Examples of OptionType


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

    security.setName("DEDZ3C 2013-12-20 C 100.0");
    return security;
  }

  public static EquityOptionSecurity makeAPVLEquityOptionSecurity() {
    OptionType optionType = OptionType.CALL;
    double strike = 190.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2010, 01, 16));
    ExternalId underlyingIdentifier = ExternalSchemes.bloombergTickerSecurityId(AAPL_EQUITY_TICKER);
    final EquityOptionSecurity security = new EquityOptionSecurity(optionType, strike, USD, underlyingIdentifier, new AmericanExerciseType(), expiry, 100, "US");
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Examples of com.opengamma.financial.security.option.OptionType

  public static ExternalIdBundle makeBloombergBuid(String secDes) {
    return ExternalIdBundle.of(ExternalSchemes.bloombergBuidSecurityId(secDes));
  }
 
  public static IRFutureOptionSecurity makeEURODOLLARFutureOptionSecurity() {
    OptionType optionType = OptionType.CALL;
    double strike = 0.995;
    double pointValue = 2500;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2012, 12, 17));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("EDZ2 Comdty");
    final String exchange = "CME";
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Examples of com.opengamma.financial.security.option.OptionType

    security.setName("EDZ2C 2012-12-17 C 99.5");
    return security;
  }
 
  public static IRFutureOptionSecurity makeLIBORFutureOptionSecurity() {
    OptionType optionType = OptionType.CALL;
    double strike = 0.91;
    double pointValue = 1250.0;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2011, 9, 21));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("L U11 Comdty");
    final String exchange = "LIF";
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Examples of com.opengamma.financial.security.option.OptionType

    security.setName("L U1C 2011-09-21 C 91.0");
    return security;
  }
 
  public static IRFutureOptionSecurity makeEURIBORFutureOptionSecurity() {
    OptionType optionType = OptionType.CALL;
    double strike = 0.92875;
    double pointValue = 2500;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2011, 9, 19));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("FPU11 Comdty");
    final String exchange = "EUX";
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Examples of com.opengamma.financial.security.option.OptionType

    return security;
  }

  public static CommodityFutureOptionSecurity makeCommodityFutureOptionSecurity() {

    OptionType optionType = OptionType.CALL;
    double strike = 0.2425;
    double pointValue = 1000;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 2, 19));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("CHH3 Comdty");
    final String exchange = "NYM";
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Examples of com.opengamma.financial.security.option.OptionType

    return security;
  }

  public static FxFutureOptionSecurity makeFxFutureOptionSecurity() {

    OptionType optionType = OptionType.PUT;
    double strike = 1.05;
    double pointValue = 1250;
    Expiry expiry = new Expiry(DateUtils.getUTCDate(2013, 3, 8));
    ExternalId underlyingID = ExternalSchemes.bloombergTickerSecurityId("JYH3 Curncy");
    final String exchange = "CME";
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Examples of io.airlift.airline.OptionType

                    }
                }

                Option optionAnnotation = field.getAnnotation(Option.class);
                if (optionAnnotation != null) {
                    OptionType optionType = optionAnnotation.type();
                    String name;
                    if (!optionAnnotation.title().isEmpty()) {
                        name = optionAnnotation.title();
                    }
                    else {
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Examples of org.jboss.aesh.cl.internal.OptionType

            Option o;
            OptionGroup og;
            OptionList ol;
            Arguments a;
            if((o = field.getAnnotation(Option.class)) != null) {
                OptionType optionType;
                if(o.hasValue())
                    optionType = OptionType.NORMAL;
                else
                    optionType = OptionType.BOOLEAN;
                if(o.name() == null || o.name().length() < 1) {
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Examples of org.jboss.aesh.cl.internal.OptionType

            Option o;
            OptionGroup og;
            OptionList ol;
            Arguments a;
            if((o = field.getAnnotation(Option.class)) != null) {
                OptionType optionType;
                if(o.hasValue())
                    optionType = OptionType.NORMAL;
                else
                    optionType = OptionType.BOOLEAN;
                if(o.name() == null || o.name().length() < 1) {
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Examples of org.jboss.aesh.cl.internal.OptionType

            Option o;
            OptionGroup og;
            OptionList ol;
            Arguments a;
            if((o = field.getAnnotation(Option.class)) != null) {
                OptionType optionType;
                if(o.hasValue())
                    optionType = OptionType.NORMAL;
                else
                    optionType = OptionType.BOOLEAN;
                if(o.name() == null || o.name().length() < 1) {
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