Examples of EquitySecurity

Examples of com.opengamma.financial.security.equity.EquitySecurity

26
27
28
29
30
31
32
33
34
35
36
37
38
    return EquityOptionSecurity.SECURITY_TYPE;
  }

  @Override
  public Summary getSummary(EquityOptionSecurity security) {
    EquitySecurity underlyingSecurity = (EquitySecurity) _securitySource.getSingle(ExternalIdBundle.of(security.getUnderlyingId()));
    return SummaryBuilder.create(security)
        .with(SummaryField.DESCRIPTION, underlyingSecurity.getShortName())
        .with(SummaryField.STRIKE, security.getStrike())
        .with(SummaryField.MATURITY, security.getExpiry())
        .with(SummaryField.DIRECTION, security.getOptionType())
        .with(SummaryField.UNDERLYING, security.getUnderlyingId()).build();
  }
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

64
65
66
67
68
69
70
71
72
73
74
    return equity;
  }

  @Override
  public EquitySecurity createSecurity(final OperationContext context, final EquitySecurityBean bean) {
    final EquitySecurity security = new EquitySecurity(bean.getExchange().getDescription(), bean.getExchange().getName(), bean.getCompanyName(), currencyBeanToCurrency(bean.getCurrency()));
    security.setShortName(bean.getShortName());
    security.setGicsCode(gicsCodeBeanToGICSCode(bean.getGicsCode()));
    security.setPreferred(bean.isPreferred());
    return security;
  }
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
  }

  //-------------------------------------------------------------------------
  @Test(enabled = false)
  public void test_equity() throws Exception {
    EquitySecurity sec = new EquitySecurity("London", "LON", "OpenGamma Ltd", Currency.GBP);
    sec.setName("OpenGamma");
    sec.setGicsCode(GICSCode.of("20102010"));
    sec.setShortName("OG");
    sec.setExternalIdBundle(ExternalIdBundle.of("Test", "OG"));
    SecurityDocument addDoc = new SecurityDocument(sec);
    SecurityDocument added = _secMaster.add(addDoc);
   
    SecurityDocument loaded = _secMaster.get(added.getUniqueId());
    assertEquals(added, loaded);
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

93
94
95
96
97
98
99
100
101
102
103
104
    _batchMaster = new DbBatchMaster(getDbConnector(), computationTargetResolver);
    _batchWriter = new DbBatchWriter(_batchMaster.getDbConnector(), computationTargetResolver);

    final String calculationConfigName = "config_1";

    EquitySecurity aapl = new EquitySecurity("EXCH", "EXCH_CODE", "APPLE", Currency.USD);
    aapl.setUniqueId(UniqueId.of("Sec", "APPL"));
    ComputationTarget target = new ComputationTarget(ComputationTargetType.SECURITY, aapl);
    computationTargetResolver.addTarget(target);

    _compTargetSpec = target.getLeafSpecification();
    _requirement = new ValueRequirement("FAIR_VALUE", _compTargetSpec);
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

102
103
104
105
106
107
108
109
110
111
112
113
    final Collection<UniqueId> loadSecurities = loadSecurities(tickers);
    final SecurityMaster secMaster = getToolContext().getSecurityMaster();
    for (final UniqueId uniqueId : loadSecurities) {
      final SecurityDocument securityDocument = secMaster.get(uniqueId);
      final EquitySecurity security = (EquitySecurity) securityDocument.getSecurity();
      final GICSCode gics = security.getGicsCode();
      if (gics == null || gics.isPartial()) {
        continue;
      }
      final String sector = SECTORS.get(gics.getSectorCode());
      final String industryGroup = gics.getIndustryGroupCode();
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
   * Returns AAPL equity security for testing
   *
   * @return the equity security
   */
  public static EquitySecurity getEquitySecurity() {
    EquitySecurity equitySecurity = new EquitySecurity("NASDAQ/NGS (GLOBAL SELECT MARKET)", "XNGS", "APPLE INC", Currency.USD);
    equitySecurity.addExternalId(ExternalSchemes.bloombergTickerSecurityId("AAPL US Equity"));
    equitySecurity.addExternalId(ExternalSchemes.bloombergBuidSecurityId("EQ0010169500001000"));
    equitySecurity.addExternalId(ExternalSchemes.cusipSecurityId("037833100"));
    equitySecurity.addExternalId(ExternalSchemes.isinSecurityId("US0378331005"));
    equitySecurity.addExternalId(ExternalSchemes.sedol1SecurityId("2046251"));
    equitySecurity.setShortName("AAPL");
    equitySecurity.setName("APPLE INC");
    equitySecurity.setGicsCode(GICSCode.of("45202010"));
    return equitySecurity;
  }
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

166
167
168
169
170
171
172
173
174
175
176
    2  |  |_trade1
    3  |  |_trade2
    4  |_pos2
    5     |_trade3
    */
    EquitySecurity security = new EquitySecurity("exchange", "exchangeCode", "companyName", Currency.USD);
    SimplePortfolioNode portfolioRoot = new SimplePortfolioNode();
    SimplePosition position1 = new SimplePosition();
    SimpleSecurityLink securityLink = new SimpleSecurityLink();
    securityLink.setTarget(security);
    position1.setSecurityLink(securityLink);
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

255
256
257
258
259
260
261
262
263
264
    assertEquals(ExternalId.of(SCHEME, "EQUITY_BARRIER_OPTION"), ids.get(0));
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY"), ids.get(0));
  }
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

257
258
259
260
261
262
263
264
265
266
    assertEquals(ExternalId.of(SCHEME, "EQUITY_BARRIER_OPTION_EUR"), ids.get(0));
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "EQUITY_USD"), ids.get(0));
  }
View Full Code Here

Examples of com.opengamma.financial.security.equity.EquitySecurity

192
193
194
195
196
197
198
199
200
    assertNull(ids);
  }

  @Test
  public void testEquitySecurity() {
    final EquitySecurity security = ExposureFunctionTestHelper.getEquitySecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }
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.