Examples of com.opengamma.analytics.financial.equity.option.EquityIndexOptionBlackMethod.forwardIndexValue()

com.opengamma.analytics.financial.equity.option.EquityIndexOptionBlackMethod.forwardIndexValue()
@param derivative An EquityIndexOption, the OG-Analytics form of the derivative @param marketData A StaticReplicationDataBundle, containing a BlackVolatilitySurface, forward equity and funding curves @return The forward value of the index, ie the fair strike of a forward agreement paying the index value at maturity

  protected Set<ComputedValue> computeValues(final Set<EquityIndexOption> vanillaOptions, final StaticReplicationDataBundle market, final FunctionInputs inputs,
      final Set<ValueRequirement> desiredValues, final ComputationTargetSpecification targetSpec, final ValueProperties resultProperties) {
    final ValueSpecification resultSpec = new ValueSpecification(getValueRequirementNames()[0], targetSpec, resultProperties);
    final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
    final EquityIndexOption firstDerivative = vanillaOptions.iterator().next();
    return Collections.singleton(new ComputedValue(resultSpec, model.forwardIndexValue(firstDerivative, market))); // All derivatives in the set share their forward
  }


  //TODO this function return values unnecessary properties - the surface name, currency, interpolator and calculation method, which are used
  // to construct the market data bundle.
}

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      final Set<ValueRequirement> desiredValues, final ComputationTargetSpecification targetSpec, final ValueProperties resultProperties) {
    final ValueSpecification resultSpec = new ValueSpecification(getValueRequirementNames()[0], targetSpec, resultProperties);
    //FIXME use the type system
    if (derivative instanceof EquityIndexOption) {
      final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
      return Collections.singleton(new ComputedValue(resultSpec, model.forwardIndexValue((EquityIndexOption) derivative, market)));
    }
    final EquityOptionBlackMethod model = EquityOptionBlackMethod.getInstance();
    return Collections.singleton(new ComputedValue(resultSpec, model.forwardIndexValue((EquityOption) derivative, market)));
  }

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    if (derivative instanceof EquityIndexOption) {
      final EquityIndexOptionBlackMethod model = EquityIndexOptionBlackMethod.getInstance();
      return Collections.singleton(new ComputedValue(resultSpec, model.forwardIndexValue((EquityIndexOption) derivative, market)));
    }
    final EquityOptionBlackMethod model = EquityOptionBlackMethod.getInstance();
    return Collections.singleton(new ComputedValue(resultSpec, model.forwardIndexValue((EquityOption) derivative, market)));
  }


  @Override
  protected String getCalculationMethod() {
    return CalculationPropertyNamesAndValues.BLACK_METHOD;

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