Examples of OptionType


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

    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct irFutureOption 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

    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct EquityIndexFutureOption 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

    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct bond future option security");
      return null;
    }
    OptionType optionType = getOptionType(putOrCall);
    //get year month day from expiryDate in the yyyy-mm-dd format
    LocalDate expiryLocalDate;
    try {
      expiryLocalDate = LocalDate.parse(expiryDate);
    } catch (Exception e) {
View Full Code Here

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

    }
    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

    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct irFutureOption 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

    }
    if (!BloombergDataUtils.isValidField(optionExerciseType)) {
      s_logger.warn("option exercise type is missing, cannot construct irFutureOption 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

    }
    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

    String exchange = defn.getExchange();
    Currency currency = defn.getCurrency();
    int pointValue = defn.getPointValue();
    boolean isMargined = defn.isIsMargined();
    double strike = defn.getStrike().doubleValue();
    OptionType optionType = defn.getOptionType();
    ExerciseType exerciseType = defn.getExerciseType().convert();

    switch (defn.getListedFutureOptionType()) {
      case EQUITY_INDEX_FUTURE_OPTION:
        return new EquityIndexFutureOptionSecurity(exchange, expiry, exerciseType, underlyingId, pointValue,
View Full Code Here

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

    final ExerciseType exerciseType = exerciseType();
    final ExternalId underlyingIdentifier = createBondFutureSecurity().getExternalIdBundle().getExternalId(_security);
    final double pointValue = 1000;
    final Currency currency = currency();
    final double strike = 1.25;
    final OptionType optionType = optionType();
    final BondFutureOptionSecurity security = new BondFutureOptionSecurity(tradingExchange, settlementExchange, expiry, exerciseType, underlyingIdentifier, pointValue, currency, strike, optionType);
    store(security);
    return security;
  }
View Full Code Here

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

    final ExerciseType exerciseType = exerciseType();
    final ExternalId underlyingIdentifier = ExternalId.of(ExternalSchemes.BLOOMBERG_TICKER, "US0003M Index");
    final double pointValue = 0;
    final Currency currency = currency();
    final double strike = 0;
    final OptionType optionType = optionType();
    final CommodityFutureOptionSecurity security = new CommodityFutureOptionSecurity(tradingExchange, settlementExchange, expiry, exerciseType, underlyingIdentifier, pointValue, currency, strike,
          optionType);
    store(security);
    return security;
  }
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.