecurity) security;
      dailyValueMove *= optionSecurity.getPointValue();
    } else if (security instanceof EquityIndexOptionSecurity) {
      final EquityIndexOptionSecurity optionSecurity = (EquityIndexOptionSecurity) security;
      dailyValueMove *= optionSecurity.getPointValue();
    } else if (security instanceof EquityIndexFutureOptionSecurity) {
      final EquityIndexFutureOptionSecurity optionSecurity = (EquityIndexFutureOptionSecurity) security;
      dailyValueMove *= optionSecurity.getPointValue();
    } else if (security instanceof IRFutureOptionSecurity) {
      final IRFutureOptionSecurity optionSecurity = (IRFutureOptionSecurity) security;
      dailyValueMove *= optionSecurity.getPointValue();
    }
    // Multiply by the Trade's Quantity
    final Double dailyPnL = target.getTrade().getQuantity().doubleValue() * dailyValueMove;


    // 5. Return

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

    final ExternalId underlyingIdentifier = createEquitySecurity().getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
    final double pointValue = 0;
    final String exchange = exchange();
    final EquityOptionSecurity security = new EquityOptionSecurity(optionType, strike, currency, underlyingIdentifier, exerciseType, expiry, pointValue, exchange);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US 10/22/11 C365 Equity"));
    store(security);
    return security;
  }

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