Examples of OptionType

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

938
939
940
941
942
943
944
945
946
947
948
    }
    return createNode(EquitySecurity.SECURITY_TYPE, securities);
  }

  private EquityBarrierOptionSecurity createEquityBarrierOptionSecurity() {
    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingId = createEquitySecurity().getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
View Full Code Here

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

975
976
977
978
979
980
981
982
983
984
985
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final double pointValue = 0;
    final boolean margined = bool();
    final Currency currency = currency();
    final double strike = 0;
    final OptionType optionType = optionType();
    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(exchange, expiry, exerciseType, underlyingIdentifier, pointValue, margined, currency, strike,
        optionType);
    store(security);
    return security;
  }
View Full Code Here

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

992
993
994
995
996
997
998
999
1000
1001
1002
    }
    return createNode(EquityIndexDividendFutureOptionSecurity.SECURITY_TYPE, securities);
  }

  private EquityIndexOptionSecurity createEquityIndexOptionSecurity() {
    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingId = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "AAPL US Equity");
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
View Full Code Here

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

1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
    }
    return createNode(EquityIndexOptionSecurity.SECURITY_TYPE, securities);
  }

  private EquityOptionSecurity createEquityOptionSecurity() {
    final OptionType optionType = optionType();
    final double strike = 0;
    final Currency currency = currency();
    final ExternalId underlyingIdentifier = createEquitySecurity().getExternalIdBundle().getExternalId(ExternalSchemes.BLOOMBERG_TICKER);
    final ExerciseType exerciseType = exerciseType();
    final Expiry expiry = expiry();
View Full Code Here

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

1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
    final ExternalId underlyingIdentifier = createInterestRateFutureSecurity().getExternalIdBundle().getExternalId(_security);
    final double pointValue = 0;
    final boolean margined = bool();
    final Currency currency = Currency.USD; // currency(); // Only got a USD surface at the moment
    final double strike = 0;
    final OptionType optionType = optionType();
    final IRFutureOptionSecurity security = new IRFutureOptionSecurity(exchange, expiry, exerciseType, underlyingIdentifier, pointValue, margined, currency, strike, optionType);
    security.addExternalId(ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index"));
    store(security);
    return security;
  }
View Full Code Here

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

134
135
136
137
138
139
140
141
142
143
144
    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct equityOption security");
      return null;
    }
    OptionType optionType = getOptionType(putOrCall);
    //get year month day from expiryDate in the yyyy-mm-dd format
    LocalDate expiryLocalDate = null;
    try {
      expiryLocalDate = LocalDate.parse(expiryDate);
    } catch (Exception e) {
View Full Code Here

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

153
154
155
156
157
158
159
160
161
162
163
        + _expiry + ", optionType=" + _optionType + ", strike=" + _strike + "]";
  }

  // -------- PRIVATE SUBROUTINES --------
  private OptionType determineOptionType(String optionTypeCode) {
    OptionType optionType = null;
    optionTypeCode = optionTypeCode.toUpperCase();
    if (optionTypeCode.equals("C")) {
      optionType = OptionType.CALL;
    } else if (optionTypeCode.equals("P")) {
      optionType = OptionType.PUT;
View Full Code Here

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

294
295
296
297
298
299
300
301
302
303
304
  }

  //note this will roll over on 2010-12-18 and the expected Buid and Expiry
  // date will change
  public static EquityIndexOptionSecurity makeSPXIndexOptionSecurity() {
    OptionType optionType = OptionType.CALL;
    double strike = 1100.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2010, 12, 18));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("EI09SPX");
   
    final EquityIndexOptionSecurity security = new EquityIndexOptionSecurity(optionType, strike, USD, underlyingUniqueID, new EuropeanExerciseType(), expiry, 100.0, "US");
View Full Code Here

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

313
314
315
316
317
318
319
320
321
322
323
  }


  public static EquityIndexFutureOptionSecurity makeEquityIndexFutureOptionSecurity() {

    OptionType optionType = OptionType.CALL;
    double strike = 1000.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 3, 15));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("IX14248603-0");

    final EquityIndexFutureOptionSecurity security = new EquityIndexFutureOptionSecurity(
View Full Code Here

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

333
334
335
336
337
338
339
340
341
342
343
  }


  public static EquityIndexDividendFutureOptionSecurity makeEquityIndexDividendFutureOptionSecurity() {

    OptionType optionType = OptionType.CALL;
    double strike = 100.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 12, 20));
    ExternalId underlyingUniqueID = ExternalSchemes.bloombergBuidSecurityId("IX6817069-0");

    final EquityIndexDividendFutureOptionSecurity security = new EquityIndexDividendFutureOptionSecurity(
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.