Examples of FxFutureOptionSecurity

com.opengamma.financial.security.option.FxFutureOptionSecurity
A security for commodity future options.

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

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


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(new SecurityTypeExposureFunction());
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(SCHEME, "FXFUTURE_OPTION"), ids.get(0));
  }

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

    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FX_FORWARD_USD"), ExternalId.of(SCHEME, "FX_FORWARD_EUR"))));
  }


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = security.accept(new SecurityAndCurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "FXFUTURE_OPTION_USD"), ExternalId.of(SCHEME, "FXFUTURE_OPTION_EUR"))));
  }

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

  @Test
  public void testFXFutureOptionSecurity() {
    final FXFutureSecurity future = ExposureFunctionTestHelper.getFXFutureSecurity();
    final SecuritySource securitySource = ExposureFunctionTestHelper.getSecuritySource(future);
    final ExposureFunction exposureFunction = new UnderlyingExposureFunction(securitySource);
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(exposureFunction);
    assertNull(ids);
  }

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

    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final FXFutureSecurity underlying = ExposureFunctionTestHelper.getFXFutureSecurity();
    final List<ExternalId> ids = security.accept(new CurrencyExposureFunction(ExposureFunctionTestHelper.getSecuritySource(underlying)));
    assertEquals(2, ids.size());
    assertTrue(ids.containsAll(Arrays.asList(ExternalId.of(SCHEME, "USD"), ExternalId.of(SCHEME, "EUR"))));
  }

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

    return security;
  }


  public static FxFutureOptionSecurity getFXFutureOptionSecurity() {
    final UniqueId underlyingId = getEnergyFutureSecurity().getUniqueId();
    final FxFutureOptionSecurity security = new FxFutureOptionSecurity(SETTLEMENT, TRADING, new Expiry(DateUtils.getUTCDate(2013, 1, 1)), new AmericanExerciseType(),
        ExternalId.of(underlyingId.getScheme(), underlyingId.getValue()), 125, EUR, 120, OptionType.CALL);
    security.setUniqueId(UniqueId.of(UniqueId.EXTERNAL_SCHEME.getName(), "9595"));
    return security;
  }

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

    identifiers.add(ExternalSchemes.bloombergBuidSecurityId(bbgUniqueID));
    if (BloombergDataUtils.isValidField(secDes)) {
      identifiers.add(ExternalSchemes.bloombergTickerSecurityId(secDes));
    }


    final FxFutureOptionSecurity security = new FxFutureOptionSecurity(
      exchangeCode,
      exchangeCode,
      expiry,
      getExerciseType(optionExerciseType),
      buildUnderlyingTicker(underlingTicker),
      pointValue,
      ogCurrency,
      optionStrikePrice / 100, // Strike in percent //TODO: use normalization (like in BloombergRateClassifier)?
      optionType);
    security.setExternalIdBundle(ExternalIdBundle.of(identifiers));
    security.setUniqueId(BloombergSecurityProvider.createUniqueId(bbgUniqueID));
    //build option display name
    StringBuilder buf = new StringBuilder(rootTicker);
    buf.append(" ");
    buf.append(expiryDate);
    if (optionType == OptionType.CALL) {
      buf.append(" C ");
    } else {
      buf.append(" P ");
    }
    buf.append(optionStrikePrice);
    security.setName(buf.toString());
    return security;
  }

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

    assertNull(ids);
  }


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(ExposureFunction.SECURITY_IDENTIFIER, "FXFUTURE_OPTION_Y"), ids.get(0));
  }

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


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


    return new FxFutureOptionSecurity(
      bean.getTradingExchange().getName(),
      bean.getSettlementExchange().getName(),
      expiryBeanToExpiry(bean.getExpiry()),
      exerciseType,
      externalIdBeanToExternalId(bean.getUnderlying()),

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

    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(new SecurityExposureFunction());
    assertEquals(1, ids.size());
    assertEquals(ExternalId.of(security.getUniqueId().getScheme(), security.getUniqueId().getValue()), ids.get(0));
  }

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

    assertNull(ids);
  }


  @Test
  public void testFXFutureOptionSecurity() {
    final FxFutureOptionSecurity security = ExposureFunctionTestHelper.getFXFutureOptionSecurity();
    final List<ExternalId> ids = security.accept(EXPOSURE_FUNCTION);
    assertNull(ids);
  }

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