Package com.opengamma.financial.security.equity

Examples of com.opengamma.financial.security.equity.EquityVarianceSwapSecurity.accept()

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      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock);
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
    final EquityVarianceSwapDefinition definition = security.accept(getConverter());
    final Object spotObject = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (spotObject == null) {
      throw new OpenGammaRuntimeException("Spot value was null");
    }
    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
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      final Set<ValueRequirement> desiredValues) throws AsynchronousExecution {
    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock).minusYears(3); //TODO remove me - just for testing
    final ValueRequirement desiredValue = Iterables.getOnlyElement(desiredValues);
    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();
    final EquityVarianceSwapDefinition definition = security.accept(getConverter());
    final Object spotObject = inputs.getValue(MarketDataRequirementNames.MARKET_VALUE);
    if (spotObject == null) {
      throw new OpenGammaRuntimeException("Spot value was null");
    }
    final Object yieldCurveObject = inputs.getValue(ValueRequirementNames.YIELD_CURVE);
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    final EquityVarianceSwapSecurity security = (EquityVarianceSwapSecurity) target.getSecurity();

    final Clock snapshotClock = executionContext.getValuationClock();
    final ZonedDateTime now = ZonedDateTime.now(snapshotClock).minusYears(2); //TODO remove me - just for testing

    final VarianceSwapDefinition defn = security.accept(_converter);
    final HistoricalTimeSeries timeSeries = (HistoricalTimeSeries) inputs.getValue(ValueRequirementNames.HISTORICAL_TIME_SERIES);
    final VarianceSwap deriv = defn.toDerivative(now, timeSeries.getTimeSeries());

    // 2. Build up the market data bundle
    final Object volSurfaceObject = inputs.getValue(getVolatilitySurfaceRequirement(security, surfaceName));
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