Examples of FXVolQuoteType

Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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  private ExternalId createFXVolatilityCode(final Tenor tenor, final Pair<Number, FXVolQuoteType> volDeltaQuoteType) {
    final StringBuffer ticker = new StringBuffer();
    ticker.append(_fxPrefix);
    final int delta = volDeltaQuoteType.getFirst().intValue();
    final FXVolQuoteType quoteType = volDeltaQuoteType.getSecond();
    String bbgCode = "";
    if (delta == 0) {
      if (quoteType == FXVolQuoteType.ATM) {
        bbgCode += "V";
      } else {
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Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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  private ExternalId createFXVolatilityCode(final Tenor tenor, final Pair<Number, FXVolQuoteType> volDeltaQuoteType) {
    final StringBuffer ticker = new StringBuffer();
    ticker.append(_fxPrefix);
    final int delta = volDeltaQuoteType.getFirst().intValue();
    final FXVolQuoteType quoteType = volDeltaQuoteType.getSecond();
    final StringBuffer bbgCode = new StringBuffer();
    if (quoteType == FXVolQuoteType.ATM) {
      bbgCode.append('V');
    } else if (quoteType == FXVolQuoteType.RISK_REVERSAL) {
      if (delta == 10) {
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Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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  private ExternalId createFXVolatilityCode(final Tenor tenor, final Pair<Number, FXVolQuoteType> volDeltaQuoteType) {
    final StringBuffer surf = new StringBuffer();
    surf.append(getFXPrefix());
    final int delta = volDeltaQuoteType.getFirst().intValue();
    final FXVolQuoteType quoteType = volDeltaQuoteType.getSecond();
    if (delta == 0) {
      if (quoteType == FXVolQuoteType.ATM) {
        surf.append("AFV");
      } else {
        throw new OpenGammaRuntimeException("Asked for an ATM code with non-zero delta");
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Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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    ArgumentChecker.notNull(xAxis, "x axis");
    ArgumentChecker.notNull(yAxis, "y axis");
    final StringBuffer ticker = new StringBuffer(_fxPrefix);
    ticker.append(_ccyPair);
    final int delta = yAxis.getFirst().intValue();
    final FXVolQuoteType quoteType = yAxis.getSecond();
    if (delta != 0) {
      switch (quoteType) {
        case ATM:
          throw new OpenGammaRuntimeException("Asked for an ATM code with non-zero delta");
        case RISK_REVERSAL:
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Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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  private ExternalId createFXVolatilityCode(final Tenor tenor, final Pair<Number, FXVolQuoteType> volDeltaQuoteType) {
    final StringBuffer ticker = new StringBuffer();
    ticker.append(_fxPrefix);
    final int delta = volDeltaQuoteType.getFirst().intValue();
    final FXVolQuoteType quoteType = volDeltaQuoteType.getSecond();
    String bbgCode = "";
    if (delta == 0) {
      if (quoteType == FXVolQuoteType.ATM) {
        bbgCode += "V";
      } else {
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Examples of com.opengamma.financial.analytics.volatility.surface.BloombergFXOptionVolatilitySurfaceInstrumentProvider.FXVolQuoteType

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  private static String formatPair(Pair<?, ?> o) {
    Object firstObj = o.getFirst();
    Object secondObj = o.getSecond();
    if ((firstObj instanceof Integer) && (secondObj instanceof FXVolQuoteType)) {
      Integer first = (Integer) firstObj;
      FXVolQuoteType second = (FXVolQuoteType) secondObj;
      StringBuilder sb = new StringBuilder();
      sb.append(Integer.toString(first));
      sb.append("/");
      sb.append(second.name());
      return sb.toString();
    }
    return o.toString();
  }
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